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The three numbers that answer different questions
A useful performance report does not compress every result into one percentage. It answers three separate questions:
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| Measure | Question answered | What must be defined |
|---|---|---|
| Settled win rate | How often did counted settled units finish as wins? | Counting unit, treatment of partial exits, pushes, voids and multi-contract positions, sample size and date range |
| Realized net P&L | How much money was actually gained or lost? | All acquisition costs, sale proceeds, settlement payouts, fees, other transaction costs, currency and period |
| Return | How large was the gain or loss relative to capital? | Denominator, such as capital committed, total cost or average capital at risk, plus treatment of capital tied up before settlement |
| Forecast quality | How accurate were the probabilities recorded before the result? | Probability, timestamp, outcome definition, resolution and forecast horizon |
Keep open positions outside settled win rate. If you show their current value, label it as a mark-to-market estimate, identify the valuation method and include the valuation timestamp. Never describe an unclosed estimate as realized profit.
Why a win rate can be profitable or disastrous
A win percentage ignores the price paid, position size, exit price and cost of trading. Consider two records with ten equally counted settled positions:
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| Record | Results | Win rate | Economic result before fees |
|---|---|---|---|
| A | Nine wins at +$1 each; one loss at −$20 | 90% | −$11 |
| B | Two wins at +$60 each; eight losses at −$10 each | 20% | +$40 |
The examples are not forecasts of what a trader should expect; they show why frequency is not a dollar result. A contract bought cheaply can produce a large percentage gain in the event of a win, while an expensive contract can lose most of its purchase cost when wrong. Position sizing can make a single loss dominate many small wins. Fees can turn a small gross edge into a net loss.
Win rate is still useful. It can reveal whether a strategy is selecting outcomes that settle in its favor, but only after you disclose what was counted. It should sit beside, not replace, net P&L and a clearly defined return.
Define settled win rate before calculating it
Choose the counting unit
State whether one observation is a contract, a position, or a trade. A contract-level rate counts every contract separately. A position-level rate treats a group of contracts opened as one thesis as a single observation. A trade-level rate may count each buy or sell cycle. These choices can produce materially different percentages, especially when some entries contain many more contracts than others.
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1Clear out junk files and repair common Windows errors2Fix the driver behind crashes, sound loss and screen glitches3Repair Windows errors before they cause bigger problemsDo not present a contract-level rate as though every trade had equal economic weight. A trader who buys 1,000 contracts in one market and ten contracts in nine others has ten observations under a position rule but 1,090 under a contract rule.
Specify what happens to partial exits
For a position that is partly sold before settlement, decide whether the remaining position is one settled observation, whether the closed portion is a separate trade, or whether the entire thesis is classified only at final resolution. Document the rule and apply it consistently. The same rule must be used when comparing months or strategies.
Handle pushes, voids and canceled markets
A push, void or canceled market is not automatically a win or a loss. Report how such outcomes are excluded, returned as a neutral result, or placed in a separate category. If a venue’s settlement rule returns the stake, that cash flow belongs in P&L even if the event is excluded from the win-rate denominator.
Show sample and period with the percentage
Write “72% (18 wins out of 25 settled positions, January 1–March 31, 2026)” rather than “72% win rate.” A small sample or a changing mix of market categories can make the headline unstable. Past results should not be presented as a promise about future outcomes.
Calculate realized net P&L from cash flows
For a binary event contract that pays $1 when the specified outcome occurs and $0 otherwise, a long position’s gross result depends on entry price and size. The basic realized calculation is:
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Realized net P&L = sale proceeds + settlement payouts − acquisition costs − fees − other transaction costs
Use actual cash flows. Include every purchase, sale, settlement payment and fee in the period being reported. Keep the currency and reporting dates next to the result.
Example: holding to settlement
You buy 100 contracts at $0.42. The acquisition cost is $42. If the event occurs, settlement pays $100, producing a $58 gross gain. If total fees are $1.20, net realized P&L is $56.80. If the event does not occur, settlement pays $0; the gross result is −$42 and the net result is −$43.20 after that same fee. The win flag changes, but the dollar result comes from the price and size.
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Example: selling part of a position early
You buy 100 contracts at $0.42 for $42, sell 60 at $0.70 for $42, and retain 40 until the event settles in your favor. Settlement pays $40. Gross realized proceeds are therefore $82 against $42 of acquisition cost, for a $40 gross gain. Subtract the fees charged on the purchase, sale and settlement, if any. If the remaining 40 settle against you, the $40 settlement payout disappears and the gross result becomes $0 before fees.
Do not infer P&L from the number of winning positions. A position can be marked a win at settlement while having a smaller net gain than another winning position, or a loss after fees despite a narrow favorable price move.
