Expectancy
The average result per trade, combining how often a strategy wins with how much it wins and loses.
Este termo ainda não foi traduzido, por isso é apresentado em inglês.
Expectancy = (win rate × average win) − (loss rate × average loss). A strategy winning 90% of trades with an average win of 10 and an average loss of 120 has an expectancy of −3 per trade, and loses money despite its win rate.