Even today, there is no full understanding of the relationship between the physical, chemical, and mechanical properties and the behavior of the lubricating films formed in tribological systems. Most of the published scientific research measures and reports the overall values of friction and wear, but the information given via statistical signals in the tribological tests is, in general, dismissed, leaving a hole in the study of the dynamics of tribological systems. In this work, an experimental study of statistical friction data, coating characteristics, and tribological performance is carried out using a pin-on-disk tribometer to test some metallic samples coated with lubricant films under several experimental conditions. The results indicate that long deposition times at high deposition temperatures of coatings from engine oil develop low-friction intervals, which fall until 20% of the uncoated coefficient friction. However, an unexpected and unfavorable behavior of the coatings was observed for the short deposition times and high temperature. In these conditions, the developed friction profiles reached a maximum level of friction that was 20% more than the uncoated coefficient friction. Moreover, it was found that the proper analysis and interpretation of the statistical data, in combination with the characterization of the coatings, describes the dynamics of the interactions between the bodies in contact and reveals the transitions of the surfaces with non-homogeneous properties throughout their depth.