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Intermediate · 6 min read

Win rate, risk-to-reward and expectancy: reading your trading stats

Why a high win rate can still lose money, and the one number that tells you.

The core numbers

MetricWhat it tells you
Win rateShare of closed trades that made money
Average win / average lossTypical size of a winning and a losing trade
Risk-to-rewardAverage win divided by average loss
ExpectancyWhat an average trade is worth, over many trades
Profit factorGross profit divided by gross loss
Maximum drawdownThe deepest fall from a peak in equity

Expectancy

Expectancy = (win rate × average win) − (loss rate × average loss)

Positive expectancy means that, over enough trades, the approach has made money on average. Negative expectancy means it has lost, however good individual trades felt.

Illustrative traderAB
Win rate70%40%
Average win₹400₹900
Average loss₹1,100₹450
Expectancy per trade−₹50+₹90

Trader A wins most of the time and still loses money, because the losses are much larger than the wins. Trader B loses more often and comes out ahead. Win rate on its own tells you very little.

How the IndieFunded Score uses these

The IndieFunded Score in your dashboard is a 0–100 summary built from four areas: consistency across days, risk discipline against your loss allowance, risk-to-reward, and win rate. Risk-to-reward is weighted so that a high win rate cannot hide oversized losses.

The score is informational. It helps you see how you trade; it is not a rule and it does not decide whether you pass.

Reviewing your journal

  1. 1Wait for a meaningful sample. Twenty trades says far more than five.
  2. 2Compare average loss with your planned risk per trade. If losses are larger, stops are being moved or ignored.
  3. 3Look for your worst days. Were they one bad trade, or many trades after an early loss?
  4. 4Change one thing at a time, then measure again.

Past results are not a forecast

Statistics describe trades you have already made. Positive expectancy in the past does not guarantee future results, in a simulator or in live markets.

Last reviewed 13 September 2026. This guide is general education. It is not investment advice or a recommendation to trade any security. IndieFunded is not registered with SEBI. Trading in derivatives carries a high risk of loss.