Found this post although a bit late. I find this post interesting. I do not know how many people base their decisions based purely on win ratio. Its a sure recipee for disaster if you base your decision only on win ratio. In fact I would be very skeptical about systems that has win ratio 80% or above. Anything above 90% is a candidate of martingale. You should examine individual trades carefully in such cases. A simple system that I describe below would have win ratio > 90% but I can guarentee it will bust soon. Strategy goes like - enter the market every day at random- take profit 1 tick, stop loss 100 tick. Your win ratio will in the high 90’s, but system will fail for sure in the future because your 1 loss would give back all your profits and more
I trade couple of profitable mechanical strategies personally that has win ratio ~ 30% but with annual return/max drawdown > 3. (Not talking about my strategies published here on C2). They are trend following strategies - which makes sense because market trends only 20%-30% of time may be even less. Another factor that determines win ratio is how tight your stop losses are. If you have a tight stop-loss, you make numerous tiny losses before catching the big move that covers all your losses easily and brings much more.
Psychologically they are difficult to trade manually, its best to trade them automated.
