Imported R is only as real as the stop.

R needs a stop — the risk you committed to before the outcome. Some broker exports include that stop-loss column; many give you only fills and P&L. When a real stop and a real exit both survive the import, R follows deterministically from entry, stop, and exit — the same math as a trade you journal by hand. When the export carries no stop, there is nothing to measure the result against, so the trade is recorded in % or dollars instead. R is recovered when it is genuinely there, and left blank when it is not.

The tempting shortcut is to back-fill a plausible stop for the trades that lack one, so everything shows an R. That would be a lie, and a contagious one: a fabricated R flows into your expectancy, your average win, your grade-vs-outcome analysis, and every stat downstream. One invented number quietly poisons the whole dataset. So the rule is narrow and firm — recover R from a stop that actually survived the export, and never manufacture one that did not. A missing R is not a gap in the product; it is the product refusing to guess.

Even when R is recovered, an import is weaker evidence than a trade you journaled live. The exported stop is the one that sat on the ticket — not proof that you set it before you entered and never moved it. So imported history is genuinely useful for the record — tax, review, your equity curve — and its recovered R is real math. But your most trustworthy stats are the ones you build forward, deciding risk before the outcome, trade after trade. That is the line the Journals page draws between the R lens and the % lens.