Calculating the mathematical expectation of a trading system is one of the first things that should be done to know if the system is capable of making money in the long term. Having a positive mathematical expectation is an indispensable condition that any moderately reliable system must meet.
The mathematical expectation measures the amount that is expected to be won or lost on average for each trade we do. For its calculation to be reliable, it is best that we take into account as many trades as possible.