Win rate calculator
A win rate tells you little until you know how much to trust it and whether it is high enough for the size of your wins and losses. Enter wins, losses and scratches with your average win and average loss, and you get your win rate, the range it most likely falls in and the rate you need to break even. You also see how many more trades it takes before the number is reliable, and the losing streak to prepare for.
Measured win rate against break-even
Your win rate, the bottom and top of its likely range, and the win rate your average win and loss call for.
The range tightening with more trades
The same win rate over larger samples. When the whole range clears break-even, your edge is probably real.
| Trades counted | Low end | High end | Range width | Above break-even? |
|---|
How the win rate and its range are calculated
A win rate from a few dozen trades can be a long way from your true long-run rate. The 95 percent Wilson range shows how wide that gap could be.
Win rate
Scratched trades are not counted.
win rate = wins ÷ (wins + losses)
Confidence range
The Wilson interval, with z = 1.96 for 95 percent and n equal to wins plus losses.
centre ± z √(p(1−p)÷n + z²÷4n²), all ÷ (1 + z²÷n)
Break-even win rate
The rate where your average win and average loss cancel each other out.
break-even = avg loss ÷ (avg win + avg loss)
Losing streak
The longest run of losses to expect in 100 trades.
streak ≈ ln(100) ÷ ln(1 ÷ (1 − win rate))
Trades still needed
Roughly how many trades bring the range to about 5 points either side.
n ≈ 1.96² × p(1−p) ÷ 0.05²
Win rate FAQ
How is a trading win rate calculated?
Winning trades divided by all trades that either won or lost. 26 wins and 34 losses is 26 out of 60, about 43 percent. Scratches, trades closed near break-even, are normally left out so they do not pull the figure down.
What win rate counts as good?
None, on its own. Winning 35 percent of the time with winners three times the size of losers works well, while winning 70 percent and taking big losses on the rest can still lose money. Compare your rate with the break-even rate your average win and loss imply.
How many trades before a win rate means something?
More than most people expect. After 30 trades, a measured 50 percent could really be anywhere from about 33 to 67 percent. It takes a few hundred trades to narrow that to a few points, and the table shows the range shrinking.
What does the confidence range tell me?
The span your true win rate probably sits in, given the trades so far. It uses a 95 percent Wilson interval, which copes well with small samples. If all of it is above break-even, your edge is likely genuine.
What losing streak should I expect?
A longer one than feels comfortable. At a 45 percent win rate, 7 or 8 losses in a row are normal across a few hundred trades. Knowing that ahead of time helps you size trades so a streak does not end your account.
How should partial wins be counted?
A trade that closed in profit after fees is a win; one that closed at a loss is a loss. Average win and average loss capture size. Scratches can be logged separately so they are tracked without skewing the rate.