The equivalence of thermodynamic ensembles is at the heart of statistical mechanics and central to our understanding of equilibrium states of matter. Recently, it has been shown that there is a formal connection between the dynamics of open quantum systems and the statistical mechanics in an extra dimension. This is established through the fact that an open system dynamics generates a Matrix Product state (MPS) which encodes the set of all possible quantum jump trajectories and permits the construction of generating functions in the spirit of thermodynamic partition functions. In the case of continuous-time Markovian evolution, such as that generated by a Lindblad master equation, the corresponding MPS is a so-called continuous MPS which encodes the set of continuous measurement records terminated at some fixed total observation time. Here we show that if one instead terminates trajectories after a fixed total number of quantum jumps, e.g. emission events into the environment, the associated MPS is discrete. This establishes an interesting analogy: The continuous and discrete MPS correspond to different ensembles of quantum trajectories, one characterised by total time the other by total number of quantum jumps. Hence they give rise to quantum versions of different thermodynamic ensembles, akin to "grand-canonical" and "isobaric", but for trajectories. Here we prove that these trajectory ensembles are equivalent in a suitable limit of long time or large number of jumps. This is in direct analogy to equilibrium statistical mechanics where equivalence between ensembles is only strictly established in the thermodynamic limit. An intrinsic quantum feature is that the equivalence holds only for all observables that commute with the number of quantum jumps. ; Comment: 12 pages, 2 figures