FX Win Rate Reality Check
Enter your TP & SL to see the break-even win rate, then compare against 16-year unconditional base rates across 21 pairs.
(a) Break-Even Win Rate
66.7%Break-Even WR = SL ÷ (TP + SL)
✓ Base rate exceeds break-even (+17.0% vs 83.7% base)
(c) Minimum Sample Size for Verification
30 trades (80% power, one-sided α=5%)
Minimum trades to detect that your system beats the break-even, using a one-sided test (H₁: WR > break-even) at the 83.7% base rate.
(b) 16-Year × 21-Pair Unconditional Base Rates
Study period: 2010–2026 (16.1y). Entry on H4 bar close, exit tracked on H1 bars (fixed TP=10 pips, SL=2×ATR). Average of long + short win rates.
Portfolio avg win rate: 83.7%|Portfolio avg break-even: 86.7%
| Pair | Avg Win Rate | Study Break-Even | Edge |
|---|---|---|---|
| GBPAUD | 90.2% | 92.1% | -2.0% |
| EURNZD | 89.7% | 91.7% | -2.0% |
| GBPJPY | 89.0% | 91.6% | -2.6% |
| EURAUD | 87.8% | 90.3% | -2.5% |
| EURJPY | 86.5% | 89.6% | -3.1% |
| GBPUSD | 86.1% | 88.7% | -2.6% |
| CHFJPY | 85.4% | 88.5% | -3.1% |
| GBPCHF | 85.3% | 88.1% | -2.8% |
| AUDJPY | 84.4% | 87.6% | -3.3% |
| NZDJPY | 83.5% | 86.6% | -3.1% |
| EURUSD | 83.3% | 86.2% | -2.9% |
| CADJPY | 82.8% | 86.9% | -4.0% |
| USDCAD | 82.8% | 86.0% | -3.2% |
| USDJPY | 82.6% | 86.5% | -3.9% |
| AUDUSD | 82.4% | 84.8% | -2.4% |
| AUDNZD | 82.0% | 84.2% | -2.1% |
| NZDUSD | 81.0% | 84.3% | -3.3% |
| USDCHF | 81.0% | 83.8% | -2.8% |
| AUDCHF | 79.7% | 83.5% | -3.8% |
| EURGBP | 77.0% | 80.5% | -3.5% |
| EURCHF | 74.5% | 79.5% | -4.9% |
This page provides statistical and educational information only. Not investment advice. FX trading involves substantial risk of loss.