Build a ledger that can be recomputed
Record raw transactions rather than only a monthly summary. A practical ledger contains:
| Field | What to record |
|---|---|
| Venue and market identifier | The platform and unique contract or market ID |
| Outcome wording | The exact event statement and the side purchased or sold |
| Entry details | Timestamp, price and size for each purchase |
| Subsequent activity | Every later sale or purchase, with timestamp, price and size |
| Costs | Each fee and other transaction cost, with currency |
| Settlement rule and outcome | Resolution language, final outcome and payout |
| Status | Open, partially closed or fully realized |
| Forecast record | Your explicit probability, the time it was recorded, the outcome definition and intended horizon |
Preserve the original fills, statements and settlement records. If a fee schedule changes, a market is reclassified or a correction is issued, you can recompute the summary instead of rebuilding it from memory. Use a separate row or linked table for each fill when an order executes at multiple prices.
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A repeatable performance workflow
- Capture the entry. Store the market wording, side, timestamp, price and size before or immediately after opening the position.
- Save your probability separately. Record the probability you actually believed at a stated horizon, such as three months or resolution, with its timestamp. Do not substitute the market price later.
- Log every cash movement. Add purchases, sales, fees and other costs as separate ledger entries. Include deposits or withdrawals only when you are calculating account-level cash, not trade P&L.
- Classify the market at resolution. Preserve the settlement rule and final outcome. Mark pushes, voids and canceled contracts according to your published counting policy.
- Compute realized P&L. Sum sale proceeds and settlement payouts, subtract acquisition costs and all applicable fees, and report the currency and period.
- Compute settled win rate. Count only settled observations under the stated unit and rule. Show wins and total settled observations, not just the percentage.
- Value open positions separately. If you display an unrealized estimate, state the price source, timestamp and method. Keep it out of realized totals and settled win rate.
- Score forecasts. Match each saved probability to the eventual binary outcome and the same horizon definition. Calculate a forecast score independently from trading cash flows.
- Review the mix. Break out results by category, time to resolution, venue and strategy only when each subgroup has enough observations to be meaningful. Show the sample for every subgroup.
Fees, costs and the difference between profit and return
Acquisition cost is not the same as a fee, and a sale proceeds figure is not the same as profit. Keep both in the ledger. Include transaction fees charged on entry or exit and any other cost that the venue applies to the trade or settlement. Kalshi’s official disclosure warns that members risk losing their transaction cost, including fees, and states: “Past performance is not necessarily indicative of future results.”
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Report a dollar P&L and a percentage return as different fields. A raw gain of $500 is not “a 10% return” unless you identify the denominator that makes it 10%. Possible denominators include total cost, capital committed or average capital at risk. Capital tied up while waiting for settlement can make two strategies with the same dollar gain have very different returns on capital.
If you use a return denominator, publish the formula and whether open positions, idle cash and collateral are included. Do not compare a return based on total acquisition cost with one based on average capital at risk.
Keep open positions out of settled results
An open contract has no final settlement result yet. Adding its current quoted value to realized P&L silently mixes two different concepts. Maintain at least three balances:
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- Realized net P&L: completed sales and settlement payouts minus completed acquisition costs and fees.
- Unrealized or mark-to-market P&L: an estimate based on a stated quote, order-book convention or other valuation method at a stated timestamp.
- Total estimated equity change: realized P&L plus the marked value of open positions, with the method and timestamp shown.
When a position closes, replace its estimate with the actual sale or settlement cash flow. Keep historical snapshots if you want to analyze drawdowns; never overwrite the original valuation without recording the new timestamp.
Forecast quality is not trading profitability
A forecast asks whether your probability estimates were well calibrated and accurate. A trade asks whether your prices, sizes, exits and costs produced money. You can forecast correctly but pay too much, or forecast poorly while receiving favorable prices and earning a profit. Score the forecast record separately.
Brier score
For binary outcomes, a Brier score averages squared probability errors:
Brier score = average of (p − o)2
Here p is the probability you recorded and o is 1 when the event occurs or 0 when it does not. Lower scores mean smaller squared error. A forecast of 0.70 for an event that occurs has an error contribution of (0.70 − 1)2 = 0.09. A forecast of 0.60 for an event that does not occur contributes (0.60 − 0)2 = 0.36. The second forecast is worse despite the event being binary in both cases.
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One free scan finds every outdated or missing driver and matches the right update for your exact hardware.Free scan · exact hardware matchStore the outcome definition and timestamp with every probability. A probability recorded three months before resolution is not directly comparable with one recorded one hour before resolution unless the horizon is intentionally the same. Compare scores only when market definitions, horizons and inclusion rules align.
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Calibration and discrimination
Group forecasts by probability bands, such as 0.60–0.69, and compare the average stated probability with the observed event frequency. Calibration asks whether those quantities agree over many observations. A Brier score captures squared error; neither measure tells you whether the associated trades were profitable after fees.
