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Trade Metrics- Risk Reward

Measure and understand your historical Risk Reward

Ann Hunt avatar
Written by Ann Hunt
Updated over 4 years ago

 

The risk:reward (R:R) ratio looks at the relationship between the size of your winning trades and the size of your losing trades. It is calculated as:

Avg Winning P&L / Avg Losing P&L

Convention calls this metric risk:reward although it is always calculated as reward:risk.

For example, if your winning trades average $150 and your losing trades average $50, then your R:R ratio will be 3:1.

A trading strategy will break even if the win rate is 50% and the R:R ratio is 1:1. If the win rate is higher, then the R:R can be lower and vice versa.

The “Risk Reward over time” chart shows how your R:R ratio changed over time, as well as how successful you have been at reaching your target R:R.

The “Average P&L Per Trade by winners and losers” chart splits out the average winning P&Lfrom the average losing P&L.

Use this chart if there is large variations in your Risk Reward over time chart, to understand if it is caused by a period of extra small/large winning trades,or extra large/small losing trades.This will help you to identify more clearly areas of strength or weakness.

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