If you want to know if you have an Edge, Just throw your numbers in that formula: You need the same inputs as for E(x) But the problem is that E(x) is static. Where mine is dynamic, over time. Instead of averaging over worlds. The Formula : (1-%L)^((1-x)/x)*(1+(%L*R) Where : %L is the mean Loss in Percent Exemple 2% Loss equals 0,98 x is P(Gain) such that 0<x<1 Exmple P(G) = 0,5 then (1-x)/x = 1 R is the R:R ratio Exemple Ratio = 1 then %L*R = 2 In order to have an Edge, the result must be >1 In this exemple our output is 0.9996. Therefore in average, we lose 0,04% per trade. By solving for x, it tells us that for these inputs, We would need a probability of gain superior than 0,505. WARNING: Don't forget that everything flows. Don't forget that there are variations around the mean.