R-multiple

Definition. A trade's outcome expressed as a multiple of the amount risked: a $250 gain on $100 of risk is +2.5R; a stopped-out trade is −1R.

An R-multiple expresses a trade's outcome as a multiple of the amount risked on it. Risk $100 and make $250: the trade is +2.5R. Risk $100 and the stop is hit: −1R.

R is the planned dollar risk — stop distance times position size — fixed before entry. Measured this way, results become comparable across instruments and account sizes, and a set of trades sums cleanly: 30 trades netting +8R at $100 risk per trade is +$800.

The convention exposes discipline. Losses beyond −1R mean a stop was moved, skipped, or slipped badly; a results distribution containing −2R and −3R entries is a risk-control problem that no strategy tweak fixes. Average R per trade over a sample is expectancy in its most portable form, and a journal kept in R shows decision quality regardless of balance.

In a prop-firm challenge

Defining R against the rules keeps the math honest. With a $500 daily loss limit, risking $100 per trade means the day survives at most five full losses; risking $250 means two. Choosing R as a small fraction of the daily allowance — and treating the allowance as a fraction of max drawdown — is the sizing chain most evaluation guidance reduces to.

Related terms

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