Trading Win-Rate Calculator

Choose the denominator before comparing win rates

Enter whole counts for closed trades from the same strategy, market, date range, and cost assumptions. Blank fields count as zero. Reset clears the counts and includes breakevens. The tool calculates a percentage and count; it does not import trades or calculate confidence intervals.

TradingView percent profitable divides winners by all closed trades. Open positions are excluded; even trades remain in the denominator. An even trade has exactly zero profit after costs. A trade that closes at its entry price can still lose money after commission.

Win rate (%) = 100 × wins / (wins + losses + breakevens)

Hypothetical log: 45 wins, 40 losses, and 15 breakevens gives 45 / 100 = 45.00%. Uncheck breakevens and the result becomes 45 / 85 = 52.94%. Neither number changes the trades; the second measures wins conditional on a nonzero outcome. Report the convention with the percentage. An all-breakeven sample has a 0% win rate when included and no defined rate when excluded.

Count partial exits consistently

TradingView strategies can close positions in parts. Decide whether one observation is a reported closed-trade record or a complete trading idea. To reconcile Strategy Tester, use its closed-trade units. For a position-level journal, group all fills belonging to one fully closed position, sum their net realized P&L, and then classify the group once. Do not mix those two definitions or count both entry and exit rows as trades.

Suppose two exits from one position realize +$120 and -$80 after allocated costs. Counting the exits separately produces one win in two observations (50%). Grouping the fully closed position produces one +$40 win in one observation (100%). Match the entry or position identifier, reconcile quantities, and exclude still-open positions before grouping. Distinct overlapping positions require an explicit allocation rule; grouping by ticker alone can merge unrelated trades.

Small samples: 60% can mean very different uncertainty

These hypothetical examples use the NIST Wilson interval with z = 1.96. For n counted trades and p = wins / n, calculate center = (p + z² / (2n)) / (1 + z² / n) and half-width = z × sqrt(p × (1 - p) / n + z² / (4n²)) / (1 + z² / n). The bounds are 100 × (center ± half-width).

The model assumes independent trials with one stable win probability. Across repeated samples under that model, a 95% procedure aims to cover the fixed probability about 95% of the time. It is not a 95% chance that the next trade wins. With no trades, neither the rate nor interval is defined.

Overlapping trades, shared market shocks, changing regimes, and choosing the best backtest from many trials break those assumptions or introduce selection bias. More rows from the same market episode do not necessarily add independent evidence. Keep an untouched evaluation period and compare periods without changing the counting rule.

The same win rate can produce a loss or a gain

Assume 100 trades with equal position sizes, 60 wins, 40 losses, no breakevens, and all amounts already net of costs. With a $50 average win and a $100 average loss, the total is 60 × $50 - 40 × $100 = -$1,000. Increase the average win to $100 and it becomes +$2,000. Both logs have a 60% win rate.

With those fixed net win and loss amounts and no breakevens, the breakeven rate is average loss / (average win + average loss). It is 66.67% for the first case and 50% for the second. A planned target-to-stop ratio is not a measured average payoff. Use the trading expectancy calculator for payoff calculations and the TradingView backtesting guides for test design. These examples explain historical statistics; they are not investment advice or a forecast of returns.

Trading win-rate questions