Prop firm
Prop Firm Drawdown Calculator
Track how much further a funded account can fall before breaching its daily loss limit or maximum drawdown.
Check drawdown headroom
All calculators
All 123 tools, across trading, forex, crypto, stocks and investing. Search by name, category, or what you are trying to work out.
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Showing 123 of 123 calculators.
Prop firm
Prop Firm Risk Per Trade Calculator
Work out the largest risk per trade that survives a losing run without breaching a challenge's limits.
Calculate challenge risk per trade
Prop firm
Prop Firm Profit Target Calculator
Track progress towards a challenge profit target, and the trades and days still needed to reach it.
Track progress to the target
Prop firm
Prop Firm Consistency Rule Calculator
Check whether your best trading day breaches a firm's consistency rule, and what it takes to comply.
Check consistency compliance
Prop firm
Prop Firm Payout Calculator
Calculate what reaches you after the profit split, payout fees and the evaluation fee you paid.
Calculate your payout
Futures
Futures Tick Value Calculator
Calculate the cash value of a tick and a point for any futures contract, and the profit on a given move.
Calculate futures tick value
Futures
Futures Position Size Calculator
Work out how many futures contracts to trade so a stop-out costs a fixed percentage of your account.
Calculate futures position size
Futures
Futures Margin Calculator
Calculate initial and maintenance margin on a futures position, the leverage it carries and the cushion before a margin call.
Calculate futures margin
Futures
Futures Rollover Calculator
Price the cost of rolling a futures position to the next contract month, and what it annualises to.
Calculate a futures roll
Options
Black-Scholes Options Calculator
Price a call or put with Black-Scholes and see all five Greeks, intrinsic value, time value and break-even.
Price an option and see the Greeks
Options
Implied Volatility Calculator
Solve for the volatility that makes Black-Scholes match an option's traded price, with the move it implies.
Calculate implied volatility
Options
Options Profit Calculator
Calculate profit, break-even, maximum profit and maximum loss for a long or short call or put at expiry.
Calculate options profit and loss
Options
Covered Call Calculator
Calculate premium income, net cost basis, break-even and the return if assigned when writing calls against shares.
Calculate covered call returns
Options
Options Greeks Calculator
Calculate delta, gamma, theta, vega and rho for a single option and for a whole position in contracts.
Calculate option and position Greeks
Options
Expected Move Calculator
Work out the move an option's implied volatility prices in over a given number of days, with one and two standard deviation ranges.
Calculate the expected move
Options
Vertical Spread Calculator
Calculate maximum profit, maximum loss, break-even and return on risk for bull call, bear put, bull put and bear call spreads.
Calculate vertical spread profit and loss
Options
Iron Condor Calculator
Calculate net credit, maximum profit, maximum loss, both break-evens and the profit range for a four-leg iron condor.
Calculate iron condor profit and loss
Options
Butterfly Spread Calculator
Calculate maximum profit at the body, maximum loss, both break-evens and return on risk for a long or short butterfly.
Calculate butterfly spread profit and loss
Options
Straddle Calculator
Calculate the total premium, both break-evens and the move required for a long or short straddle to profit.
Calculate straddle break-evens
Options
Strangle Calculator
Calculate premium, break-evens and the profit range for a long or short strangle with separate call and put strikes.
Calculate strangle break-evens
Options
Cash Secured Put Calculator
Calculate premium yield, effective purchase price and annualised return on the cash set aside to secure a short put.
Calculate cash secured put returns
Options
Wheel Strategy Calculator
Track total premium collected, adjusted cost basis and cumulative return across a full put-assignment-call cycle.
Calculate wheel strategy returns
Options
Poor Man's Covered Call Calculator
Calculate net debit, maximum profit, break-even and capital saved when replacing stock with a deep in-the-money LEAPS call.
Calculate poor man's covered call returns
Options
Max Pain Calculator
Find the strike where the total value of expiring calls and puts is lowest, using open interest you enter per strike.
Calculate the max pain strike
Options
Options Probability Calculator
Estimate the probability of finishing in the money, of touching a strike before expiry and of a position profiting.
Calculate options probabilities
Options
Binomial Option Pricing Calculator
Price American and European options on a Cox-Ross-Rubinstein tree, with the early exercise premium stated separately.
