The equivalence of thermodynamic ensembles is at the heart of statistical mechanics and central to our understanding of equilibrium states of matter. Recently, a formal connection has been established between the dynamics of open quantum systems and statistical mechanics in an extra dimension: an open system dynamics generates a matrix product state (MPS) encoding all possible quantum jump trajectories which allows to construct generating functions akin to partition functions. For dynamics 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. The continuous and discrete MPS correspond to different ensembles of quantum trajectories, one characterized 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.