The win rate trap
High win rate is the most commonly marketed EA statistic and one of the least meaningful in isolation. A strategy that wins 90% of trades but loses 10x the typical win on the remaining 10% has negative expectancy — it loses money over time.
Always pair win rate with average win/loss ratio or the risk/reward ratio used at entry.
Strategy-type benchmarks
- Grid/range EAs: typically 70-85% win rate, small wins, occasional large losses
- Trend-following EAs: typically 40-60% win rate, large wins, small losses
- Scalping EAs: typically 60-75% win rate, very small wins, slightly smaller losses
A 54% win rate on a 2:1 RR trend EA is better than an 80% win rate on a 1:3 RR range EA.