Win Streak Probability Calculator

    Understand the probability of experiencing win or loss streaks in your trading. Streaks have powerful psychological effects — long loss streaks can cause emotional trading, while long win streaks can lead to overconfidence.

    Enter your win rate, number of trades, and streak length. See probability of win/loss streaks, expected longest streaks, impact on account value, and streak distribution. Essential for understanding trading psychology and preparing mentally for streaks.

    RiskPsychology

    Your expected win rate percentage

    Total number of trades to analyze

    Length of streak to analyze (e.g., 5 for 5 in a row)

    Starting account balance (for impact calculation)

    Risk percentage per trade

    Average win / average loss (e.g., 2 for 2:1 R:R)

    Win Streak Probability

    Probability of 5-trade win streak

    64.40%

    Exact Probability5.0328%
    Expected Longest7.2 trades

    Loss Streak Probability

    Probability of 5-trade loss streak

    31.10%

    Exact Probability1.8453%
    Expected Longest5.3 trades

    Win Streak Impact

    Account after win streak

    $11,040.81

    Gain$1,040.81
    Gain %+10.4%

    Loss Streak Impact

    Account after loss streak

    $9,509.9

    Loss$490.1
    Loss %-4.9%

    Psychological Impact: Moderate

    Moderate probability of loss streaks — be prepared

    Want to understand this better?Read our trading psychology guide

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    Streak Probability by Length

    12345678910Streak Length0%25%50%75%100%Probability (%)

    Probability of experiencing at least one streak of each length. Longer streaks are exponentially less likely.

    Exact Streak Probability Distribution

    12345678910Streak Length0.00%15.00%30.00%45.00%60.00%Probability (%)

    Exact probability of experiencing exactly k consecutive wins or losses. Shows how probability decreases exponentially with streak length.

    How It Works

    Calculation Methodology

    This tool calculates the probability of experiencing win or loss streaks in your trading. Streaks are sequences of consecutive wins or losses, and understanding their probability helps you prepare mentally and avoid psychological traps.

    Step 1: Calculate Exact Streak Probability
    P(exactly k wins) = winRate^k
    P(exactly k losses) = (1 - winRate)^k
    // Probability of k consecutive outcomes
    Step 2: Calculate At-Least-One Streak Probability
    P(at least one streak of length k in n trades)
    // Uses dynamic programming to account for all possible streak positions
    // More complex than exact probability — considers overlapping possibilities
    Step 3: Calculate Expected Longest Streak
    E[longest streak] ≈ log(n) / log(1/p) - 0.5
    // Approximation for expected longest streak length
    Step 4: Calculate Streak Impact on Account
    Win streak: account × (1 + risk × R:R)^streak
    Loss streak: account × (1 - risk)^streak
    // Shows how streaks compound account value
    Examples:
    55% win rate, 100 trades, 5-trade streak
    → Exact win streak: 0.55^5 = 5.03%
    → At-least-one win streak: ~85% (in 100 trades)
    → Expected longest win streak: ~7 trades
    → 5-win streak with 1% risk, 2:1 R:R: +10.2% account growth

    Key Insight: Streaks are more common than you think. Even with a 50% win rate, you'll experience 5-win streaks regularly (about 3% probability per 5 trades, but ~85% chance in 100 trades). Loss streaks are psychologically challenging — a 5-loss streak with 1% risk per trade shrinks your account by 4.9%. Understanding streak probabilities helps you prepare mentally, avoid overconfidence during win streaks, and stick to your plan during loss streaks.

    Learn more about trading psychology:

    Trading psychology guide

    Example Scenario

    Setup: 55% win rate, 100 trades, 5-trade streak, $10k account, 1% risk, 2:1 R:R

    Win streak probability: 85%
    Loss streak probability: 12%
    Expected longest win: 7 trades
    Expected longest loss: 4 trades
    5-win streak impact: +10.2% ($1,020)
    5-loss streak impact: -4.9% (-$490)

    What this means: With 55% win rate, you have 85% chance of experiencing at least one 5-win streak in 100 trades. Win streaks grow your account significantly (+10.2% for 5 wins), but loss streaks shrink it (-4.9% for 5 losses). Understanding these probabilities helps you prepare mentally and avoid emotional decisions during streaks.

