The answer depends on how far the win rate sits above break-even. A thin edge needs hundreds of trades to show up; a wide one needs dozens.
About 267 trades, if the win rate holds at 56.0%. Fewer than that and the 95% range still reaches break-even.
A 56% win rate with wins and losses the same size sounds like an edge. Break-even is 50%, so the edge is six points. For the 95% interval to sit wholly above 50%, the strategy needs about 270 trades at that same win rate. At 50 trades the range is 42.3% to 68.8%, which still includes losing money.
Two things: the gap between your win rate and break-even, and the payoff that sets break-even in the first place (break-even = 1 ÷ (1 + payoff)). Halve the gap and you need roughly four times the trades. That’s why a fixed rule like “30 trades is enough” can’t be right for every strategy.
The calculation assumes the win rate stays where it is as trades accumulate, and that the trades are independent. Correlated trades count as fewer. It checks the win rate only, not the size of wins and losses or costs; for those, see the cost-in-R calculator and the checklist.
The one-page checklist, free. Confirm the email and the PDF opens straight away; one worked check each Tuesday after that.
Interval arithmetic only; nothing here is a result of any strategy or investment advice.