The Tool Desk
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Why win rate and profitability can point in opposite directions
A prediction-market position is an economic bet, not merely a yes-or-no vote. In a binary contract, the specified outcome pays $1 and the alternative pays $0. A trader who buys at $0.40 has a very different payoff from one who buys the same contract at $0.90, even if both positions are eventually “wins.” The amount at risk and the number of contracts matter just as much.
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Consider two simple records before fees:
- High win rate, negative P&L: nine trades each make $1, while one losing trade loses $20. The win rate is 90%, but total P&L is negative $11.
- Low win rate, positive P&L: two trades each make $30, while eight losing trades each lose $5. The win rate is 20%, but total P&L is positive $20.
Neither example says which strategy is better without knowing the period, capital tied up, risk, and whether the figures include all costs. They do show why a single “success rate” is not a substitute for cash-flow accounting.
The three performance measures to keep separate
| Measure | What it answers | What it does not answer |
|---|---|---|
| Settled win rate | What fraction of settled units were winners under a stated counting rule? | How much money was risked, the entry price, fees, or the size of each gain and loss. |
| Realized net P&L | How much cash was gained or lost on closed trades after acquisition costs, sale proceeds, settlement payouts, fees, and other transaction costs? | How much an open position may eventually make or lose. |
| Forecast quality | How close were recorded probability estimates to eventual outcomes at a defined horizon? | Whether those estimates were traded at favorable prices or produced a profit. |
Publish all three with the date range, sample size, venue and contract rules. A reader should never have to infer whether a percentage describes contracts, positions, trades, dollars, or probability error.
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Define the counting unit before calculating a win rate
Contracts, positions, and trades are different denominators
Write the denominator in plain language. “Wins divided by settled positions” is not interchangeable with “winning contracts divided by settled contracts.” A position of 1 contract and a position of 1,000 contracts count equally in a position-level rate but not in a contract-level rate. A trade-level rate may count each buy or sell instruction, while a position-level rate groups the activity into one economic exposure.
For a basic position-level calculation:
Settled win rate = number of winning settled positions ÷ number of all settled positions.
State whether a “win” means a positive realized P&L, a contract that paid $1, or the event occurring. Those definitions can diverge when a trader sells early, pays high fees, or buys a contract at a price close to $1.
Set rules for partial exits and multiple entries
Choose a method and apply it consistently. You can treat a partially exited position as one position resolved by its combined cash result, or split it into separate lots. Either approach can be defensible; silently switching methods makes periods impossible to compare. Record every fill so the rule can be changed and recomputed later.
Document pushes, voids, and nonstandard settlements
- Pushes: identify whether they are excluded from wins and losses or placed in a separate category.
- Voids and cancellations: do not count them as losses; retain the returned cash and the venue’s stated settlement rule.
- Multi-outcome or non-binary products: do not force them into a binary win-rate formula unless their payoff and resolution rules genuinely reduce to two outcomes.
Keep open positions out of a settled win rate. Label an unresolved position as open rather than guessing its eventual result.
Build a ledger that can be audited and recomputed
A spreadsheet is sufficient if every cash movement and forecast record is preserved. Do not rely only on a dashboard’s current summary: classifications, fee schedules, corrections, and settlement information can change.
| Ledger field | What to record |
|---|---|
| Venue and market identifier | The platform, contract ID, and exact market name or outcome wording. |
| Side and entry | Buy or sell, entry timestamp, price, and number of contracts. |
| Subsequent activity | Every later purchase, sale, partial exit, transfer, or adjustment with its timestamp and price. |
| Costs | Fees and any other transaction cost attached to each cash movement, in the reporting currency. |
| Settlement | Settlement rule, resolution timestamp, outcome, and payout received. |
| Status | Open, closed by sale, settled, voided, or otherwise resolved. |
| Performance fields | Realized P&L, counting category for win-rate purposes, and any mark-to-market value kept separately. |
| Forecast record | Probability estimate, timestamp, outcome definition, and intended horizon (for example, three months or close). |
Preserve original fills and account statements. A summary tab can calculate the metrics, but the raw record is what lets you correct a fee, reclassify a void, or test a different partial-exit rule without rewriting history.
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Calculate realized net P&L from cash flows
The cash-flow formula
For a reporting period, calculate:
Realized net P&L = realized sale proceeds + settlement payouts − acquisition costs − fees − other transaction costs.
Use the same currency throughout and state the period. Acquisition costs include the cash paid for contracts that were later sold or settled. Sale proceeds include only completed sales. Settlement payouts include only amounts actually paid when a contract resolves. Do not include an unrealized price change unless you label the result as mark-to-market rather than realized P&L.
