← Back
educationtrack recordrisk

Win rate vs profit factor: why a 90% win rate can still lose money

Win rate is the most quoted number in trading and the least informative on its own. What it hides, what profit factor adds, and the two together from a real record.

2 min readPublished 22 August 2026 · figures updated 13 September 2026

Short answer: win rate tells you how often, and nothing about how much. A strategy can be right nine times in ten and still lose money, if the tenth trade gives back more than the nine won.

The number everyone quotes

Win rate is popular because it is easy to understand and easy to make look good. Widen the stop and shrink the target and the win rate climbs - while the losses that do arrive get bigger. Nothing has improved. The distribution has just been rearranged into a more flattering shape.

What profit factor adds

Profit factor is gross profit divided by gross loss. Above 1.0 the strategy made money; below it, it did not. Where win rate says how often you were right, profit factor says whether being right paid for being wrong.

Neither is sufficient alone. Together they describe the shape: a low win rate with a high profit factor means rare, large wins - and long stretches of red between them.

Both numbers, from this record

Win rate
55.5%
520W / 417L, break-evens excluded
Profit factor
2.05
gross win / gross loss
Gross won
+314,417.1p
Gross lost
153,290p

Read together: right on roughly 56% of legs, and the winners paid for the losers 2.05 times over. Either number alone would be a worse description of the same record - which is the whole argument of this page.

The third number nobody advertises

Even both together omit the one that ends accounts: the worst run. A strategy can post a respectable win rate and profit factor across years while containing a stretch that would have made you stop.

In this record the deepest peak-to-trough fall is -10,809p and the longest run of consecutive losing legs is 24. Those are the figures to size against - not the headline. There is a fuller account on the drawdown page and the worst case.

Read next

More to read

Was this page useful?

Keep reading

All of these are built from the same published trade log as the page you just read.

Start copying gold trades
From $49/mo · Cancel anytime
Start now