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Win rate vs Expectancy: what's the difference?

Why a high win rate can lose money and a low one can print — the metric that actually matters.

The short version

Why a high win rate can lose money and a low one can print — the metric that actually matters.

  • Win rate: The percentage of your trades that are profitable.
  • Expectancy: The average profit/loss per trade, combining win rate with win/loss sizes.

Side by side

DimensionWin rateExpectancy
MeasuresHow often you winHow much you make on average
Can misleadHigh win rate, tiny wins, big lossesNeeds a real sample size
Decides profitabilityNo, on its ownYes
Memecoin realityOften low (many small losers)Positive if winners are big enough

Which one should you care about?

Key idea — Judge a strategy by expectancy after costs, not win rate. A 30% win rate with huge winners beats a 70% rate with tiny ones.

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