Trading Glossary

What Is an R-Multiple?

An R-multiple expresses a trade's result as a multiple of the amount you originally planned to risk, instead of as a dollar figure or a percentage. "1R" is your initial risk per share: the distance between your entry price and the stop-loss price you planned before entering. A trade that made twice its planned risk is a +2R trade. A trade that lost exactly what you planned to risk is a -1R trade. A trade that lost more than planned, because of slippage or a widened stop, shows up as worse than -1R.

Why not just use dollars or percent: A $500 winner means something completely different on a $5,000 account than it does on a $500,000 account. R-multiples strip that out. Whether you risked $50 or $5,000 on a trade, a winner that made three times your planned risk is +3R either way, which is what makes R the standard unit for comparing trades against each other and against your own trading plan.

How It's Calculated

1R equals the distance between your entry price and your original stop-loss price. Your result per share is your exit price minus your entry price on a long trade, or your entry price minus your exit price on a short trade. Divide that result by 1R and you get the trade's R-multiple. Enter $50, stop at $48, exit at $56: 1R is $2, the result is $6, and the trade is +3R.

R-Multiples and Expectancy

R-multiples matter most in aggregate. A strategy's expectancy, the average result you can expect per trade over a large sample, is usually expressed in R rather than dollars: win rate multiplied by average winning R, minus loss rate multiplied by average losing R. A system with a 40% win rate and an average winner of 3R against an average loser of 1R still has a positive expectancy, even though it loses more often than it wins, because the size of the wins relative to the losses is what actually decides whether a strategy makes money over time.

How Traders Use This

Traders log the R-multiple of every closed trade in their journal instead of, or alongside, the dollar result, so that a $50,000 account and a $5,000 account produce a directly comparable track record. It also makes stop discipline visible: if your journal shows a trade at -1.8R when your plan calls for a hard stop at -1R, that gap is the tell that a stop got moved, ignored, or filled with unusual slippage.

Calculator That Uses R-Multiples

Other Glossary Terms

What Is Delta? What Is Theta? What Is Gamma? What Is Implied Volatility? What Is Open Interest? What Is Vega? What Is IV Crush? What Is Reg T? What Are Bollinger Bands? What Is the PDT Rule? What Is Correlation? What Is the Kelly Criterion? Full Glossary →