Created software for calculating expected value and simulation of random events.
https://evtools.pro/
The software is universal, suitable for poker and trading. While the software is at the beta test stage and only on the web.
Soon there will be a version for windows (desktop, and windows phone), android, linux, apple (mac) and ios.
Now briefly on the settings:
Spoiler
Switch "Downswing Probability" - if you press the simulation or curve, it will show the probability of downswing. The first column is the distance at which this may be a downswing. The second column is when the downswing ends, and leave zero. This is an extreme value, in practice it should be shorter. Profit shows the depth of the downswing in arbitrary units. The probability, the probability of such an event.
The "Curve" button is a downswing curve, shows how much the 68%, 95%, 99.7%, 99.997% of players will max out, and how quickly they will go to 0. To calculate the downswing, I used the Newton - Leibniz formula for a certain integral, and used the formula 
for F (A) and F (B), and calculated the probability at each point, and then found the difference to calculate the area of the function under the EV line. I do not know how correct. But what pokerdope shows is more than 50% probability, and the formula that is given in the book of "mathematics poker" is controversial, the probability cannot be more than 50%. Because everything obeys the law of normal distribution, 50% will have an EV search, and 50% will have a shortfall.
The deviation RSD (σ) on the expected value tab is a relative deviation in percent; on the contrary, there is a “Loss / EV amount” which is a choice as to what is considered a deviation, i.e. the amount of interest is multiplied by this value. In the first case, when the risk depends, the correlation will be with the risk, and it will show how the probabilities will vary depending on the risk, if the risk increases, then the spread will also increase (ideally to show the difference in trading when the lower the risk the better). The second option shows a more neutral deviation and does not depend on risk.
Commission, this is how much the commission for a single operation is deducted from EV
The Sharpe Ratio shows the ratio of ev (winrate) / to variance, the higher the number, the less our strategy will be dependent on the variance.
Those. for example, if you take the FR and SH tables, they have different variance, you must evaluate the win rate in the discipline and choose the one where the Sharpe ratio will be more! It will save you a lot of time, nerves and money!
Feedback and suggestion for the software are welcome. You can made requests in this thread at forum or in our feedback form. We read only English feedback. https://www.evtools.pro/en/about.html
Russian version: https://evtools.pro/ru/
English version: https://evtools.pro/en/
Language can be changed on the Settings tab.
Light version EV Tools for fast expected value calculation.
Outs converts to win and lose probability.
Win - how often we win
Lose - how often we lose
WinSum - win sum
LoseSum - lose sum
EV - Expected Value.
Odds - Minimum pot odds required for profitability(EV = 0).
Fold % - How many fold equity do we need more (EV = 0), Fold% = Odds - Win.
Mouse wheel change window opacity. Paper pin in title bar make window always on top.
https://www.evtools.pro/files/EVToolsLight1.0.2.zip
Spoiler
I haven't yet tested your software much but it looks great!
