RiskDesk · Free Tool

Risk-Reward Ratio Calculator

Enter your entry, stop and target to get the reward-to-risk ratio, the win rate the trade needs to break even, and what it earns on average once spread and commission are counted.

Reward-to-risk ratio —
Breakeven win rate —
Risk per unit, after costs —
Reward per unit, after costs —
Expectancy —
Expectancy in money —
Ratio before costs —

Educational tool only. Results depend entirely on the values you enter. The ratio assumes your stop and target fill at the prices given; in fast or gapping markets they may not. A win rate you enter is an assumption, not a forecast. Nothing here is financial or investment advice.

What the risk-reward ratio measures

The risk-reward ratio compares what a trade stands to make if it reaches the target with what it loses if the stop is hit. Traders usually write it as 1 : 3 or 3R: risk one unit to make three.

risk = |entry − stop|   ·   reward = |target − entry|   ·   ratio = reward ÷ risk

On its own the ratio says nothing about whether a trade is good. A 1 : 5 trade that almost never reaches its target loses money, and a 1 : 1 trade that works two times in three makes plenty. The ratio only means something next to the win rate, which is why this calculator shows both.

The breakeven win rate

Every ratio implies a minimum win rate below which the strategy loses money over many trades, however good individual trades feel:

breakeven win rate = 1 ÷ (1 + ratio)

Reward : riskBreakeven win rateIn practice
1 : 150.0%You need to be right more often than not.
1 : 1.540.0%Four winners in ten covers the six losers.
1 : 233.3%One winner pays for two losers.
1 : 2.528.6%Roughly two winners in seven.
1 : 325.0%One winner in four breaks even.
1 : 420.0%One winner in five breaks even.

These are breakeven figures before costs. To make money you need to beat them, and by more than it looks once spread and commission are included.

Why a higher ratio is not free

It is tempting to read that table and conclude that you should always aim for 1 : 4. The catch is that the same trade with a more distant target reaches it less often. Moving the target further away raises the ratio and lowers the win rate at the same time, and there is no guarantee the trade-off favours you.

The honest way to choose a target is the same as for a stop: put it where the market gives you a reason, such as the next resistance level, a measured move or a multiple of the instrument’s typical daily range, and then check the ratio. If the ratio is poor, skip the trade. Pushing the target out until the number looks good only changes the label on the same bet.

Costs change the ratio more than you expect

Spread and commission are paid on every trade, whichever way it goes. A round-trip cost makes every loss bigger and every win smaller, so it hits the ratio from both sides. The tighter your stop, the larger the share of the trade that costs consume.

Enter costs in price terms per unit: on a stock, the spread in dollars plus commission per share; on a currency pair, the spread in the pair’s price (1.2 pips on EUR/USD is 0.00012). The calculator adds the cost to the stop distance and takes it off the target distance.

A worked example

A long trade on a stock at $50.00, with the stop at $48.50 below a support level and the target at $54.50 at the next resistance. Round-trip costs are $0.10 a share.

  • Risk before costs: $50.00 − $48.50 = $1.50; reward: $54.50 − $50.00 = $4.50. Ratio 1 : 3.00, breakeven win rate 25.0%.
  • After costs: risk $1.50 + $0.10 = $1.60; reward $4.50 − $0.10 = $4.40. Ratio 1 : 2.75, breakeven win rate 26.7%.
  • If this setup reaches its target 35% of the time, expectancy is 0.35 × 2.75 − 0.65 = +0.31R per trade.
  • Risking $500 a trade, that averages +$156.25 per trade over a large number of trades. Individual trades are still either −$500 or +$1,375.

Ten cents a share sounds trivial, but it moved the breakeven win rate by almost two percentage points. On a scalping stop of $0.30, the same cost would be a third of the risk.

Expectancy and R-multiples

Expectancy combines the two numbers into the one that decides whether a strategy is worth trading:

expectancy (R) = win rate × ratio − (1 − win rate)

Measuring it in R, the amount risked on each trade, makes results comparable across instruments and account sizes. A trade that makes twice what it risked is +2R whether it was $40 on a small account or $4,000 on a large one. Positive expectancy is the requirement; the size of it, and how steady it is, decides how much you can safely risk per trade. Risk of ruin covers that step.

Use your own records for the win rate, not a hoped-for figure. A win rate from fewer than 30 to 50 trades is mostly noise, and one taken from trades where you moved the target is measuring a different strategy.

Planned R versus the R you actually get

The calculator shows the planned ratio. The realised one is usually lower, for predictable reasons:

  • Early exits. Closing a winner before the target turns a planned 3R into 1.5R, which quietly changes the breakeven win rate.
  • Slippage on stops. A stop that fills beyond its level makes the loss bigger than 1R.
  • Moved stops. Widening a stop to avoid being taken out makes the loss bigger than planned and breaks the ratio entirely.
  • Partial targets. Taking half off at 1R and running the rest gives an average R somewhere between the two, not the full target.

A journal that records the R of every closed trade is the only way to know which ratio you are really trading. Once the stop and target are set, the position size calculator turns the stop distance into the number of shares, lots or contracts that risks exactly the amount you chose.

Plan the ratio before every trade, not after.

RiskDesk sets the stop from the instrument’s Average Daily Range, shows reward-to-risk targets from 1.5:1 to 4:1, sizes the position to your risk, and records the R you actually achieved in a journal.

Frequently asked questions

What is a good risk-reward ratio?

There is no single good ratio, because it only matters next to your win rate. A 1:2 ratio needs a win rate above 33.3% to be profitable, and 1:3 needs more than 25%. Many traders look for at least 1:1.5 to 1:2 so that costs and imperfect exits do not wipe out the edge, but a high win-rate strategy can work well below 1:1.

How do you calculate the risk-reward ratio?

Take the distance from entry to target and divide it by the distance from entry to stop loss. A long trade at 50 with a stop at 48.50 and a target at 54.50 risks 1.50 to make 4.50, a ratio of 1:3. Include spread and commission by adding them to the risk and taking them off the reward.

What win rate do I need for a 1:2 risk-reward ratio?

At least 33.3% before costs, from the formula 1 divided by (1 + ratio). One winner at 2R covers two losers at 1R each. After spread and commission the real breakeven is a little higher, so you need to beat 33.3% by a margin to make money.

Is a higher risk-reward ratio always better?

No. A more distant target raises the ratio but is reached less often, so the win rate falls at the same time. What matters is expectancy: win rate times ratio, minus the loss rate. Set the target where the market gives a reason, then check whether the ratio is worth taking.

What does R mean in trading?

R is the amount you risk on a trade, the distance from entry to stop multiplied by position size. Results are measured in multiples of it: a trade that makes twice what it risked is +2R, and a full stop-out is -1R. Measuring in R makes results comparable across instruments and account sizes.