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Past performance is no guarantee of future success. All information should be viewed as educational only

UNITED STATES Disclaimer required by Government - Commodity Futures Trading Commission informs: Futures and options trading have great potential rewards, but also great potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to buy/sell futures, shares or options on the same. No representation is being made that any account will or is likely to realise profits or losses similar to those discussed in this document. The past performance of any trading system or methodology is not necessarily indicative of future results.

CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE A RECORD OF ACTUAL PERFORMANCE, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES WERE NOT EXECUTED, THE RESULTS MAY HAVE OFFSET THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMMES IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO REALISE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO, REALISE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED WITHIN THIS SITE. IF YOU DECIDE TO INVEST REAL MONEY, ALL TRADING DECISIONS IN THE FINANCIAL MARKETS SHOULD BE YOUR OWN.

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Win Rate Evolution

StrategyQuantPlugins

Analyzes win rate evolution by grouping trades into sequential buckets, revealing if strategy performance deteriorates over time. Quickly identify underperforming strategies during backtesting or live trading.

The Win Rate Evolution snippet allows the strategy developer to breakdown the overrall win rate into individual buckets. The default is set to 10 but this can be changed in the code

public class WinRateEvolution 
    extends TradeAnalysisChart {
    public static int SizeOfGroup = 10;
    public WinRateEvolution() {
        this.name = L.tsq("Win Rate Evolution (" + SizeOfGroup + ")");
    }

The snippet works by grouping trades into buckets of say e.g. 10 in sequential order. The win rate is then calculated for each bucket and graphed in the chart.

So in the chart shown below, the 71.51% overall win rate is broken down and shown for the different buckets. The x-axis denotes the bucket number and doesnt not have any predictive powers, so the 7 on the x-axis is trades 61-70 which occurred in 2020.

Usages:

• Analyse deterioration of a strategy’s win rate over time, during development.
• The trader can check the out of sample/ live win rate evolution and compare against the experience from development. This give a brute method of discarding non performing strategies.

Additional Changes:

• The interested strategy developer might want to change the evolution into a moving average of the win rate. You should reach similar conclusion to the above method.
• It would be great to calculate the slope of the chart and use that as a fitness function. The more positive the slope the better.

Past performance is no guarantee of future success. All information should be viewed as educational only UNITED STATES Disclaimer required by Government - Commodity Futures Trading Commission informs: Futures and options trading have great potential rewards, but also great potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to buy/sell futures, shares or options on the same. No representation is being made that any account will or is likely to realise profits or losses similar to those discussed in this document. The past performance of any trading system or methodology is not necessarily indicative of future results. CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE A RECORD OF ACTUAL PERFORMANCE, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES WERE NOT EXECUTED, THE RESULTS MAY HAVE OFFSET THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMMES IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO REALISE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO, REALISE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED WITHIN THIS SITE. IF YOU DECIDE TO INVEST REAL MONEY, ALL TRADING DECISIONS IN THE FINANCIAL MARKETS SHOULD BE YOUR OWN.

Free1 download

Files

Snippet-WinRateEvolution.sqm2 KBLocked

Download unlocks after purchase or with an active tier.

Details
Version	1.0.0
Published	October 19, 2026
Last updated	November 2, 2026
App	SQ
Type	Snippet
Author	Bee trader
App version	145.3058
Codebase category	Trade analysis charts