Skip to content
Glossary

R-multiple

A trade result expressed as a multiple of the risk you defined (1R). It makes setups comparable regardless of position size in PLN.

Definition

An R-multiple expresses a trade result as a multiple of the risk defined in advance (1R = the distance from entry to stop-loss in money). It makes setups comparable: +2R is twice what you risked, whether the trade was in forex or in stocks.

Example

You risk 150 PLN to your stop (1R). You close with a profit of 300 PLN → +2R. Another position loses 150 PLN → −1R. In your journal you compare series in R, not just in “feelings” and raw PLN at varying size.

Anti-example / common mistake

Moving the stop after entry and still calling it “a −1R trade”, or entering without a defined 1R. Without a fixed definition of R the metric is useless.

Stop-loss and R-multiple

Structure sources

Materials behind this definition — documentary sources, not recommendations.

  • Van K. Tharp — "Trade Your Way to Financial Freedom" (book; no online version)

Who writes this and how we check it

The materials are written and verified by Redakcja Kurs Tradera — the rules are described on about the site: every number has a source, and we show gaps openly. Report a factual error via contact — corrections are described in the content.

Last content update: