Performance and statistics

Break-Even Win Rate Calculator

Every risk/reward ratio comes with a win rate attached. Enter the ratio and your round-trip cost to see the real threshold, not the textbook one.

Your setup

A 1:2 trade is 2 here. This is the planned reward, not the realised one.

Costs (optional)

Spread plus commission divided by your stop distance. On a 10-pip stop, a 1-pip cost is 0.1.
Win rate needed to break even33.3%
Ignoring costs33.3%
Extra win rate the costs demandenter cost
Losses affordable per 100 trades66

Break-even is a floor, not a target: hitting it exactly means trading for nothing. The useful reading is the distance between this number and your actual win rate over a meaningful sample — that distance is your edge, and it is the only part of the setup that pays.

FreeNo signupNothing leaves your browser

The textbook formula, and the one you need

Without costs:

break-even win rate = 1 ÷ (1 + R) × 100

With costs, where c is the round-trip cost expressed in units of your risk:

break-even win rate = (1 + c) ÷ (1 + R) × 100

The second is the one that decides whether a strategy is viable. Almost every calculator in this niche returns only the first.

Ratio Textbook With 0.1R cost
1 : 1 50% 55%
1 : 1.5 40% 44%
1 : 2 33.3% 36.7%
1 : 3 25% 27.5%
1 : 5 16.7% 18.3%

How to work out your cost in R

This is the only slightly awkward step, and it takes one division:

c = round-trip cost ÷ stop distance

Both in the same units. A one-pip spread with a ten-pip stop is 0.1. The same one-pip spread with a hundred-pip stop is 0.01 — ten times less significant, on identical costs.

That single ratio explains a great deal about which strategies survive. A swing trader with a 200-pip stop pays essentially nothing in relative terms. A scalper with an eight-pip stop and a 1.5-pip round trip is carrying c ≈ 0.19, which pushes a 1:1 setup from a 50% break-even to nearly 60%. The strategy did not get worse; the costs were always there, and they were never counted.

Why break-even is the wrong target

The number this page returns is a floor. Hitting it exactly means working for nothing — the same result as not trading, with more screen time and more risk of a mistake.

The useful reading is the gap between this threshold and your actual win rate over a meaningful sample. That gap is the edge. A 1:2 setup needing 36.7% and delivering 45% has real room; the same setup delivering 38% is inside the noise of any sample under a few hundred trades, and calling it profitable is a statement the data cannot support. The expectancy calculator shows how wide that uncertainty actually is.

What the threshold cannot tell you

It assumes every win is the full target and every loss is exactly one R. Real records are messier: partial exits, trades closed early, stops that filled worse than placed. Each of those moves the effective ratio away from the planned one, usually downward.

So use the threshold to judge the plan, and use realised R-multiples to judge what actually happened. When a strategy with a comfortable margin still loses money, the gap between those two is almost always where it went.

FAQ

What win rate do I need for a 1:2 risk/reward?

33.3% ignoring costs. With a round-trip cost of 0.1R — a one-pip spread against a ten-pip stop — it rises to about 36.7%. The larger your costs relative to your stop distance, the further the real threshold sits above the textbook figure.

How do I express spread and commission in R?

Divide the total round-trip cost by your stop distance in the same units. A $20 commission with a $400 stop is 0.05. This ratio, rather than the absolute cost, is what determines how much a strategy is affected.

Why is my strategy losing money at a win rate above break-even?

Three usual causes: the sample is too small for the win rate to be real, the realised risk/reward is lower than the planned one because trades are closed early, or losses are exceeding 1R through slippage and moved stops. All three show up when planned and realised R are compared trade by trade.

Does a higher risk/reward ratio always need a lower win rate?

Yes arithmetically, and that is exactly why it is not free advice. Pushing the target further lowers the required win rate and usually lowers the achieved one by a similar amount, because a more distant target is less likely to be reached. The two effects tend to cancel.

Is break-even win rate the same as expectancy?

They are two views of the same equation. Break-even asks what win rate makes expectancy zero; expectancy asks what the average trade is worth at a given win rate. Break-even is the more useful of the two before a strategy has a track record, because it needs no historical averages.

This is the plan. What did you actually do?

A calculator tells you the size you should have taken. It cannot tell you the size you took at 2pm after two losers, or how often your stop moved once price went against you. Drop in a statement from MT4/MT5, a broker CSV or a crypto export and see the answer for your own last 90 trades.

Import my trades — free