[blank frank]

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Then I can compute a weighted StdDev over all my observations (i.e. wins and losses) for all sessions. The trouble I am having is how do I interpret the results. I'm not sure what the difference between the three is and how to determine which result I should prefer. Any ideas?

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You don't want to use very short time periods because your results will not be normally distributed. The estimators assume normally distributed data. You really want to go the other way and use sessions that are several hours long, so that the results more closely follow a normal distribution.

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Well, if you have all of the individual game results (I play at home, so I'm not sure how this poker tracking software works), wouldn't you be better off throwing time out the window? Just throw all of your observations into one set and calculate the standard deviation off of that.

Or is the statistic of interest being measured over the time period, and not over the number of game? I'd still consider throwing them all into one pot and calculating from there.