Risk-Reward Ratio: The Numbers That Actually Matter

Risk-reward ratio visualization
Dark themed visualization of a balance scale with risk on one side (smaller, red) and reward on the other (larger, green/cyan). Mathematical ratio symbols floating around. Shows the asymmetric relationship between risk and reward. Deep navy background with glowing elements and professional trading aesthetic.

"Never take a trade under 3:1 risk-reward." You've heard this advice. It sounds smart. It's also incomplete.

Risk-reward ratio matters, but not in the simplistic way most traders think. The real math involves probability, and ignoring that leads to worse trading decisions.

Here's how risk-reward actually works.


The Basic Math

Risk-reward ratio compares what you might lose to what you might gain.

The formula: Risk-Reward Ratio = Potential Loss / Potential Gain

Example:

  • Entry: $100
  • Stop loss: $95 (risking $5)
  • Target: $115 (potential gain $15)
  • Risk-Reward: 1:3 (risking $1 to make $3)

On paper, this looks good. You can be wrong twice and right once and still profit. But this ignores something critical: how often does the trade actually reach the target?


The Missing Variable: Win Rate

Risk-reward means nothing without probability. A 1:10 risk-reward trade that only wins 5% of the time is terrible. A 1:1 trade that wins 70% of the time is excellent.

Expectancy formula: Expectancy = (Win Rate × Average Win) - (Loss Rate × Average Loss)

Let's compare two traders:

Trader A (high R:R, low win rate):

  • Risk-reward: 1:3
  • Win rate: 30%
  • Expectancy: (0.30 × $3) - (0.70 × $1) = $0.90 - $0.70 = +$0.20 per $1 risked

Trader B (low R:R, high win rate):

  • Risk-reward: 1:1
  • Win rate: 60%
  • Expectancy: (0.60 × $1) - (0.40 × $1) = $0.60 - $0.40 = +$0.20 per $1 risked

Same expectancy. Different approaches. Neither is inherently superior - they're mathematically equivalent.


The Break-Even Point

For any risk-reward ratio, there's a minimum win rate needed to break even.

Break-even win rate = 1 / (1 + Reward/Risk)

  • 1:1 R:R requires 50% win rate to break even
  • 1:2 R:R requires 33% win rate to break even
  • 1:3 R:R requires 25% win rate to break even
  • 1:5 R:R requires 17% win rate to break even

This is why high R:R isn't automatically better. Yes, you can be wrong more often. But will you be? The further your target, the lower the probability of reaching it.


The R:R Trap

Here's how traders misuse risk-reward:

Trap 1: Artificial targets

You want 3:1 R:R, so you place your target 3× your stop distance from entry. But the target is in no-man's land - no structure, no reason for price to reach it. You've created the illusion of good risk-reward without actual edge.

Trap 2: Ignoring probability

A target at major resistance has lower probability than a target at minor structure. Stretching for better R:R often means worse probability - and worse expectancy.

Trap 3: One-size-fits-all

Different setups have different natural targets. Breakout trades might run 5:1. Mean reversion trades might only offer 1:1. Forcing uniform R:R across all trades ignores what the market is actually offering.


Structure-Based Targets

Better approach: let market structure determine your targets.

Natural target locations:

  • Prior swing highs/lows
  • Major support/resistance levels
  • Volume profile nodes
  • Measured move projections
  • Fibonacci extensions (if you use them)

Calculate R:R after identifying these levels, not before. If the natural target only offers 1.5:1, that's the trade's actual risk-reward - not some arbitrary multiple of your stop.

Then ask: given this R:R and my estimated probability, is expectancy positive?


Partial Profits and R:R

Many traders take partial profits, which complicates R:R calculation.

Example:

  • Risk: $100
  • Take 50% off at 2:1 (+$100)
  • Move stop to breakeven
  • Let remaining 50% run to 4:1 (+$200) or get stopped at breakeven ($0)

If the 4:1 target hits 40% of the time after the first target is reached:

  • Average winner: $100 + (0.4 × $200) = $180
  • Original R:R appears lower, but you've locked in profit while maintaining upside

Partial profits reduce headline R:R but can improve psychological execution and reduce variance.


What Actually Matters

Stop optimizing for risk-reward ratio. Optimize for expectancy.

Good trades have:

  • Positive expectancy (R:R × win rate produces profit)
  • Structure-based stops (invalidation makes sense)
  • Structure-based targets (reason for price to reach them)
  • Sufficient R:R for your win rate (math works)

The minimum R:R you should accept depends on your win rate:

  • 60% win rate: minimum 1:1
  • 50% win rate: minimum 1.5:1
  • 40% win rate: minimum 2:1
  • 30% win rate: minimum 3:1

Know your historical win rate. Use it to filter trades.


The Bottom Line

Risk-reward ratio is half the equation. Win rate is the other half. Together they create expectancy - the only number that determines long-term profitability.

Don't force artificial R:R targets. Don't ignore probability. Don't treat all trades the same.

Let structure define your stops and targets. Calculate R:R from reality, not fantasy. Then verify the math works for your actual win rate.

Confluence scoring can help estimate probability. When cycle phase, volume regime, and multi-timeframe alignment all agree, probability is higher - and lower R:R becomes acceptable. When signals conflict, higher R:R is needed to compensate for lower probability. The math always governs.


Augury Grid's 5-point scoring system quantifies setup quality, giving you data to estimate probability on each trade. Higher confluence scores correlate with higher win rates, allowing you to accept lower R:R on the best setups while demanding higher R:R on marginal ones.

See confluence scoring →