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Win rate confidence interval calculator

The same win rate means much less after 10 trades than after 200. Enter your trades and wins to see the range your true win rate could plausibly be in (a 95% confidence interval).

New to this?

You getThe range your true win rate could be in (a 95% confidence interval), and whether the win rate you compare sits above, below or inside it

↓ See how it is worked out
What to enter, and the terms used

You enterYour number of trades and number of wins. Optionally, a win rate to compare (such as your break-even win rate)

New to these words?

trades
wins
%
e.g. your break-even win rate
Your entries stay on this device only and will be here next time. You can use . or , for decimals. If a number has separators, we show how it was read below the field.

Example: enter this, get this

  1. Number of trades: 10
  2. Number of wins: 8 (a recorded win rate of 80.0%)
  3. Win rate to compare: 40% (an example)

The 95% interval is 49.0–94.3% (an interval width of 45.3 percentage points). Even with an 80.0% record, 10 trades fit a true win rate anywhere from near 50% to near 94%. The lower end (49.0%) is above 40%, so you see “The whole interval is above it”. At the same 80% over 200 trades, the interval narrows to 73.9–85.0% (see the table under the result). This assumes a fixed win rate and independent trades; it is not a prediction.

The example numbers only show how the calculation works. They are not recommendations. Replace them with your own account’s numbers, or use “Clear inputs”.

Where do I find these numbers?

Trades and wins
Count them from the P&L in the Account History tab of the MT4 Terminal, or the History tab of the MT5 Toolbox. Paste your P&L into the trading stats calculator to get the count and win rate
Win rate to compare
The break-even win rate calculator works it out from your reward-to-risk ratio

The mobile app and platforms other than MT4/MT5 may use different names or places. If you cannot find a number, check your broker’s help pages.

How it works

  1. Uses the Wilson method for a 95% confidence interval (formula below), a method recommended for small samples in a widely cited review (Brown, Cai & DasGupta, 2001).
  2. Formula: with p = wins ÷ trades and z = 1.96, center = (p + z²/2n) ÷ (1 + z²/n) and half-width = z × √(p(1 − p)/n + z²/4n²) ÷ (1 + z²/n). Interval = center ± half-width (kept within 0% to 100%). Other methods, such as the exact method, can give a wider interval.
  3. Assumes independent trades and a fixed win rate. Real win rates do not stay fixed.
  4. The interval is a guide to how wide a range to read your record with. It does not judge whether a strategy is good or whether to keep trading it.

FAQ

How do I count break-even trades?

This tool counts wins and everything else. Decide whether to drop break-even trades or count them as non-wins, and stay consistent.

How many trades are enough?

There is no single number. The smaller the difference you want to detect, the more trades you need. Enter a win rate to compare and see whether the interval sits above it, below it or has it inside it.

Keep the trade count next to your win rate.

Tiltnote is a trading journal you can use for free with manual logging. You also log whether you kept your rules on each trade, so you can look back at both together. Analysis across your full history is on the paid plan.

Try Tiltnote free →On the free plan, analysis and history show your most recent 14 days (older records are kept and unlock on the paid plan).

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How far can you trust your win rate?

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Numbers you entered in a tool are not sent. Please do not include account numbers or passwords. Privacy details

This tool is a calculation aid. It is not investment advice or a recommendation to make any trade. Real values depend on your broker’s contract size, rates, commissions and spread. Always check in your trading platform before placing an order. The numbers you enter are calculated on your device and never sent anywhere.

Updated 21 Oct 2026 · Run by Kenji Okumura, Representative, Tiltnote · About this site