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Glossary / Performance metrics

Sample size

Definition

The number of trades behind a statistic.

Why it matters

Below 30 trades nothing is meaningful. Around 100 trades win rate stabilizes; expectancy needs more.

Example

A 70% win rate over 10 trades has a confidence interval roughly 40-90%. The same 70% over 200 trades is a real edge.

How to track it in a journal

TradeStack calculates the core performance numbers — win rate, average win and loss, profit factor, expectancy, drawdown and consistency — automatically from imported trades, so sample size stops being something you estimate and becomes something you read.

Related terms

Expectancy
The average profit or loss you can expect from each trade over a large sample.
Profit factor
Gross profit divided by gross loss.
Win rate
The share of your trades that close in profit.
Average win
Total profit from winning trades divided by the number of winning trades.

Questions that use this term

Keep reading

Trading journal guides
Expectancy, profit factor, drawdown, backtesting and the PDT rule.
Free trading calculators
Position size, risk-reward, expectancy and options profit.
Expectancy calculator
Expected profit per trade from your own numbers.
Broker CSV export guides
Step-by-step exports for Tradovate, NinjaTrader, IBKR and more.
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