Reward:Risk Calculator for Futures Traders
A 40% win rate at 2:1 and a 60% win rate at 1:1 both equal +0.20R per trade before costs, assuming each loss is 1R. Enter your assumptions to compare gross expectancy from your inputs and breakeven win rate.
Gross expectancy from your inputs
+0.35R
per trade in units of risk, before costs
Breakeven win rate
33.3%
at this assumed R:R, before costs
At an assumed 2:1 reward:risk, the gross breakeven win rate is 33.3%. At 45%, gross expectancy from your inputs is positive. This assumes each loss is 1R and excludes commissions and slippage. These hypothetical inputs do not establish a real trading edge, future results, or whether an evaluation will pass.
Points, ticks, and dollars
The same R means a different dollar figure on every contract. Convert any move between points, ticks, and dollars using CME's published specs — pick the contract, enter the move in whichever unit you have.
Points
10
Ticks
40
Dollars
$500
E-mini S&P 500: 1 tick = 0.25 pts = $12.50 · 1 point = $50 per contract. CME published specs, not estimates.
This simplified calculation uses your assumed win rate and reward:risk ratio. Fees, slippage, the sequence of gains and losses, and account limits also affect outcomes. It cannot establish whether an evaluation will pass or predict future results.
This is the same calculator built into Firmtrack's demo, with the full research and methodology beside it.