hi. it has been too long since i have done stats. and i'm unsure of how to test whether my system has identified non-random behaviour. but i have made an attempt, and i would be most grateful for any comments or corrections. thanks you. i have a system which has equidistant SL and TP level. for simplicity, spread is not taken into account. for random entry, i expect the win rate would be 50%. i test the system. after 2000 trades, i see a win rate of 58%. i calculate the z-score. (0.58-0.50)/sqrt(0.5(1-0.5)/2000) = 7.2 so 7 standard deviations from the mean. firstly, is this right? and if so, can i then conclude that my system has found non-random market behaviour? and that it's ridiculously unlikely that such a result is possible by chance alone?