    Common Mistakes & Warnings

    • Overconfidence during win streaks: Long win streaks can make you feel invincible, leading to larger positions or abandoning risk management. Remember — streaks are normal, not a sign of invincibility. Stick to your plan regardless of recent results.
    • Abandoning strategy during loss streaks: Loss streaks are psychologically challenging and can make you doubt your strategy. But loss streaks are normal — even 55% win rate traders experience 5-loss streaks. Don't abandon your strategy during normal variance.
    • Not preparing mentally: Understanding streak probabilities helps you prepare mentally. If you know 5-loss streaks are likely, you can prepare for them and stick to your plan. Don't be surprised by normal variance.
    • Revenge trading after losses: Loss streaks can trigger revenge trading — increasing position sizes to "make it back." This is dangerous. Stick to your risk management regardless of recent results.

    Example Scenarios

    Try these realistic scenarios to understand streak probabilities with different win rates.

    Scenario 1: High Win Rate (60%)

    Higher win rate means more win streaks, fewer loss streaks.

    Win Streak Prob: ~95%
    Loss Streak Prob: ~3%
    Expected Longest Win: ~8 trades
    Expected Longest Loss: ~3 trades

    What this means: With 60% win rate, you'll experience win streaks frequently (95% chance of 5-win streak in 100 trades) but loss streaks rarely (3% chance). This is psychologically easier, but beware overconfidence during frequent win streaks.

    Scenario 2: Low Win Rate (40%)

    Lower win rate means fewer win streaks, more loss streaks.

    Win Streak Prob: ~12%
    Loss Streak Prob: ~85%
    Expected Longest Win: ~4 trades
    Expected Longest Loss: ~7 trades

    What this means: With 40% win rate, you'll experience loss streaks frequently (85% chance of 5-loss streak in 100 trades) but win streaks rarely (12% chance). This is psychologically challenging — prepare mentally for frequent loss streaks and stick to your plan during difficult periods.

    Frequently Asked Questions

    When should I use this tool?

    Use this tool to understand the probability of experiencing win or loss streaks in your trading. Streaks have significant psychological impact — long loss streaks can cause emotional trading, while long win streaks can lead to overconfidence. Understanding streak probabilities helps you prepare mentally and avoid psychological traps.

    What is a win streak?

    A win streak is a sequence of consecutive winning trades. For example, 5 wins in a row is a 5-trade win streak. Win streaks are common even with moderate win rates — a 50% win rate trader will experience 5-win streaks regularly. Understanding this helps you avoid overconfidence during streaks.

    What is a loss streak?

    A loss streak is a sequence of consecutive losing trades. For example, 5 losses in a row is a 5-trade loss streak. Loss streaks are psychologically challenging and can lead to revenge trading or abandoning your strategy. Understanding their probability helps you prepare mentally and stick to your plan.

    How is streak probability calculated?

    The probability of a streak of length k with win rate p is: P(streak) = p^k for wins, or (1-p)^k for losses. For example, with 50% win rate, probability of 5 wins in a row = 0.5^5 = 3.125%. The probability of at least one streak of length k in n trades is more complex and requires considering all possible positions where the streak could occur.

    What is expected longest streak?

    Expected longest streak is the average length of the longest streak you'll experience in a given number of trades. For example, with 50% win rate over 100 trades, expected longest win streak is about 7 trades. This helps you understand what to expect and prepare for psychologically.

    How do streaks affect psychology?

    Streaks have powerful psychological effects. Win streaks can cause overconfidence, leading to larger positions or abandoning risk management. Loss streaks can cause fear, leading to smaller positions or abandoning the strategy. Understanding streak probabilities helps you recognize these patterns and stick to your plan regardless of short-term results.

    What's the impact of streaks on account?

    Streaks can significantly impact account value. A 10-win streak with 2% risk per trade and 2:1 R:R can grow account by ~22%. A 10-loss streak can shrink it by ~18%. Understanding streak impact helps you assess risk and avoid emotional decisions during streaks.

    How does win rate affect streak probability?

    Higher win rate = higher probability of win streaks, lower probability of loss streaks. A 60% win rate trader has 0.6% chance of 10-win streak vs 0.01% for 10-loss streak. A 40% win rate trader has opposite pattern. Understanding this helps you set realistic expectations based on your win rate.

    What if I'm in a long loss streak?

    Long loss streaks are normal, even with good win rates. A 55% win rate trader will experience 7-loss streaks about once per 1000 trades. If you're in a streak, don't abandon your strategy — check if your win rate is still accurate, but remember streaks are part of trading. Stick to your plan and risk management.

    How can I use this to improve my trading?

    Use this tool to: (1) Understand what streaks to expect, (2) Prepare mentally for loss streaks, (3) Avoid overconfidence during win streaks, (4) Set realistic expectations, (5) Stick to your plan during streaks. Knowing streak probabilities helps you maintain discipline and avoid emotional trading decisions.