{
  "schemaVersion": 1,
  "datasetId": "csr-crypto-signal-risk-reward-expectancy-calculator-2026-07-13",
  "title": "Crypto Signal Risk-Reward and Trade Expectancy Calculator",
  "canonicalUrl": "https://cryptosignalsreview.com/crypto-signal-risk-reward/",
  "sourceCommit": "46c66886f619f3a7f1ebe2219ff875ffce80eddf",
  "researchDate": "2026-07-13",
  "datePublished": "2026-05-23",
  "dateModified": "2026-07-13",
  "decisionBoundary": "This calculator performs expected-value arithmetic on user-supplied binary outcome assumptions. It does not verify the input record, estimate a provider's true win rate, prove outcomes are independent or stable, include omitted or open calls, model outcome order, predict drawdown or losing streaks, size a position, model leverage or liquidation, establish profitability, rank a provider, or recommend a trade or subscription.",
  "sourceInputs": {
    "research": {
      "path": "data/research/crypto-signal-risk-reward-expectancy-calculator-20260713.json",
      "sha256": "bec6f5b7c772234ca040bc5cec05205d7ef91721b93321dcb2a8e9e64a27969b"
    },
    "generator": {
      "path": "tools/generate-crypto-signal-risk-reward-expectancy-calculator.mjs",
      "sha256": "33c17e995b6010f7167f991fa973a98b84950ca5c09e7e20a28ae66aca41e5df"
    },
    "checker": {
      "path": "tools/check-crypto-signal-risk-reward-expectancy-calculator.mjs",
      "sha256": "2d3ed8d3f12f4af6e5c9f32e8b242ce45295a0d2cb4b4a6935497cf3026734ec"
    },
    "indexNow": {
      "path": "tools/submit-crypto-signal-risk-reward-expectancy-calculator-indexnow.mjs",
      "sha256": "53c295ef0839b2ac96b0425fe4301902d2d306dbe7b2d43fc16816b4fc2e9cb3"
    }
  },
  "formulas": [
    {
      "id": "gross-expectancy",
      "label": "Gross expectancy per completed signal",
      "formula": "Egross = p * W - (1 - p) * L",
      "unit": "R per completed signal"
    },
    {
      "id": "total-drag",
      "label": "Total modeled drag per completed signal",
      "formula": "C = Ce + Cs",
      "unit": "R per completed signal"
    },
    {
      "id": "net-expectancy",
      "label": "Net modeled expectancy per completed signal",
      "formula": "Enet = p * W - (1 - p) * L - Ce - Cs",
      "unit": "R per completed signal"
    },
    {
      "id": "cost-free-breakeven-rate",
      "label": "Cost-free break-even win rate",
      "formula": "p0 = L / (W + L)",
      "unit": "probability"
    },
    {
      "id": "cost-adjusted-breakeven-rate",
      "label": "Cost-adjusted break-even win rate",
      "formula": "pC = (L + C) / (W + L)",
      "unit": "probability",
      "boundary": "When pC is greater than 1, no win rate from 0% through 100% can break even under the entered payoff and cost assumptions."
    },
    {
      "id": "minimum-average-win",
      "label": "Minimum average winning R for net zero at the entered win rate",
      "formula": "Wmin = ((1 - p) * L + C) / p",
      "unit": "R",
      "boundary": "Undefined at p = 0 because no winning outcomes are available to offset losses or costs."
    },
    {
      "id": "net-per-hundred",
      "label": "Modeled net total across 100 completed outcomes",
      "formula": "E100 = 100 * Enet",
      "unit": "R per 100 completed outcomes",
      "boundary": "A linear expectation, not a forecast of a particular 100-outcome sequence."
