Win Rate
The percentage of trades that resolve profitably, one of the two components (with average payout) that determine a strategy's edge.
Definition
Win rate is the proportion of completed trades that result in a profit: win rate = winning trades / total trades. It is one of two factors that determine strategy profitability, the other being average win size versus average loss size. A high win rate alone does not guarantee profitability if losses are much larger than wins.
In practice
A poly5m scalping bot might show a 58% win rate in backtests — meaning it wins 58 out of every 100 trades. Combined with an average profit of $0.03 per share on wins and an average loss of $0.04 per share on losses (due to taker fees on both sides), the overall EV is 0.58 × 0.03 − 0.42 × 0.04 = +$0.0006 per share. Win rate is tracked in real time in bot logs and Telegram alerts to detect strategy degradation. A win rate dropping significantly below the backtested level signals a regime change requiring strategy review.