What is R and how do I read my backtest in it?
Strategy › Results › Read it in R
R is one unit of what a trade risked. Read it in R takes a winning trade from your own run and says it in those terms: the average loser cost this much, so that is one R, and this win made three of them. Under it, the average R per trade, the longest losing streak and a quality score with its sample size.
Step by step
- The worked tradeOne real trade from the run, in money and then in R, so the unit is yours before the numbers are.
- Average R per tradeWhat a trade is worth over many. Positive means the rules pay over time; the size of the number says how much.
- Longest losing streakThe most losses in a row the test saw. Live trading can produce a longer one.
- Quality scoreAverage R over how much R varies, scaled by the number of trades up to one hundred. Below two is hard to trade, three and up is strong. Under thirty trades the row says small sample.
- Why RIt makes a run on five hundred dollars comparable with one on fifty thousand, and a fifteen-minute idea with a daily one.
Try it now
Strategy › Results › Read it in R. The free plan needs no card.