Per-trade evaluation · Free tool
An R-multiple expresses a trade's outcome as a multiple of its initial risk. A trade where you risked ₹2,000 and made ₹4,000 is +2R. R-multiples let you compare every trade you've ever taken on a single scale.
Add trades below to compute aggregate R-multiple statistics. Trades persist in this browser tab only — nothing is transmitted or stored on our servers.
| # | R | P&L | Type |
|---|
R-multiple = (Exit − Entry) / (Entry − Stop)
For longs: positive R = profit, negative R = loss. For shorts: the formula flips. A −1R trade lost exactly the planned risk amount (stopped out cleanly). A +2R trade earned twice the planned risk.
Speaking in rupees mixes apples and oranges across different account sizes. Speaking in R-multiples lets you compare every trade you have ever taken — across accounts, across years, across instruments — on a single scale. Win rate × R-multiples = expectancy, the actual scoreboard of your strategy.
At Foundation level, take only setups with planned 1:1.5 risk-reward (i.e., +1.5R target). Stage 2 graduates often work toward 1:2 minimum.
Educational tool. Computes mathematics on inputs you provide.