@Hem be the hero we need 
give us a “Trigger Webhook” action in workflow automation so we can take advantage of the built-in condition filters.
There are 3 ways you can do this @saulolago
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Use the standard updated.deal webhook, POST to that url you screenshotted. The payload will have the deal status current & previous pair of that deal as @Hem explained. Create a filter so that hooks only pass if they are not equal. Then you can handle changes to WON and LOST however you want.
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You can retrofit workflow automation and its conditions to send a “mailhook” which is just an email then you can listen for that email on your server and parse text for a deal ID that you include and what changed based on your conditions setup in the workflow.
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You can do the same thing as #2, but with the Slack action to send a “Slackhook” to a channel and parse the text.
Also, you handle all of those options super easy on Pricing & Subscription Packages | Make depending on how many deals your team manages, it’ll either be free or $9.