#### acerungood

##### Newbie

I'm currently working on a mathematical strategy based on taking random trades in random markets but wanted to double-check my figures.

Obviously, we can be pretty sure that if you enter a trade in a random market, at a random time, in a random direction (short/long) with a risk of

**1:1**, you will be successful

**50%**of the time. Either it hits your stop or your target, it can't go in between.

However, I've applied similar logic for if you enter a "random" trade with a risk of

**2:1**- you will be successful

**33%**of the time (1/3).

This is the intuitive answer, but I was wondering if this could differ slightly from the 1:1 example due to market volatility? Of course, in theory, you will be meeting a "random" amount of volatility which could favour or not favour your 2:1 but would you still expect a "true odds" return of 1/3?

Be interested to hear your thoughts.

Cheers