Most strategies that feel comfortable are negatively skewed: selling options, mean-reversion into support, carry trades, short volatility. They win often and lose big rarely, which flatters the win-rate and hides the risk in the sample you happen to have.
Trend following is typically positively skewed: a low win rate, many small losses, and a few very large winners. It feels awful to trade and is much harder to blow up with, because the bad outcome is a long grind rather than a single gap.
Numerically, skewness is the average cubed deviation from the mean divided by the cubed standard deviation. A daily equity index series often shows around -0.5 to -1.0; a short-premium strategy can show -3 or worse, which should be read as a warning label rather than a statistic.
Related: kurtosis, fat-tails, tail-risk, probabilistic-sharpe-ratio