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Profit factor explained

Short answer

Profit factor equals gross profit divided by gross loss. Above 1.0 is profitable, 1.5 is solid, 2.0+ is excellent. It measures how many dollars you make for every dollar you lose.

The formula

Profit Factor = Sum of Winning Trades / Absolute Sum of Losing Trades. If your winners total $8,000 and losers total $4,000, profit factor is 2.0.

PF = Gross Profit / Gross Loss

How to read it

PF < 1.0 = losing strategy. PF 1.0-1.5 = marginal. PF 1.5-2.0 = solid, common for discretionary day traders. PF > 2.0 = excellent, often systematic or short-timeframe scalping.

Profit factor vs win rate

Two traders can have the same win rate but very different profit factors. Profit factor rewards letting winners run and cutting losers small, which is why it is a better single-number health check than win rate alone.

How to improve it

Cut the biggest losers first. Removing your worst 5% of trades typically raises profit factor more than raising win rate does. A journal with per-day P&L makes those outliers easy to spot.

Frequently asked

What is a good profit factor for day trading?

1.5 to 2.0 is the realistic sweet spot for discretionary day traders after fees.

Can profit factor be misleading?

Yes, on small samples. A single outsized winner can inflate PF. Look at PF alongside expectancy and drawdown.

Does TradeStack show profit factor?

Yes. TradeStack shows profit factor, expectancy, win rate and equity curve automatically from your imported trades.

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