Suppose I have backtested my strategy. 800 wins and 800 losses. With each trade having an average r/r of 2:1. However each trade has a different r/r. So one trade might be a r/r of 3:1 and another a r/r of 1:1. Should the kelly still be calculated as (2 (average r/r) * 0.5 (win rate) - 0.5 (loss rate)) / 2 (average r/r) or is that not correct?