Performance Metric

Largest Win — Definition & Example

The single biggest profit in the trading record — informative about strategy upside and skew.

Largest win is a useful diagnostic when paired with average win. If the largest win is dramatically larger than the median win, the strategy's profitability may be concentrated in a few outsized trades — which is risky because those few trades may not repeat. Healthy strategies have a relatively flat distribution of wins.

Example

Across 30 winning trades, the largest single win is ₹8,000 while the median is ₹1,200. The strategy is heavily reliant on that one outlier.

Related

Largest LossAverage WinExpectancy

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