may I ask you what data do you check and analyze? as you mentioned you checked plenty of data.
Well. I journal date, day, instrument, points stop loss, monetary risk, screenshot of final trade, profit/loss, relative profit/loss measured in R, if the trade was a win a loss or a breakevenish trade. I also - and maybe this is something i do different - journal other trade management methods.
With this data i calculate various of other metrics and analyze my trading: For example i know that i could have a winning % higher than 50 % with a 1:1 RRR, but i know too that most of my trades running 1:1 also run 1:1,5 and nearly every trade that runs 1:1,5 also runs 1:2. In addition to that if a trade runs 1:1 and then turns around to breakeven, the chance is very high, that it is just a pullback and it continues in trend direction and hitting TP. This is why 1:2 âall or nothingâ is my management. There are times when a trade runs like 1:1,8 R and then stops me out. It is very hard when this happens, but i just act based on my numbers.
are they numbers youâve actually proved over a thorough, accurate backtest of a statistically significant sample-size? or âconfident impression numbersâ?
you may be right, of course 
i think everyone i have ever known who has believed more or less the same as you and who has actually been persuaded, in spite of their high degree of confidence, to run an appropriate, statistically significant backtest, has been absolutely astonished by the results, reduced their reward-to-risk ratio, going forward, and increased their PF by doing so
itâs really very, very counterintuitive, i know
but one is perhaps entitled to winder why institutional traders almost universally use a far lower R than retail traders?
you know me well enough to know that i intend this observation helpfully, not argumentatively or as a criticism! 
No they are live trading numbers. But in the beginning, before i had the data, i only had those âconfident impression numbersâ 
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I donât know. Maybe it is because i only trade the open of indices? I specialized so muchâŚ
Maybe you are right and the tide will turn. But i still believe in my 1:2 RRR 1:1 would be 9 R in profit this year and with 1:2 i am 28 R in profit. The difference is so huge that i have no choice but to continue.