This matrix supplies the probability of ruin (a 50% drawdown) given your winning percentage (horizontal column) and the average size of your winners to losers (vertical column) after 100 trades. A system with a 55% winning percentage with 1:1 W/L has a higher ROR than a system with 40% winners and 2:1 W/L. At higher sampling rates of 1000 trades, the ROR on the latter system drops below 10%. This matrix is from Trading Rules that Work: The 28 Lessons Every Trader Must Master by Jason Alan Jankovsky.