Price an American option on a tree
Options
Calendar Spread Calculator
Calculate net debit, theta differential and the value of a calendar spread when the front leg expires.
Calculate calendar spread value
Options
Options Margin Calculator
Estimate the Regulation T requirement for naked puts and calls, and the defined requirement for spreads you enter.
Estimate options margin requirements
Performance
Sharpe Ratio Calculator
Measure return per unit of total volatility, with the risk-free rate and periods per year you set yourself.
Calculate the Sharpe ratio
Performance
Sortino Ratio Calculator
Measure return against downside deviation only, ignoring the upside volatility the Sharpe ratio penalises.
Calculate the Sortino ratio
Performance
Calmar Ratio Calculator
Compare annualised return against the deepest drawdown suffered, with the MAR ratio reported alongside it.
Calculate the Calmar ratio
Performance
Treynor Ratio Calculator
Measure excess return per unit of market beta rather than per unit of total volatility.
Calculate the Treynor ratio
Performance
Information Ratio Calculator
Measure active return against tracking error to see whether outperformance was consistent or occasional.
Calculate the information ratio
Performance
Beta Calculator
Calculate how much an instrument moved relative to a benchmark, from two series of returns you enter.
Calculate beta against a benchmark
Performance
Alpha Calculator
Work out the return left over once the return explained by market exposure has been accounted for.
Calculate Jensen's alpha
Performance
Volatility Calculator
Turn a series of prices or returns into a standard deviation, annualised over the periods per year you choose.
Calculate historical volatility
Performance
Value at Risk Calculator
Estimate the loss a position is not expected to exceed at a given confidence, by the parametric and historical methods.
Calculate value at risk
Performance
Expected Shortfall Calculator
Calculate the average loss in the tail beyond value at risk, which is what VaR by construction never tells you.
Calculate expected shortfall
Performance
Ulcer Index Calculator
Measure drawdown depth and duration together, penalising long periods underwater rather than single bad days.
Calculate the ulcer index
Performance
Recovery Factor Calculator
Compare net profit against the largest drawdown to see how much was earned per unit of pain endured.
Calculate the recovery factor
Performance
Time-Weighted Return Calculator
Measure performance with deposits and withdrawals stripped out, which is how a strategy is judged rather than an account.
Calculate time-weighted return
Performance
Money-Weighted Return Calculator
Find the internal rate of return that accounts for when money was added and withdrawn, not just how it performed.
Calculate money-weighted return
Performance
Monte Carlo Trading Simulator
Resample a strategy's win rate and payoff many times to see the range of equity curves it could plausibly produce.
Run a Monte Carlo simulation
Performance
Optimal F Calculator
Find the fixed fraction of capital that maximises geometric growth for a set of trade results you enter.
Calculate optimal f
Performance
Correlation Calculator
Calculate the Pearson correlation between two return series to see how far two positions really move together.
Calculate correlation between two series
Trading
Correlation-Adjusted Position Size Calculator
Size correlated positions so their combined risk matches your limit, rather than adding up as if they were independent.
Size correlated positions
Technical
Pivot Point Calculator
Calculate support and resistance levels by the standard, Fibonacci, Camarilla, Woodie and DeMark methods from one high, low and close.
Calculate pivot point levels
Technical
Fibonacci Retracement Calculator
Divide a completed swing into the standard retracement proportions, for an upswing or a downswing.
Calculate Fibonacci retracement levels
Technical
Fibonacci Extension Calculator
Project target levels beyond a completed swing using the standard extension ratios and a retracement point.
Calculate Fibonacci extension targets
Technical
ATR Calculator
Calculate average true range from the highs, lows and closes you enter, by simple mean or Wilder's smoothing.
Calculate average true range
Technical
Bollinger Bands Calculator
Calculate the middle, upper and lower bands from a price series, with bandwidth and %B reported alongside.
Calculate Bollinger bands
Technical
Moving Average Calculator
Calculate simple, exponential and weighted moving averages from a price series you enter, side by side.
Calculate moving averages
Technical
VWAP Calculator
Calculate volume-weighted average price from your own price and volume rows, with the deviation from it.
