Show current row "win streak"
I've done this in stages using CTEs so that you can see how it's done as the queries progress. Each CTE adds a column in the output in order to show you progress.

It's pretty much self-documenting with the CTE names, to be honest.

with lags as (
  select player,
         dt,
         is_winner,
         lag(is_winner) OVER (partition by player ORDER BY dt ASC) as prev_is_winner,
         expected
  from matches
),
     group_changes as (
       select lags.*,
              case
                when prev_is_winner &lt;&gt; is_winner or prev_is_winner is null
                  then 1
                else 0
                end as is_new_group
       from lags
     ),
     groups_numbered as (
       select *,
              sum(is_new_group)
                  over (partition by player order by dt, is_winner desc) as streak_group
       from group_changes
     ),
     expected_in_groups as (
       select groups_numbered.*,
              row_number()
                  over (partition by player,streak_group
                    order by dt asc, streak_group asc) - 1 as expected_unsigned
       from groups_numbered
     )
select expected_in_groups.*, case when is_winner = 't' then expected_unsigned else expected_unsigned * -1 end as actual
from expected_in_groups
order by player asc, dt asc;


DB Fiddle Link (I added an extra row just to make sure it was working at a certain point)

Basically:


lags CTE: use LAG() to get the previous result relative to the current row.
group_changes CTE: Detect whether the previous streak, whether win or loss, has ended
groups_numbered CTE: Give each streak a number 
expected_in_groups CTE: Number the rows in the group 
Final select: negate the loss streaks 


.

+--------+------------+-----------+----------------+----------+--------------+--------------+-------------------+--------+
| player |     dt     | is_winner | prev_is_winner | expected | is_new_group | streak_group | expected_unsigned | actual |
+--------+------------+-----------+----------------+----------+--------------+--------------+-------------------+--------+
| A      | 2019-01-01 | t         |                |        0 |            1 |            1 |                 0 |      0 |
| A      | 2019-01-03 | t         | t              |        1 |            0 |            1 |                 1 |      1 |
| A      | 2019-01-04 | t         | t              |        2 |            0 |            1 |                 2 |      2 |
| A      | 2019-01-09 | f         | t              |        0 |            1 |            2 |                 0 |      0 |
| A      | 2019-01-10 | f         | f              |       -1 |            0 |            2 |                 1 |     -1 |
| A      | 2019-01-11 | f         | f              |       -2 |            0 |            2 |                 2 |     -2 |
| A      | 2019-01-15 | t         | f              |        0 |            1 |            3 |                 0 |      0 |
+--------+------------+-----------+----------------+----------+--------------+--------------+-------------------+--------+