Updated: 2026-02-20
Calculate win rate from wins, losses, and scratch trades so you can benchmark consistency. The calculator is free and intentionally simple so you can plan trades quickly without skipping risk logic.
$ tool
Calculate win rate from wins, losses, and scratch trades so you can benchmark consistency.
Note
Outputs are only as accurate as your inputs.
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$ win-rate
45% win rate
Enter your inputs before you place the trade, not after. Pre-trade planning is where calculators create value.
Use realistic values based on your actual execution conditions. If you understate slippage, fees, or stop distance, output quality collapses.
Document the result inside your journal so you can compare planned vs realized outcomes during review.
Win rate is only meaningful in context. Pair it with average win and average loss to avoid false confidence.
Include scratch trades if you use them as an execution tactic. Excluding them hides how often you exit without outcome.
Most preventable losses come from skipping one simple calculation when markets move fast. This tool enforces the minimum math needed for disciplined execution.
The value compounds when used consistently. One correct risk decision rarely changes a year; repeated correct decisions usually do.
Tie calculator output to your strategy tags so you can evaluate whether your planning assumptions match live performance.
Use this tool at planning time, then compare outcome quality in weekly review sessions.
If planned and realized values diverge, investigate execution behavior before adjusting strategy logic.
Pair this with one behavior correction each week for compounding improvement.
Using unrealistic inputs because they feel better emotionally.
Changing parameters mid-trade to justify staying in a bad position.
Treating one output as a signal to trade rather than a risk filter.
Yes. The calculator is free and available without signup.
You can track them separately. Counting scratches as wins inflates win rate, but counting them as losses can be too pessimistic. The clean approach is to log wins, losses, and scratches as three buckets.
It depends on payoff. Some systems win often with small wins; others win less often with large wins. Use win rate together with average win/loss (in R) to judge expectancy, not in isolation.
Outputs are only as accurate as inputs. Use realistic assumptions and review planned vs realized values weekly.
Yes. You can pair tool outputs with your review workflow and setup tags for better post-trade diagnostics.
See plans and run one weekly review loop with Tiltless: edges, leaks, and enforceable next actions.
