What is the 95% CI on a setup card telling me?

The range your true win rate is probably in. A wide range means you do not have enough trades to know yet, however good the headline number looks.

A win rate is a measurement, and every measurement on a small sample has a margin of error. The confidence interval is that margin, made visible.

Say a setup shows 60% over 20 trades and reads 95% CI 39–78%. The honest reading is not "this setup wins 60% of the time". It is "somewhere between four in ten and eight in ten, and I cannot narrow it further yet". That range includes plenty of outcomes you would not want to trade, which is the point.

The interval narrows as trades accumulate, and it narrows slowly — the width shrinks with the square root of the sample, so going from 20 trades to 80 roughly halves it. This is why the app will not put a verdict on a setup below 20 trades: at ten the interval is so wide it covers almost everything.

Read the two together. Above baseline with a range of 39–78% and Above baseline with a range of 62–74% are very different claims, and only the second one is worth changing your trading over.