We can understand the abstraction of the trading system as:

Every expected return = Win rate × Profit amount per trade – Loss rate × Loss amount per trade, simplified as: the average of the money earned per trade minus the money lost per trade.

Here we consider three roles:

1. Retail Investor: Win rate 45%, expected return = 0.45 × 1.5 – 0.55 × 1 = +0.125

2. Ordinary Trader: Win rate 50%, expected return = 0.50 × 1.5 – 0.50 × 1 = +0.25

3. Professional Trader: Win rate 55%, expected return = 0.55 × 1.5 – 0.45 × 1 = +0.375

You can see that from retail investors to ordinary traders, a 5% increase in win rate doubles the return, and a 10% increase in win rate raises the expected value by 200%, the gap is much larger than imagined...