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Variance / Loss Streaks

Calculate the probability of consecutive losses and their impact on your account. Variance is real—plan for it.

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Input Parameters

Win Rate (%)

Risk Per Trade ($)

Avg Trades Per Day

Max Drawdown ($)

Expectancy (R per trade)

Use the Expectancy Calculator to find this value

Risk Level

Calculating...

Losing Streaks

Streak	Probability	Per Year	Drawdown	Trades to Recover

Winning Streaks

Streak	Probability	Per Year	Gain

Key Insights

How It Works

Streak Probability: P(n losses) = (1 - win rate)^n

Expected Occurrences: Probability × Total Trades Per Year

Trades to Recover: (Streak × Risk) / (Expectancy × Risk) = Streak / Expectancy

Why it matters: Even with a profitable system, you WILL hit losing streaks. This calculator shows you how often and how bad they can get. Size your positions so you can survive the worst expected streak.