Trial members are still in their 30-day trial period. The membership fee has not yet been collected and there is no guarantee they will eventually become paying members.
The blue bar ("new trial members") shows the number of trial memberships purchased that month.
The red bar ("lost thereof") shows the number of new trial memberships purchased that month, which were cancelled, either in that or the following month.
The dark blue bar ("won thereof") shows the number of new trial members acquired that month who became paying members (in that or the following month). Those acquiring a trial membership in February and having been won as a paying member in March will appear in the February column under "won thereof".
The light blue bar ("total") shows the number of trial members at the end of that month or month to date for the current month (including trial members having cancelled).