Example: a contract held to settlement
You buy 100 contracts at $0.40. The acquisition cost is $40. If the event occurs, settlement pays $100. With a $2 fee, realized net P&L is $100 − $40 − $2 = $58. If the event does not occur, the payout is $0 and realized net P&L is $0 − $40 − $2 = −$42.
The first trade is a win under an event-based definition in the first outcome and a loss in the second, but its dollar result depends on the price and size. Recording only “won” discards that information.
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Example: partial exit followed by settlement
You buy 100 contracts at $0.40 for $40, sell 60 at $0.70 for $42, and hold 40 until an event-paying settlement. The gross cash received is $42 from the sale plus $40 at settlement. Before fees, realized net P&L is $82 − $40 = $42. Subtract the fees charged on the purchase, sale, and settlement-related activity. Your ledger should show both the sale and the final payout rather than treating the entire position as one undifferentiated win.
Include fees at the transaction level
Fees can turn a small gross gain into a net loss. Attach each fee to the fill or settlement that generated it, then sum fees for the period. If a venue charges a fee in a different currency or applies a minimum, record the converted amount and conversion date used. Never report a gross dollar gain as “profit” when fees have been omitted.
Keep open positions separate from settled results
An open position has no final settlement result. Report it in a separate section with quantity, entry cost, current valuation method, valuation timestamp, and the assumptions behind that value.
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Realized P&L
Realized P&L contains cash flows from positions closed by sale or settlement during the stated period. It is reproducible from completed transactions and does not depend on a chosen current price.
Mark-to-market estimate
A mark-to-market figure estimates what open positions are worth at a stated market price and time. Name the source of the price, timestamp, and whether the estimate assumes an immediate exit, because fees, spread, liquidity, and the ability to execute can change the amount actually received. Do not add that estimate to realized P&L without labeling a combined figure such as “realized plus unrealized, marked at 14:00 UTC.”
Likewise, do not count open positions in a settled win rate. Mixing unresolved exposure into a historical rate creates a denominator that changes with market timing rather than with completed outcomes.
If you report return, disclose the denominator
A dollar result is not automatically a percentage return. Choose a denominator and name it:
- Capital committed: the acquisition cost placed into positions during the period.
- Total cost: acquisition costs plus specified fees and other costs.
- Average capital at risk: a time-based measure that requires a stated method for handling capital tied up before settlement.
For example, a $100 net gain could be a 10% return on $1,000 of committed capital or a 1% return on $10,000. Both statements can be mathematically correct. State whether open positions and cash balances are included, and do not call the raw $100 figure a percentage return.
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Measure forecast quality separately from trading results
Save the probability, timestamp, outcome, and horizon
A forecast is a belief about an outcome; a trade is a decision to buy or sell at a market price. To evaluate forecasts, store an explicit probability such as 70%, the time it was recorded, the exact outcome definition, and the eventual resolution. A probability entered after the event is nearly resolved should not be compared directly with a probability made three months earlier.
Use the Brier score for binary probability forecasts
For each forecast, code the outcome as 1 when the event occurs and 0 when it does not. The Brier score is the average squared error:
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Brier score = average of (forecast probability − actual outcome)2.
Lower scores are better. A 0.70 forecast scores 0.09 when the event occurs: (0.70 − 1)2. The same forecast scores 0.49 when the event fails: (0.70 − 0)2. Compare scores only when outcome definitions, samples, and forecast horizons are aligned.
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Why a good score does not prove a profitable strategy
A forecast can be accurate but unprofitable if the market price already reflects that information or if fees consume the edge. Conversely, a trader can earn money from favorable prices despite forecasts that are poorly calibrated. Keep forecast scores and trading P&L in separate columns and report them side by side.
What the 2026 Kalshi study does—and does not—show
Kalshi Research’s August 2026 study examined 2,243,741 resolved 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 statistic | Interpretation |
|---|---|
| Brier score approximately 0.08–0.09 at a three-month horizon, falling to roughly 0.02 at close | Forecast error was smaller near resolution. The study excluded Exotics from this all-market comparison. These are forecast-accuracy figures, not profit figures. |
| Naive accuracy 88.3% at three months and 97.2% at close | Hit rates change with the sampling horizon and proximity to resolution. These figures are market forecast accuracy, not a retail trader’s win rate or return. |
| Calibration improved with event-level trading volume and unique trader count | The study reports an association in its platform dataset. It does not prove that every deeper market or every trader performs better with more participation. |
Kalshi’s official disclosure also states, “Past performance is not necessarily indicative of future results,” and says members risk losing their transaction cost, including fees. Treat that risk language as part of any performance discussion rather than presenting historical percentages as promises.
Independent reader supportYour contribution helps us test, update, and keep practical guides available for everyone.A repeatable workflow for tracking performance
- Choose the reporting period and currency. Write the start and end dates, time zone, and currency before importing records.
