Free tool
Win rate confidence interval calculator.
A win rate on its own tells you almost nothing. This puts error bars around it, so you can see whether your result is evidence of an edge or just a small sample behaving like small samples do.
What does my result prove?
Enter what you have so far.
How many trades do I need?
Start from the win rate you believe you have.
Reference
Trades needed to rule out a coin flip. At 95% confidence. The weaker the edge, the more evidence it takes to establish.
| If your true win rate is | You need about |
|---|---|
| 52% | 2,402 trades |
| 55% | 385 trades |
| 58% | 151 trades |
| 60% | 97 trades |
| 65% | 43 trades |
| 70% | 25 trades |
The method
How the numbers are computed.
This uses the Wilson score interval, introduced by Edwin B. Wilson in 1927. It is preferred over the more familiar Wald interval because it stays accurate at small sample sizes and near the extremes: precisely the case when you are judging forty trades rather than four thousand.
“Proof” here means the interval no longer contains 50%. That is a deliberately low bar: it establishes that you are probably not flipping a coin, not that the strategy is profitable after costs. The guide to how many trades you need to backtest a strategy explains why expectancy matters more than win rate. It also shows how splitting results by session or pair quietly destroys your sample.
FAQ
Frequently asked questions.
It depends entirely on the size of your edge. To show a 55% win rate is not a coin flip at 95% confidence takes about 385 trades. A 60% win rate needs about 97. A 52% win rate needs roughly 2,400. The weaker the edge, the more evidence is required to establish it, which is the opposite of how most traders allocate their testing time.
It is a method for putting error bars around a proportion, introduced by Edwin B. Wilson in 1927. Unlike the more familiar Wald interval, it stays accurate at small sample sizes and near 0% or 100%, which is exactly the situation traders are in when judging a few dozen trades.
Because a high win rate over few trades is easy to produce by chance. Seven wins from ten trades gives a 95% interval of roughly 35% to 91%, consistent with a losing strategy. The interval narrows as the sample grows; the observed percentage alone tells you almost nothing without it.
For most strategies expectancy matters more, because win rate ignores the size of wins and losses, so work yours out with the expectancy calculator.
Get this computed from your actual trades. On paid plans, BacktestFlow builds more than 40 metrics in five sections as you backtest; the free plan opens the Verdict and Edge sections. Flow Coach keeps a finding only if it passes a significance check.
Free planNo credit cardRuns in your browser