{"slug":"saylorinnovations-com-api-trading-expectancy-54e7a2","title":"Trading edge from win rate and average win and loss","host":"saylorinnovations.com","method":"GET","resource":"https://saylorinnovations.com/api/trading/expectancy","category":"other","description":"Trading edge from win rate and average win and loss: expectancy, profit factor, breakeven win rate, Kelly fraction and expected losing streaks.","price_listed":0.01,"price_asked":0.01,"state":"answering","state_label":"Answering","checks_7d":1,"answered_7d":1,"latency_ms_median":290,"reported_calls_30d":0,"reported_payers_30d":0,"networks":["eip155:137","eip155:42161","eip155:8453","solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp"],"badge":"unverified","paid_checks_7d":0,"paid_ok_7d":0,"example_input":{"method":"GET","queryParams":{"avg_loss":"150","avg_win":"300","trades":"200","win_rate_percent":"45"},"type":"http"},"output_schema":{"$schema":"https://json-schema.org/draft/2020-12/schema","properties":{"input":{"additionalProperties":false,"properties":{"method":{"enum":["GET"],"type":"string"},"queryParams":{"properties":{"avg_loss":{"description":"average losing trade as a positive number","type":"string"},"avg_win":{"description":"average winning trade","type":"string"},"trades":{"description":"optional number of trades to project, default 100","type":"string"},"win_rate_percent":{"description":"share of winning trades","type":"string"}},"required":["win_rate_percent","avg_win","avg_loss"],"type":"object"},"type":{"const":"http","type":"string"}},"required":["type","method"],"type":"object"},"output":{"properties":{"example":{"properties":{"avg_loss":{"description":"Average losing trade","type":"number"},"avg_win":{"description":"Average winning trade","type":"number"},"breakeven_win_rate_percent":{"description":"Win rate needed to break even at this payoff","type":"number"},"expectancy_in_r":{"description":"Expectancy in multiples of the average loss","type":"number"},"expectancy_per_trade":{"description":"Average result per trade","type":"number"},"expected_longest_losing_streak":{"description":"Approximate longest losing streak over the projected trades","type":["number","null"]},"expected_profit_over_trades":{"description":"Expectancy times the number of trades","type":"number"},"half_kelly_percent":{"description":"Half of the Kelly fraction, never below zero","type":"number"},"has_edge":{"description":"True when expectancy is positive","type":"boolean"},"kelly_fraction_percent":{"description":"Kelly criterion bet size as a percent of capital","type":"number"},"note":{"description":"Plain-language caveat about how to read and use the result","type":"string"},"probability_of_5_losses_in_a_row_percent":{"description":"Chance that any given run of five trades all lose","type":"number"},"profit_factor":{"description":"Gross wins divided by gross losses, null if there are no losses","type":["number","null"]},"reward_to_risk":{"description":"Average win divided by average loss","type":"number"},"source":{"description":"Where the data or formula comes from","type":"string"},"trades":{"description":"Number of trades projected","type":"number"},"win_rate_percent":{"description":"Share of winning trades","type":"number"}},"required":["expectancy_per_trade","has_edge"],"type":"object"},"type":{"const":"json","type":"string"}},"required":["type"],"type":"object"}},"required":["input"],"type":"object"},"history":[{"day":"2026-10-20","reachable":true,"status":402,"valid_402":true,"asked_usdc":0.01,"price_match":true,"latency_ms":290,"error":null}],"description_full":"Trading edge from win rate and average win and loss: expectancy, profit factor, breakeven win rate, Kelly fraction and expected losing streaks.","last_updated":"2026-10-20T14:52:22.403Z","schemes":["exact"]}