Calculate volume-weighted average price
Technical
RSI Calculator
Calculate the relative strength index from a series of closes using Wilder's smoothing, with the average gain and loss shown.
Calculate the relative strength index
Technical
Stochastic Oscillator Calculator
Calculate fast and slow stochastic %K and %D from a series of highs, lows and closes.
Calculate the stochastic oscillator
Technical
Standard Deviation Channel Calculator
Fit a linear regression line through a price series and place channel lines a chosen number of deviations either side.
Calculate a standard deviation channel
Futures
Futures Fair Value Calculator
Work out the theoretical futures price from spot, financing cost, storage and yield, and compare it with the traded price.
Calculate futures fair value
Futures
Futures Basis Calculator
Calculate the basis between spot and futures, whether the market is in contango or backwardation, and the annualised carry.
Calculate the futures basis
Futures
Futures Notional Value Calculator
Convert contracts into the notional value they actually control, with effective leverage against the margin posted.
Calculate futures notional value
Futures
Futures Calendar Spread Calculator
Calculate profit and loss on a long-one-month, short-another futures spread as the price difference between legs moves.
Calculate futures spread profit and loss
Stocks
Cost Basis Calculator
Work out cost basis and realised gain across multiple purchases and sales, by average cost or FIFO.
Calculate cost basis and realised gain
Stocks
Stock Split Calculator
Adjust share count and cost basis for a forward or reverse split, including the cash paid for fractional shares.
Calculate a split adjustment
Stocks
Market Cap Calculator
Calculate market capitalisation and enterprise value from share count, price, debt and cash.
Calculate market cap and enterprise value
Stocks
P/E Ratio Calculator
Calculate price-to-earnings, earnings per share, the PEG ratio and earnings yield from figures you enter.
Calculate the P/E and PEG ratios
Stocks
ROI Calculator
Calculate return on investment as a percentage and annualised, net of costs, for any completed position.
Calculate return on investment
Stocks
Holding Period Return Calculator
Calculate total return including income received, and the annualised equivalent over the period held.
Calculate holding period return
Crypto
Staking Rewards Calculator
Project staking returns from the rate, compounding frequency and lock-up you enter, with fees and price change separated.
Calculate staking rewards
Crypto
APR to APY Calculator
Convert between APR and APY at any compounding frequency, and see what the difference is actually worth.
Convert between APR and APY
Crypto
Gas Fee Calculator
Convert gas price and gas limit into a transaction cost in crypto and in your own currency, at rates you set.
Calculate a gas fee
Crypto
Yield Farming Calculator
Project farming returns from pool APR, compounding frequency and fees, with impermanent loss taken into account.
Calculate yield farming returns
Forex
Currency Converter
Convert between currencies at a rate you set yourself, so historic and broker-specific rates work exactly.
Convert an amount between currencies
Forex
Cross Rate Calculator
Derive a cross rate from two quotes against a common currency, handling every combination of base and quote.
Calculate a currency cross rate
Forex
Carry Trade Calculator
Calculate the interest earned or paid on a carry position, and how far the rate can move before it is wiped out.
Calculate carry trade interest
Forex
Pips to Price Converter
Convert between pips, points and price distance for any instrument, using your own broker's pip size.
Convert between pips and price
Costs
Trading Cost Calculator
Add commission, spread, slippage and fees into the true round-trip cost of a trade, and the move needed to cover it.
Calculate the true cost of a trade
Costs
Spread and Slippage Calculator
Work out what crossing the spread and imperfect fills cost, and how far price must move before a trade is level.
Calculate spread and slippage cost
Costs
Break-Even Price Calculator
Find the price at which a position has recovered every cost of opening it, for a long or a short.
Calculate the break-even price
Costs
Funding Rate Calculator
Calculate what a perpetual futures position pays or receives in funding, and the rate it works out to annually.
Calculate perpetual funding
Costs
Short Selling Cost Calculator
Calculate the borrow rate, locate fee and dividends payable on a short position, and the fall needed to cover them.
Calculate the cost of shorting
Costs
Transaction Tax Calculator
Calculate stamp duty and financial transaction taxes charged on the value of a trade, with exemptions and rounding.
Calculate transaction tax
Crypto
Inverse Contract Calculator
Calculate profit on a coin-margined inverse contract, where the payout is in the asset whose price is moving.
