Scale-in maths

ATR Scale-In R Multiple Calculator

Test how ATR stop distance, scale-in spacing, position size, and total move affect the total R result of a trade.

Selected move result 24.00R 3 total entries · 1 initial + 2 scale-ins

Inputs

Stop distance (ATR) Scale-in every (ATR) Maximum additional scale-ins Scale-in sizing mode Custom size sequence Stop-out model Trailing stop distance (ATR) Stopped after pullback (R) Assumed losing trade (R) Expectancy targets (R) Selected total move (ATR) Comparison moves

Model: first entry at 0 ATR, then add additional scale-ins every scale-in distance up to the selected move or maximum additional scale-in cap. Size multipliers weight each entry; 1R is based on one 1x unit's stop distance.

24.00Rtotal R

8.00Raverage R per 1x

3total entries

3xtotal position size

Readout

A 9 ATR move with a 1 ATR stop, 1 ATR scale spacing, 2 additional scale-ins, and equal size produces 24.00R total R from all entries combined. That is 3 entries: 1 initial + 2 scale-ins, with 3x total position size. Average R per 1x unit is 8.00R.

Comparison moves

selected structure

Required win rate

Using 4.50R average winner and 1.00R average loser.

expectancy maths

18.2%break-even win rate

1.75Rexpectancy at 50% wins

Stop-out risk

original stop · stop at -1 ATR

if stopped now

-6.00RR if stopped

-1 ATRstop level

1 ATRweighted entry

If the trade is stopped at -1 ATR, the combined position would be -6.00R.

What the stop models mean

Original stop: the stop stays behind the first entry. Every extra scale-in adds more exposure, so the loss can grow quickly.
Combined breakeven stop: the stop is placed at the weighted average entry price, so all open entries together would be about 0R if stopped.
ATR trailing stop: the stop sits a fixed ATR distance behind the selected total move. Example: 9 ATR move with a 1 ATR trail means stop at 8 ATR.
Stopped after X R pullback: the stop is set X R back from the selected move, converted into ATR using the stop distance.

Entry ladder

Compact view of where entries are added, their size multipliers, and how much each contributes at the selected move.

0 to 9 ATR

Preset structure comparison

Same formula, different stop and scale spacing. Bars show total R from adding the weighted entries together.

total R

Assumptions

Entry contribution: P&L per entry = size multiplier × max(total move ATR - entry ATR, 0) / stop distance ATR R.
Headline result: total R = summed weighted entry R across all entries. Average R per 1x unit is shown separately for context.
Required win rate: target expectancy uses win rate × average winner R − loss rate × assumed loser R. Costs and execution mess are not included, because goblins insist on arriving later.
Stop-out risk: original stop keeps the first stop level, combined breakeven uses the weighted average entry so all entries together are around 0R if stopped, ATR trailing places the stop the chosen ATR distance behind the selected move, and X R pullback converts R into ATR using the stop distance.
Size multipliers: 1x means the original unit size. Custom sequences repeat the last value if there are more entries than values.
Scale-in count: additional scale-ins exclude the initial entry at 0 ATR. Total entries = 1 initial entry + additional scale-ins.
Not a trade-management simulator: real stop movement, slippage, spread, partial exits, skipped fills, and position limits can change the result. A breakeven-stop simplification can be useful later, but this v1 keeps the path out of it.