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Probability & streaks · free, no login

Losing Streak Probability Calculator

Long losing streaks are normal — see the odds.

P(specific run of that length)3.13%
≈ P(at least one such streak)95.3%

Assumes independent trades at a fixed win rate — real results are correlated with regimes. The lesson: long losing streaks are NORMAL at realistic win rates.

Educational tool only — not financial advice. Verify figures with your broker.

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What is the Losing Streak Probability Calculator?

The Losing Streak Probability Calculator is a probability tool that answers one question: how likely is a losing streak of a given length at your win rate? It converts a win rate and a trade window into the chance of seeing a run of consecutive losses, so you can judge whether a rough patch is unusual or simply expected.

How to use it

  1. Enter your Win rate (%) — the share of trades you expect to win.
  2. Set the Streak length (losses in a row) you want to test, e.g. 5.
  3. Enter the number of Trades in the window you are looking across, e.g. 100.
  4. Read the two results: P(specific run of that length) is the chance a run starts at one given point, and the highlighted ≈ P(at least one such streak) estimates how likely you are to see that streak at least once somewhere in the window.
  5. Compare that probability to your gut feeling — most traders find long streaks are far more likely than they assumed.

How it's calculated

The probability of a specific run of L losses at loss rate q = (1 − winRate) is q^L. The chance of seeing at least one such streak somewhere in N trades is estimated with the standard approximation 1 − (1 − q^L)^(N − L + 1), which treats each possible starting position as an opportunity for the streak to occur.

Frequently asked

Are long losing streaks normal in trading?

Yes. At realistic win rates, this losing streak probability calculator shows that runs of five, six or more losses are common over a hundred trades — they are a feature of variance, not necessarily a broken strategy.

How do I calculate the probability of consecutive losses?

Raise your per-trade loss rate to the power of the streak length for a single run, then account for the many possible starting points across your trade window. The tool does both automatically.

Does a losing streak mean my edge is gone?

Not on its own. A streak that this calculator says is likely tells you nothing about your edge; only a much larger sample can speak to whether an edge exists.

Keep in mind: This assumes every trade is independent with a fixed win rate. Real results cluster with market regimes, so streaks can bunch up worse than the formula suggests — the number tells you the odds of a streak, never whether your strategy is sound.

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