Evidence Trading
Reading an edge · Chapter 2 of 6

Why win rate alone is meaningless

Core6 min read · part of Reading an edge

Win rate is the most quoted and least informative number in trading. On its own it is not merely incomplete — it is uninterpretable, because it can be moved to almost any value without changing the quality of the method at all.

Move your target closer and your win rate rises. Move your stop further away and it rises again. Neither change improves anything; both simply trade a larger loss for a more frequent win. Taken far enough you arrive at the classic disaster: a tiny target and an enormous stop, ninety per cent winners, and an account that dies on the tenth trade.

The number that makes win rate readable is the reward-to-risk ratio, and the two together define a break-even line. At 1:1 you need better than half your trades to win. At 2:1 you need better than a third. At 3:1 better than a quarter. A win rate is only good or bad relative to the ratio it was produced at, and comparing win rates between two methods with different ratios compares nothing.

This is also why chasing a higher win rate is such a reliable way to make a working method worse. The instinct — take profit earlier, give the trade more room — raises the number on the dashboard and lowers the expectancy underneath it. The dashboard improves while the account declines, which is the most dangerous combination a statistic can have.

The practical rule is to never look at win rate on its own. Look at expectancy, or at the pair of win rate and average reward-to-risk together. If your journal shows a win rate rising while expectancy falls, that is not a mixed signal — it is the specific failure this chapter is about.

What to take away

  • Win rate can be moved almost anywhere without improving the method.
  • It is only readable next to the reward-to-risk ratio it was produced at.
  • Win rate up while expectancy is down is a known failure, not a mixed signal.

Where it goes wrong

  • Comparing win rates between methods with different reward-to-risk ratios.
  • Taking profit earlier to lift the win rate.
  • Treating a high win rate as evidence of skill.

This chapter, measured against your own trades

In the app the same chapter ends in your figures rather than an example: how often you did the thing it describes, over your last ninety days. You pick one change to make, and Evidence checks afterwards whether it actually changed — from your journal, arithmetic, no opinion involved. Questions you get wrong come back a week later and again a month after that.

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Check that it stuck

Answers shown — in the app these are asked before you see them, and the ones you get wrong come back after a week.

At a reward-to-risk of 2:1, what win rate is needed to break even before costs?
About 33% — One win of 2 covers two losses of 1, so one in three is break-even. Below that the method loses; above it, it gains.
Your win rate rose this month while expectancy fell. The most likely explanation is:
You have been taking profits earlier or using wider stops — Both changes raise frequency of wins while shrinking their size relative to losses — exactly the trade-off that lifts win rate and lowers expectancy.
Two traders report a 60% win rate. What can you conclude?
Nothing, until you know the reward-to-risk of each — A 60% win rate at 2:1 is excellent and at 1:4 is a disaster. Without the ratio the number carries no information.