At the extremes you get measurement errors because either the TP or SL is tiny. This means your backtest simulation is extra sensitive to slippage, spread, commission because the ...
Always good to double check your assumptions. Nice that your measurements confirmed this. Only at the extreme ends of your table, the math doesn't add up, but I assume these are ...
There is no need to measure this. If you assume the market is a random walk, you can simply calculate using: winrate = 100% * (1 - RR/(RR+1)) For example: RR = 5.0 winrate = 100% ...