Win rate is the fraction of trades that closed at a profit, expressed as a percent. A 60% win rate means 6 out of every 10 trades made money. It is the most cited and most misleading single statistic about a trading system.
Win rate in isolation says nothing about whether a strategy is profitable. A 90% win-rate strategy with average winner 0.5R and average loser 5R has negative expectancy. Combine win rate with average win, average loss, and trade frequency to assess real edge — that combined metric is expectancy.
Different strategies cluster at different win rates: mean-reversion at 60–80% with small RR, trend-following at 30–50% with high RR. Comparing win rates across styles is meaningless.
Formule
win_rate = winning_trades / total_trades
Exemple
Out of 100 trades, 55 were winners. Win rate = 55%. Profitability depends on the size of those winners vs. the size of the 45 losers.
Comment Noon Barbari utilise Win rate
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How we report backtests →Termes liés
- Statistiques
Expectancy
Average profit (or loss) per trade — the most honest measure of edge.
- Statistiques
Profit factor
Gross profit divided by gross loss. > 1.0 = profitable, > 1.5 = strong.
- Risque
Risk-reward ratio
Ratio of potential gain to potential loss on a trade — also written R-multiple.
- Statistiques
Median
Middle value of a sorted series — robust to outliers, unlike the mean.