Expectancy

Part of Your statistics in the PropSurvival glossary — defined the way the engine actually measures it.

Mean of the whole spreadExpectancy

Average R per trade: win rate × avg win R − loss rate × avg loss R − costs. Positive expectancy is the entry ticket; whether it survives a specific firm's rules at your risk size is the actual question.E[R] = p·W − (1−p)·L − costs · measured: expectancy vs win rate