TradeHouse · Free tool
Round-trip cost, Sharpe and drawdown calculator
Paste one trade per line as entry, exit, units (prices per contract, for example 0.42, 0.55, 100). Enter the fees you actually pay: this tool assumes no venue fee schedule. It reports round-trip cost, net P&L, a Sharpe-style ratio of the per-trade net P&L and the maximum drawdown of the equity curve.
Net P&L per trade = (exit − entry) × units − fees, where fees = 2 × fee per unit × units + basis points × (entry + exit) × units. The ratio is the mean net P&L divided by its sample standard deviation with a risk-free rate of 0, annualised by √(trades per year). Drawdown is the largest fall from a running equity peak, starting from your bankroll. A handful of trades says very little: the ratio from a short sample is unreliable, and this is arithmetic on your inputs, not a forecast or advice. To test whether a Sharpe survives many tries, use the deflated Sharpe ratio calculator. For a single trade see the round-trip cost estimator.