Calculate inverse contract profit
Crypto
Tiered Margin Calculator
Work out margin under a tiered leverage schedule, where each slice of the position is charged at its own rate.
Calculate tiered margin
Forex
Margin Call Calculator
Find the price at which your broker warns you and the separate price at which it starts closing positions.
Calculate margin call and stop-out
Forex
Forex Position Size Calculator
Work out how many units or lots to trade so a stop-loss at your chosen price costs a fixed percentage of your account.
Calculate forex position size
Forex
Pip Value Calculator
Calculate what one pip is worth for a given position size, in the quote currency and in your account currency.
Calculate pip value
Forex
Forex Lot Size Calculator
Convert a stop-loss distance in pips into standard, mini and micro lots for your account size and risk percentage.
Calculate forex lot size
Forex
Forex Profit Calculator
Calculate the profit or loss on a forex trade in pips, in the quote currency and in your account currency.
Calculate forex profit or loss
Forex
Forex Margin Calculator
Work out the margin a forex position requires at a given leverage, and what it leaves free in your account.
Calculate required margin
Forex
Leverage Calculator
Calculate the effective leverage a position carries, the margin it uses, and the move that would wipe out your equity.
Calculate effective leverage
Forex
Forex Swap Calculator
Calculate the overnight swap charged or credited on a forex position, including triple-swap days.
Calculate overnight swap
Trading
Trade Planner
Plan a whole trade in one place: position size, risk, reward-to-risk, break-even win rate and the effect on total open risk.
Plan a trade end to end
Trading
Price Ladder Calculator
See what a position is worth across a range of prices — your stop, target, R multiples and any levels you add.
Build a price ladder
Trading
Daily Loss Limit Calculator
Set a daily loss limit, see how many trades it funds, and check whether the next one still fits.
Set a daily loss limit
Trading
Take Profit Calculator
Work out the take-profit price that delivers a target R multiple, cash profit or percentage gain, net of costs.
Calculate a take-profit price
Trading
Scale-Out Calculator
Plan taking profit across several targets: blended exit price, total profit and what scaling out gives up against holding.
Plan a scale-out
Trading
Partial Close Calculator
See what closing part of a position realises, and the price the remainder must reach for the whole trade to break even.
Calculate a partial close
Trading
Risk/Reward Calculator
Calculate the reward-to-risk ratio of a trade from its entry, stop-loss and target, plus the win rate it needs to break even.
Calculate risk/reward ratio
Trading
Position Size Calculator
Work out how many shares, units or contracts to buy so that hitting your stop-loss costs a fixed percentage of your account.
Calculate position size
Trading
Stop Loss Calculator
Calculate a stop-loss price from a percentage, a fixed price distance or an ATR multiple, with the position size it implies.
Calculate a stop-loss price
Trading
Trading Expectancy Calculator
Calculate the average result per trade implied by a win rate, average win and average loss, in currency and in R multiples.
Calculate trading expectancy
Trading
Break-Even Win Rate Calculator
Calculate the win rate a reward-to-risk ratio needs to break even, before and after trading costs.
Calculate break-even win rate
Trading
Risk of Ruin Calculator
Estimate the chance a strategy hits a chosen drawdown threshold, by simulating 10,000 sequences of trades.
Estimate risk of ruin
Trading
Maximum Drawdown Calculator
Find the largest peak-to-trough decline in an equity curve and the gain required to recover from it.
Calculate maximum drawdown
Trading
Profit Factor Calculator
Calculate gross profit divided by gross loss for a set of trades, with net profit, win rate and expectancy.
Calculate profit factor
Trading
Kelly Criterion Calculator
Calculate the Kelly fraction for a given win rate and payoff ratio, with half and quarter Kelly alongside.
Calculate the Kelly fraction
Trading
R-Multiple Calculator
Express a trade's result as a multiple of the amount it risked, so trades of any size compare directly.
Calculate a trade's R multiple
Trading
Win Rate Calculator
Calculate your win rate from a trade record and compare it against the rate your payoff ratio requires.
Calculate your win rate
Trading
Portfolio Heat Calculator
Add up the risk across every open position to see how much of the account is exposed at once.
