Trading calculators for clearer decisions
Check statistical significance, trading expectancy, and risk-based position size without signing in. These are reference tools, not trading advice.
See how searching raises the bar
For anyone comparing several versions of one trading idea, this shows why the best-looking result needs stronger evidence as the search grows.
Corrected significance bar
t ≥ 3.02
Testing 20 variations means a single result needs to be about as unlikely as a 1-in-400 event before it's worth trusting — not 1-in-20.
Per-test alpha: 0.002500 · Family-wide alpha: 0.05
This is a simplified illustration of the same principle Mithos applies automatically to every strategy you build — the real calculation also accounts for your recent activity across all your strategies, not just this one idea.
Look beyond win rate
For traders checking whether their average winner, average loser, and win rate combine into a positive result before costs.
Expectancy per trade
0.005R
A positive number means this combination of win rate and win/loss size would be profitable on average, before costs. A negative number means it wouldn't be — regardless of how often it wins.
Costs are not included in this simplified tool. The real Mithos rigor harness applies a separate cost floor check.
Size a trade from the risk first
For traders who know their account size, chosen risk percentage, and stop distance, and want a consistent stake or position value.
- Risk amount
- £100.00
- Stake per point
- £4.00/pt
Risk amount ÷ stop distance gives the maximum stake per point.