Independent reader supportYour contribution helps us test, update, and keep practical guides available for everyone.What large-sample market evidence does—and does not—show
Kalshi Research’s August 2026 study analyzed 2,243,741 resolved Kalshi markets across eleven categories, from the platform’s launch in 2021 through mid-2026. It is a platform-specific market study, not a universal estimate of individual trader profitability.
| Reported measure | Three-month horizon | Near close | Qualification |
|---|---|---|---|
| Brier score | Approximately 0.08–0.09 | Roughly 0.02 | Forecast accuracy in the study; Exotics were excluded from this all-market comparison |
| Naive accuracy | 88.3% | 97.2% | Market forecast accuracy, not a retail trader’s win rate or return |
The difference by horizon demonstrates why a hit rate depends on when it is sampled. The study also reports that calibration improves with event-level trading volume and unique trader count and differs by category and time to resolution. Those are associations in that dataset, not proof that every deeper market or every trader will perform better.
Binary event contracts are generally described as paying $1 when the specified outcome occurs and nothing otherwise; Kalshi markets are discussed in that framework in a Federal Reserve working paper. Kalshi’s research agenda distinguishes calibration and prediction accuracy from liquidity, fees and trader composition. Neither source establishes a universal cross-platform export format or trader-level profitability statistic.
Compare two records only after aligning the conditions
A strategy comparison is meaningful only when the underlying records use compatible definitions. Align these axes before drawing a conclusion:
| Comparison axis | Alignment check |
|---|---|
| Venue and contract rules | Are payout, void and fee rules comparable? |
| Market mix | Do categories, event types and time-to-resolution distributions match? |
| Observation period and sample | Are dates and numbers of settled observations shown? |
| Unit counted | Are both rates based on trades, positions or contracts? |
| Entry and exit treatment | Are partial closes and settlement holdings classified the same way? |
| Cost treatment | Are all fees and transaction costs included in both P&L figures? |
| Open-position valuation | Are both records realized-only, or do both use the same mark-to-market method and timestamp? |
| Forecast timing | Were probabilities recorded at the same horizon and under the same outcome definition? |
Report win rate, net P&L and forecast score side by side. A single composite “performance score” hides the reason two records differ and makes it impossible to see whether an apparent edge came from sizing, pricing, forecasting or a category mix.
A reporting layout readers can audit
For each reporting period, publish a compact summary followed by definitions:
| Field | Example format |
|---|---|
| Period and currency | January 1–March 31, 2026; USD |
| Settled win rate | 18/25 positions = 72%; position-level; voids excluded |
| Realized net P&L | +$438 after acquisition costs, sale proceeds, settlement payouts and fees |
| Return | +8.4% of average capital at risk; denominator and open-position treatment stated |
| Open positions | 14 positions; mark-to-market shown separately at a named timestamp |
| Forecast quality | Brier score 0.11 at the pre-specified three-month horizon; sample and outcome rules stated |
| Sample composition | Categories, venues and number of observations listed |
Put the counting policy and formulas directly below the table. Readers should be able to reproduce the percentage from the numerator and denominator and reproduce P&L from the cash-flow ledger.
Common tracking failures and fixes
Counting every favorable price move as a win
A position sold for a gain is a realized profitable trade, but it may not be a settled win because it never reached resolution. Keep “profitable close” and “settled outcome win” as distinct labels.
Using account equity as realized profit
Account equity includes open positions and can change with quotes. Reconcile realized cash flows first, then show equity or mark-to-market as a separate view.
Omitting fees because they are small
Small costs repeated across many entries and exits can exceed the gross edge. Import each fee or record it at the same transaction granularity as the associated fill.
Changing the denominator mid-report
Switching from trades to contracts, or from total cost to average capital, makes a trend appear where none exists. Version your definitions and disclose any historical restatement.
Scoring probabilities after seeing the outcome
A probability written after resolution is not a forecast. Timestamp the estimate before the event is resolved and retain the original value, even if you later revise your view.
Interpreting a tiny sample as a durable edge
Show the count and date range beside every rate and score. Separate exploratory observations from a claim about future performance; past performance is not necessarily indicative of future results.
Practical checklist
- Have I stated whether the win-rate unit is contracts, positions or trades?
- Are partial exits, pushes and voids handled by a documented rule?
- Does realized P&L include every purchase, sale, payout, fee and other transaction cost?
- Are open positions excluded from settled statistics and labeled when marked to market?
- Is any return percentage tied to a named denominator and capital-timing method?
- Did I save each probability with its timestamp, outcome definition and horizon?
- Are Brier scores compared only across matching horizons and samples?
- Does every headline show its numerator, denominator, period, currency and sample composition?
Bottom line
Use win rate to describe frequency, realized net P&L to describe money, and a time-stamped probability score to describe forecasting. Keep their denominators, samples, costs and open-position rules visible. That separation prevents a high hit rate from masquerading as profitability and prevents a profitable but infrequent strategy from being dismissed as inaccurate.
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