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Performance metrics

R-multiple

R-multiple measures each trade's profit or loss as a multiple of your initial risk — the metric that separates traders who survive from traders who get lucky.

R-multiple is your realized P&L divided by your initial risk (entry price minus stop, times size). A +2R trade earned twice what you risked; a −0.5R trade lost half of it.

This normalizes trades across position sizes and accounts. A $500 winner on a $200 risk is the same +2.5R as a $5,000 winner on $2,000 risk — both express the same skill at letting winners run vs. cutting losers.

Average R across your history is the cleanest single-number expression of edge. Average R above 0 means you make money on average; above 0.3R typically reflects real skill at trade management.

Without a defined stop, R-multiple is uncomputable. That's part of why pre-trade plans (with an invalidation_price) are useful — they make R measurable retroactively.

Not financial advice. This page describes a commonly-used trading concept for educational purposes. It is not a recommendation, does not predict performance, and is not personalized advice. Past performance does not guarantee future results.