Expected Value / Statistical Variance / Monte Carlo Simulation Problem

Hi everyone. I am trying to figure out the expected value for a hypothetical stock market trading system. I don't know if this question falls under basic algebra, or statistic, or what, but here is are the inputs:

Total business (trading) days in a year: 252
Size of average profit: $2000 (10 times larger than the average loss)
Holding time / length of average winning trade: 3 days
Size of average loss: -$200

What would be the expected value of such a trading system for every one-dollar put at risk?

And if you have time... is there an excel formula I can use to create a spreadsheet for the data (assuming we start with a balance of $10,000)?

ol! the stats are 100:1 reward to risk with a 40% prob of winning http://static2.trade2win.com/boards/...icon_smile.gif lucky you.

Expected Value = Prob(winning)*(Size of average win) - Prob(losing)*(size of average loss)

Yes there is an Excel formula you can use.