Free calculator

Is your win rate real, or just the sample?

Enter your trades, win rate, target and stop: we compute the 95 % confidence interval and the break-even win rate. No signup.

Your figures

Leave what you do not know empty: it will appear as Not measured.

How many closed trades the sample has. For example 40.

The share of winning trades. For example 60.

What you win when right, in multiples of risk. For example 1.5.

What you lose when wrong, in multiples of risk. Usually 1.

Break-even win rate by risk/reward

Target (R)Stop (R)Break-even win rate
1.01.050.0 %
1.51.040.0 %
2.01.033.3 %
3.01.025.0 %
1.02.066.7 %

What it computes and assumes

  • The Wilson 95 % interval is the range of win rates compatible with your sample if trades are independent. With few trades it is wide.
  • The break-even win rate is stop ÷ (target + stop): at that rate, with trades that end at the target or the stop, wins and losses cancel out before costs.
  • A rounded percentage is treated as a proportion; we do not rebuild how many trades won.
  • It does not measure costs, slippage, streaks or whether the rule was fixed before seeing the results.

With your file, the figures are measured

The report measures your real trades: the win rate with its interval, break-even cost, in-sample versus out-of-sample and data quality. Your first full report is free with an account.

Audit my file See a sample report

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