The question people ask, and why it flatters them
"If I could just cut out those few disasters, I would be profitable." It is the most common sentence in trading self-analysis, and the arithmetic behind it always cooperates.
It cooperates because it must. Take any series with variance in it — trade results, dice rolls, a coin flip with a small stake — sort it, remove the bottom few, and the remainder looks excellent. Nothing about that operation distinguishes a good trader having bad luck from a bad trader having ordinary luck. It is a property of sorting, not a finding about you.
So this page reports that number, because you came for it. Then it puts the mirror image next to it.
The mirror
Alongside "result without your worst N trades" sits "result without your best N trades." Same N, same file, opposite tail.
That pairing changes the question from how much would I have made — which has no answer, because you cannot trade a history with its tails removed — into one the file can genuinely settle:
Are my losses more concentrated than my gains?
worst tail = your worst 5% of trades
loss share = what fraction of ALL your losses sit in that tail
best tail = your best 5% of trades
gain share = what fraction of ALL your gains sit in that tail
If those two shares come out similar, the tails are balanced. Your worst trades are not accidents contaminating an otherwise clean record — they are the same distribution that also produced your best trades, seen from the other end. Removing them is not a plan, and there is nothing there to fix.
If the loss share runs clearly above the gain share, that asymmetry is real and worth your attention. It is the only version of this question with an action attached.
The row that can actually change
Under the summary sits the comparison that matters most: your worst trade against your typical losing trade.
A worst loss roughly the size of your usual one means your risk control held even on your worst day. A worst loss several times your typical one did not come from the market being unusual — it came from a position that was too large, or a stop that was not there, or one that got moved. That is a mechanical failure with a mechanical fix, and unlike "remove the bad trades," it is something you can act on tomorrow.
The concentration figures tell you whether to look. This row tells you what you would be looking at.
Why 5%
Because "the worst few" needs a definition that scales with how much you trade. Five trades out of forty is a different claim from five out of four hundred.
Below thirty closed trades the headline is withheld entirely: at that size your worst 5% is one or two trades, and one trade is an anecdote. The table still appears, since counting what a specific removal does to a specific file is honest at any size — it just is not a statement about you.
What this page will not tell you
Which trades to remove. Whether those trades were mistakes. Whether you would have avoided them with more discipline.
None of that is in a statement. A file records size, timing and outcome; it does not record whether you followed your own rules. The concentration of your tails is measurable, and this page measures it. Everything past that point would be a story told over the same numbers.
Frequently asked
Are commissions included?
Yes. Every trade is net of commission and swap before anything is sorted or summed.
My loss tail is heavier. Is my strategy broken?
Not necessarily, and the page deliberately does not say so. Heavier loss concentration is consistent with several things: occasional oversizing, stops that get widened under pressure, or a strategy that genuinely takes small gains and rare large losses by design — which is a legitimate shape, provided you chose it. What the number does is narrow it down to something you can go and check.
Both my tails are heavy. Is that bad?
It is normal, especially with fewer than a couple of hundred trades. Most trading results are fat-tailed at both ends. That finding is useful in the negative sense: it tells you the "few disasters" explanation does not apply to you, so you can stop spending attention on it.
Does it matter which trades were biggest by size rather than by result?
This page ranks by result, not position size, because that is what a statement reliably contains across all fourteen supported formats. The worst-versus-typical row is the closest available proxy for a sizing problem.