Calculate total open risk
Trading
Account Compounding Calculator
Project what a fixed percentage gain per period compounds to, with optional withdrawals and a target balance.
Project account growth
Crypto
Crypto Profit Calculator
Calculate profit or loss on a crypto trade after exchange fees, with ROI and the break-even sell price.
Calculate crypto profit
Crypto
Crypto DCA Calculator
Add each purchase to see total invested, total quantity, cost-weighted average price and current value.
Calculate DCA results
Crypto
Crypto Average Price Calculator
Calculate your weighted average entry price across multiple buys, and how much more to buy to reach a target average.
Calculate average entry price
Crypto
Crypto Fee Calculator
Calculate total exchange fees across a number of trades and the price move needed just to cover them.
Calculate crypto trading fees
Crypto
Liquidation Price Calculator
Calculate where a leveraged crypto position is liquidated, and the adverse move that would trigger it.
Calculate liquidation price
Crypto
Impermanent Loss Calculator
Calculate the impermanent loss on a 50/50 liquidity position and the fee yield needed to offset it.
Calculate impermanent loss
Stocks
Stock Average Price Calculator
Add each purchase to calculate total shares, total cost and the weighted average cost per share.
Calculate average cost per share
Stocks
Stock Profit Calculator
Calculate profit on a share trade after commission and dividends, with ROI and annualised return.
Calculate stock trade profit
Stocks
Dividend Calculator
Project dividend income over time with optional dividend growth, share price growth, tax and reinvestment.
Project dividend income
Investing
Compound Interest Calculator
Project a balance forward from a starting amount, an interest rate and regular contributions, with a year-by-year breakdown.
Calculate compound growth
Investing
CAGR Calculator
Calculate the compound annual growth rate between a starting and ending value over a number of years.
Calculate CAGR
Futures
ES Tick Value Calculator
What one tick of the E-mini S&P 500 is worth, and what a move in points comes to across any number of contracts.
Work out ES tick value
Futures
MNQ Tick Value Calculator
What one tick of the Micro E-mini Nasdaq-100 is worth — a tenth of its e-mini parent, which is the point of trading it.
Work out MNQ tick value
Forex
XAUUSD Pip Value Calculator
What one pip of gold is worth per lot, where a lot is 100 ounces and a pip is 0.01 — neither of which matches a currency pair.
Work out gold pip value
Full index
Trading Calculators
- Correlation-Adjusted Position Size Calculator
- Trade Planner
- Price Ladder Calculator
- Daily Loss Limit Calculator
- Take Profit Calculator
- Scale-Out Calculator
- Partial Close Calculator
- Risk/Reward Calculator
- Position Size Calculator
- Stop Loss Calculator
- Trading Expectancy Calculator
- Break-Even Win Rate Calculator
- Risk of Ruin Calculator
- Maximum Drawdown Calculator
- Profit Factor Calculator
- Kelly Criterion Calculator
- R-Multiple Calculator
- Win Rate Calculator
- Portfolio Heat Calculator
- Account Compounding Calculator
Futures Calculators
Options Calculators
- Black-Scholes Options Calculator
- Implied Volatility Calculator
- Options Profit Calculator
- Covered Call Calculator
- Options Greeks Calculator
- Expected Move Calculator
- Vertical Spread Calculator
- Iron Condor Calculator
- Butterfly Spread Calculator
- Straddle Calculator
- Strangle Calculator
- Cash Secured Put Calculator
- Wheel Strategy Calculator
- Poor Man's Covered Call Calculator
- Max Pain Calculator
- Options Probability Calculator
- Binomial Option Pricing Calculator
- Calendar Spread Calculator
- Options Margin Calculator
Performance and Risk Calculators
- Sharpe Ratio Calculator
- Sortino Ratio Calculator
- Calmar Ratio Calculator
- Treynor Ratio Calculator
- Information Ratio Calculator
- Beta Calculator
- Alpha Calculator
- Volatility Calculator
- Value at Risk Calculator
- Expected Shortfall Calculator
- Ulcer Index Calculator
- Recovery Factor Calculator
- Time-Weighted Return Calculator
- Money-Weighted Return Calculator
- Monte Carlo Trading Simulator
- Optimal F Calculator
- Correlation Calculator