there’s either a minor typo or a major arithmetical mistake in that sentence
if you have a risk-to-reward ratio of 1:2, any win-rate above 33.3% is profitable (ignoring commissions/spread)
if it had the best net expectancy, yes, of course
but it takes a lot of methodical observation, testing and calculation to know that with confidence
you’ll often see “forum advice” never to trade without a 1:2 ratio or better
this is truly horrible advice: it means that you’re necessarily going to have some really long losing runs
and especially when you’re new, that’s just what you want to avoid
it might even be better to have a (slightly) less profitable method that’s easier to handle
many institutional traders, and some successful retail traders, even have a risk-to-reward ratio of less than 1-to-1
(for example, among professional scalpers, a ratio of 1:0.5 is very common indeed, i’d almost say it’s “universal”, and if you look in almost any of the standard “price action scalping” textbooks, you’ll see detailed explanations of why that’s recommended - it normally goes with a very high win-rate of course (like 85%+), and of course i’m not recommending that you should be a scalper, i’m just using it as one illustrative example that answers your original question)
from looking at the questions you’ve asked in both the recent threads you’ve started, it looks like the concept of “expectancy” (and what it entails) is the thing giving you a problem, right now?