Trade statistics
Trade statistics look at a strategy's finished trades one by one, how many there were, how many made money, how the wins compared with the losses, and how much of the time the account held a position.
Von Lohengramm T7 - BTCUSD made 16 trades between 2015 and October 2026. 11 made money and 5 lost, a win rate of 68.8%. The worst of the losers cost 7.5%, in October 2025, when the strategy bought BTC and sold again five days later. The best winner, bought in September 2015 and sold in January 2018, gained over 6,300%. Add up the money won and divide by the money lost, and you get a profit factor of 15.35.
That's the typical shape of a trend-following strategy: small, quick losses when a move doesn't follow through, and a few very large wins that carry everything.
[The Trades view on a strategy page. Each trade has an Entry row and an Exit row; the PnL % on the exit row is that trade's result. Equity on the entry row is the account's size when the trade began.]
A trade is one round trip: the strategy goes Long (buys), then later goes Flat (sells). Only finished trades count in these statistics. A trade that's still open shows up in the account line and in drawdown, but not here until it closes.
The five numbers
| Card label | Full name | Plain words | Middle half of all strategies | Von Lohengramm T7 |
|---|---|---|---|---|
| Trades | Trades | Finished trades in the window | 5 to 16 | 16 |
| Win | Win rate | Share of finished trades that made money | 50% to 77% | 68.8% |
| PF | Profit factor | Money won on winners ÷ money lost on losers | 3.5 to 12.9 | 15.35 |
| Worst | Worst trade | The single worst finished trade, in % | −25% to −11% | −7.5% |
| TiM | Time in market | Share of the time the account held a position | 52% to 63% | 61.1% |
Trades
Most strategies here trade a handful of times a year or less. That's deliberate: they act on 5-day bars and aim to catch the big moves, not every wobble. It also means you, following one by hand, only need to act a few times a year.
The flip side is evidence. With 16 trades, one different outcome changes the win rate by more than 6 percentage points. Many strategies have fewer than 10. Treat their win rate and profit factor as a story about the past, not a measurement.
Win rate and Worst trade
Win is the share of finished trades that ended with a profit, after the backtest's trading fee. Worst is the biggest loss on any single finished trade. If every trade won, Worst shows 0%.
Never read the win rate alone. A strategy can win nine times out of ten and still lose money if the tenth trade is a disaster. Trend followers often do the opposite: they lose often but small. Von Lohengramm T7's five losses were all under 8%, while its winners included +6,351%, +470% and +151%. The win rate tells you how often you'd be right; Worst and PF tell you whether being wrong was affordable.
Profit factor
Profit factor answers "did the wins outweigh the losses, in money?". Above 1, the strategy made more than it lost; below 1, it lost more than it made.
Each trade counts with the size of the account when it started, just like in a real account. Von Lohengramm T7's −7.5% loss in October 2025 hit an account of about 913,000 and cost about 68,000, while its first trade lost 2.9% of 100, which is 2.93. In percent the two losses are not far apart, but in the profit factor the 2025 one weighs over 20,000 times more.
PF = sum of (account at entry × % gain) over winning trades ÷ sum of (account at entry × % loss) over losing trades. With no losing trades, the app shows ∞; with no finished trades, "–".
A very high profit factor built on a handful of trades usually comes down to one huge winner. Check the Trades tab to see whether that's the case.
Time in market
TiM is the share of bars on which the strategy held a position. Von Lohengramm T7's 61.1% means it held BTC on about six bars out of ten since 2015 and sat in cash the rest of the time. The cash spells are part of the design: they're how the strategy sidesteps falls.
TiM isn't a grade. A low number doesn't mean lazy, and a high number doesn't mean better. It tells you how often the account held a position, and how long it sat out while the market rose when the strategy was wrong to be out.
TiM = bars with a position ÷ all bars in the window. Unlike the other trade statistics, it includes a trade that's still open.
Dates and the free version
Like every metric, these follow the dates you choose: click 3Y and only trades that were entered in those three years count. A trade that began earlier is left out, even if it ended inside the window. On the free version they stop at the free cutoff date. Von Lohengramm T7 shows 15 trades there, because its sixteenth closed after the cutoff, on 8 October 2026.
On portfolios
A portfolio has no single trades that win or lose; many strategies buy and sell inside it at different times. So PF, Worst and Win show "–". Trades counts every exit by any strategy in the mix, the exit rows on the portfolio's Trades chart tab. TiM is the share of time any part of the account held a position, often close to 100%.
Open Von Lohengramm T7 - BTCUSD, click the Trades tab and count the blue (losing) PnL % values yourself. Then use Export CSV if you'd like to work with the trades in a spreadsheet.