- Export or enter raw activity. Capture every purchase, sale, fee, transfer, and settlement. If a venue does not provide a needed field, retain the original statement and document the limitation instead of guessing.
- Normalize market identifiers and outcomes. Use the exact contract wording and settlement rule so similarly named markets are not merged incorrectly.
- Classify status. Mark each record open, sold, settled, voided, or otherwise resolved. Keep unresolved exposure out of settled metrics.
- Apply one counting rule. Decide whether the win-rate unit is a position, trade, or contract and how partial exits, pushes, and voids are treated.
- Calculate realized net P&L. Sum sale proceeds and settlement payouts, then subtract acquisition costs, fees, and other transaction costs.
- Value open positions separately. If you publish a mark-to-market estimate, state the price source, timestamp, exit assumption, and whether fees are estimated.
- Score forecasts. Join each timestamped probability to the matching resolved outcome and calculate Brier scores for a consistent horizon.
- Run integrity checks. Reconcile cash movements, verify that every closed position has a resolution or sale, and investigate missing fees or duplicate fills.
- Publish the context. Show sample size, date range, venue, category mix, counting unit, fee treatment, open-position treatment, and forecast horizon beside every headline number.
How to compare two performance records fairly
Two dashboards or traders cannot be compared from win rate alone. Align these dimensions first:
| Comparison axis | Question to answer |
|---|---|
| Venue and rules | Do contracts resolve the same way, and do fees or payout mechanics differ? |
| Category and event mix | Are both records exposed to comparable markets rather than different difficulty levels? |
| Period and sample size | Do the records cover the same dates and a meaningful number of settled positions? |
| Unit counted | Are both rates based on trades, positions, or contracts? |
| Entry and exit treatment | Are early sales, partial exits, and average costs handled consistently? |
| Fees and other costs | Are both P&L figures net of the same types of costs? |
| Open-position valuation | Are unresolved markets excluded, or marked at comparable prices and timestamps? |
| Forecast timing | Were probabilities recorded at the same horizon and before the same amount of information was available? |
After alignment, present settled win rate, realized net P&L, chosen return measure, and forecast score as separate columns. A composite score can hide a meaningful trade-off and should not replace the underlying metrics.
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Common tracking mistakes and how to fix them
Calling every winning settlement profitable
Problem: A contract pays $1, but the purchase price and fees may total nearly $1 or more. Fix: classify wins and losses under your disclosed rule, then calculate net P&L independently from cash flows.
Mixing open and settled positions
Problem: An unresolved event is counted as a win, loss, or current percentage. Fix: keep it open, disclose any mark-to-market estimate separately, and recompute the settled denominator only when the event resolves or the position is closed.
Using a raw dollar gain as a return
Problem: Readers cannot tell how much capital generated the gain. Fix: name the denominator and explain treatment of fees and capital tied up before settlement.
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Problem: Excluding losses, voids, or small positions after seeing results makes periods incomparable. Fix: publish the inclusion and exclusion rules before calculating, and show the number of settled units.
Comparing forecast scores at different horizons
Problem: A probability near resolution is easier to score accurately than one made months earlier. Fix: group forecasts by a stated horizon and outcome definition; do not blend unlike records into one Brier score.
Assuming a small sample proves skill
Problem: A handful of settlements can produce an extreme win rate by chance, and category mix can change over time. Fix: show the date range and number of settled positions, describe the market mix, and avoid implying that past performance predicts future outcomes.
Assuming a venue or tracker has complete fields
Problem: Current export columns, fee calculations, and open-position methods can vary by venue and may change. Fix: check the venue’s current documentation, retain original records, and state any field that was unavailable or estimated. There is no established universal cross-platform export schema or universal net-P&L formula for every contract type.
What to publish in a transparent performance report
- Reporting period, time zone, currency, and venue.
- Number of settled positions, trades, or contracts, with the exact unit used.
- Rules for partial exits, pushes, voids, multi-contract positions, and nonstandard settlements.
- Settled win rate, clearly labeled as a frequency rather than a return.
- Realized net P&L with acquisition costs, proceeds, settlement payouts, fees, and other costs included.
- Open-position count and any mark-to-market estimate, including valuation method and timestamp.
- Return denominator and treatment of capital tied up before settlement, if a percentage is reported.
- Forecast probabilities with timestamps, outcome definitions, horizons, sample size, and Brier score.
- Category mix and any material changes in market selection during the period.
- A risk caveat: historical results do not guarantee future results, and transaction costs can produce losses.
The practical goal is reproducibility. A reader should be able to start with your raw ledger, apply the stated rules, and arrive at the same win rate, realized net P&L, and forecast score without making hidden assumptions.
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