A few pointers to the above trade (and to all our trades):
Each trade can still be a loser or a winner. It all comes down to probabilities.
Since we did run our numbers, we know the probabilities are on our side.
Which is all we need: the edge has no choice but to surface over a large number of trades. Math.
One thing we must add: although we know the proportion and the magnitude of our losers and winners, we cannot know the order of our winners and losers. Which is why we'll calculate our longest expected losing streak, and which we’ll use to define the capital required for the strategy.)