Free tools
Free trading & backtesting calculators
Instant, free calculators for the numbers that decide whether a strategy is worth trading — Sharpe ratio, maximum drawdown and position size.
Sharpe ratio calculator
Free Sharpe ratio calculator. Enter annualized return, risk-free rate and volatility to get the Sharpe ratio instantly, with a plain-English verdict. Learn what a good Sharpe ratio is and why it can mislead.
Max drawdown calculator
Free maximum drawdown calculator. Paste an equity curve and get the max drawdown %, the peak and trough, and a plain-English verdict on how painful the strategy would have been to hold.
Position size calculator
Free position size calculator. Enter your account size, risk per trade, entry and stop-loss to get the exact number of shares to trade and the cash you're risking. Plain-English risk management.
CAGR calculator
Free CAGR calculator — the compound annual growth rate from a start value, end value and number of years, with a plain-English verdict, total return and growth multiple.
Sortino ratio calculator
Free Sortino ratio calculator — the risk-adjusted score that counts only downside volatility. Enter return, target and downside deviation for an instant, plain-English verdict.
Kelly criterion calculator
Free Kelly criterion calculator — optimal bet size from win probability and payoff ratio, with half-Kelly, expectancy and a risk-of-ruin reality check.
Deflated Sharpe calculator
Free Deflated Sharpe ratio calculator (Bailey & López de Prado): price the search that produced your best variant. Enter the Sharpe, how many configurations you tried and the sample length to get the probability the edge is real.