Who this is for — Traders watching only win rate. High win rate with low average win = pocket change; winner magnitude matters.
Average win is the mean of closed profitable trades: sum of profits ÷ number of wins. Express in R to compare setups and periods. Key component of expectancy and payoff ratio.
In plain terms — How much your wins «weigh» when you are right.
Formula and reading
Average Win = Σ winning profits / n. winning trades
| In R | Interpretation |
|---|---|
| ~1R | Risk-symmetric target |
| 2–3R | Asymmetric setups, runners |
| < 0.8R | Suspected early exits |
How to raise it (without fantasy)
- Setups with structural R/R ≥ 1:2 toward liquidity
- Scaling out + runner with trailing stop
- Stop early exits in review — do not raise size
Typical mistake — High average win but 5% win rate — lottery, not a system.
Example — 40 wins: 30 at +1.2R, 10 runners at +4R → average win ≈ +1.9R.
Summary card
- Pair: always with average loss.
- Unit: R preferred.
- Alert: monthly drop → early exits.
Silver path — Metrics module. Index: Silver path.