    },
    {
      "id": "payoff-ratio",
      "label": "Average win-to-loss payoff ratio",
      "formula": "payoffRatio = W / L",
      "unit": "ratio"
    }
  ],
  "defaults": {
    "winRatePercent": 55,
    "averageWinR": 1.2,
    "averageLossR": 1,
    "executionDragR": 0.04,
    "subscriptionDragR": 0.06
  },
  "defaultResult": {
    "winRatePercent": 55,
    "lossRatePercent": 45,
    "averageWinR": 1.2,
    "averageLossR": 1,
    "executionDragR": 0.04,
    "subscriptionDragR": 0.06,
    "totalDragR": 0.1,
    "grossExpectancyR": 0.21,
    "netExpectancyR": 0.11,
    "costFreeBreakEvenWinRatePercent": 45.4545454545,
    "costAdjustedBreakEvenWinRatePercent": 50,
    "breakEvenFeasible": true,
    "minimumAverageWinR": 1,
    "netPerHundredR": 11,
    "payoffRatio": 1.2
  },
  "metrics": {
    "scenarioRows": 120,
    "breakEvenRows": 80,
    "fixtureRows": 10,
    "publicSources": 4,
    "providerScores": 0,
    "ratings": 0
  },
  "distributions": {
    "scenarios": "https://cryptosignalsreview.com/crypto-signal-risk-reward/scenarios.csv",
    "breakEvenGrid": "https://cryptosignalsreview.com/crypto-signal-risk-reward/breakeven-grid.csv",
    "figure": "https://cryptosignalsreview.com/crypto-signal-risk-reward/expectancy-grid.svg"
  },
  "interpretationRules": [
    "Describe positive or negative output as modeled arithmetic under the entered assumptions, never as proof that a provider or strategy is profitable.",
    "Show gross and net expectancy separately so execution and subscription drag cannot disappear inside a headline result.",
    "Do not label the cost-adjusted break-even rate as achievable when it exceeds 100%.",
    "Do not convert 100-outcome expectation into a promise about the next 100 outcomes.",
    "Keep confidence intervals, losing-streak probability, drawdown path, leverage, liquidation, sizing, and account suitability outside the result.",
    "Treat missing or selectively reported losses, costs, and incomplete calls as an input-quality failure, not as zero.",
    "Never subtract a fee, spread, slippage, funding, or subscription component again when it is already embedded in the entered average outcomes."
  ],
  "prohibitedClaims": [
    "Positive modeled expectancy proves profitability or a tradable edge",
    "Negative modeled expectancy proves a provider is fraudulent or permanently unprofitable",
    "The entered win rate or payoff values are true, complete, independent, or stable",
    "Expected R per 100 predicts the next 100 outcomes",
    "The calculator models drawdown, sequence risk, liquidation, leverage, position size, tax, funding, or account suitability",
    "A provider is verified, endorsed, ranked, or recommended",
    "Indexing, page-one ranking, or AI citation is a promised outcome"
  ],
  "officialSources": [
    {
      "id": "nist-expected-value",
      "publisher": "National Institute of Standards and Technology",
      "title": "NIST Handbook 135e2025 - Economic Evaluation of Federal Buildings and Building Systems",
      "publicationDate": "2025",
      "url": "https://nvlpubs.nist.gov/nistpubs/hb/2025/NIST.HB.135e2025.pdf",
      "accessedAt": "2026-07-13",
      "use": "Primary government reference for expected value as a probability-weighted sum of discrete outcomes.",
      "boundary": "The handbook is not about crypto trading or signal providers. It supports only the general expected-value operation, not any trading assumption or conclusion."
    },
    {
      "id": "investor-gov-fees",
      "publisher": "U.S. Securities and Exchange Commission, Office of Investor Education and Assistance",
      "title": "How Fees and Expenses Affect Your Investment Portfolio - Investor Bulletin",
      "publicationDate": "2025-07-23",
      "url": "https://www.investor.gov/introduction-investing/general-resources/news-alerts/alerts-bulletins/updated",
      "accessedAt": "2026-07-13",
      "use": "Official context that transaction and ongoing fees reduce returns and should be identified rather than omitted.",
      "boundary": "The bulletin addresses investment products and services generally. It does not define crypto execution costs, validate subscription allocation, or establish a provider's net performance."
    },
    {
      "id": "finra-online-trading-costs",
      "publisher": "Financial Industry Regulatory Authority",
      "title": "Answers to 6 Common Questions About Online Trading",
      "publicationDate": "2025",
      "url": "https://www.finra.org/investors/insights/questions-about-online-trading",
      "accessedAt": "2026-07-13",
      "use": "Official investor context that commission-free trading may still involve bid-ask spreads, payment-for-order-flow effects, service fees, and overtrading costs.",
      "boundary": "FINRA oversees U.S. broker-dealers and the page is not a crypto-derivatives cost model. Readers must supply substantiated costs for their own venue and product."
    },
    {
      "id": "cftc-trading-systems",
      "publisher": "U.S. Commodity Futures Trading Commission",
      "title": "Fraud Advisory: Commodity Trading Systems Sold on the Internet",
      "url": "https://www.cftc.gov/LearnAndProtect/AdvisoriesAndArticles/fraudadv_tradingsystem.html",
      "accessedAt": "2026-07-13",
      "use": "Official context on hypothetical performance, omitted costs, actual market conditions, consecutive losses, margin calls, and the difference between simulated and realized results.",
      "boundary": "The advisory concerns commodity futures and options trading systems, not every crypto product or jurisdiction. It does not validate the calculator or evaluate any named provider."
    }
  ]
}