Edge reality check
Your expectancy per trade, then the harder question: is your edge real yet, or still within luck, and how many trades until you know?
Your track record
Enter at least 5 trades with average winner and loser sizes.
Two-outcome model: every win pays the average winner, every loss costs the average loser.
Why the sample size matters more than the average: a 62% win rate over 40 trades sounds like an edge, but the honest range on those 40 trades runs from a money-printer to a coin flip. The t-statistic asks whether your average profit stands taller than your trade-to-trade noise — until it clears ~1.96, variance can explain your results. That's not pessimism; it's the reason to keep your risk small while the sample grows.
While you build that sample: size consistently with the futures risk panel and protect the account with the daily loss limit tracker — a real edge only pays if you survive long enough to prove it.
Statistics on the numbers you enter. Fat-tailed strategies (rare big winners) need larger samples than shown. Everything you enter stays in your browser. Educational tool, not financial advice. Futures trading involves substantial risk of loss.
Proving an edge takes a clean sample — same setup, same rules, every time. ImprintTrader scores each trade against your written strategy, so the trades you're counting are actually the same trade. Still checking whether the setup even plays out? Pattern Lab collects examples of it and puts the same honest confidence range on its hit rate (a hit rate, not an edge) — free account, no credits.
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