Win Rate

Return & Performance Metrics

The percentage of trades or decisions that result in a profit relative to total number of trades executed. For example, a 55% win rate means 55 out of 100 trades were profitable. A high win rate (>60%) does not guarantee strong performance if the average losing trade is significantly larger than the average winning trade. Expected value—the product of win rate and average trade size—is a more meaningful metric for strategy evaluation.

Mentioned in this definition

Expected Value

More in Return & Performance Metrics

Absolute Return StrategyAlphaCAGR (Compound Annual Growth Rate)Cumulative ReturnOmega Ratio

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