Plot every trade as a multiple of its initial-risk and look at the shape. A typical trend-following distribution has a tall bar between minus 1R and minus 0.5R, a cluster of small winners, and a thin tail stretching past plus 5R. A mean-reversion distribution looks the opposite: a dense cluster of small winners and a short, fat left tail.
Three things to read off it. Where the losses cluster, which tells you whether stops are honoured; how much of total profit sits beyond plus 3R, which tells you how dependent the edge is on outliers; and whether any trade exceeds minus 2R, which tells you the risk control failed at least once.
It also disciplines expectations. A strategy whose modal outcome is minus 1R and whose mean is plus 0.3R will feel like losing most of the time, and knowing the shape in advance is what allows a trader to sit through the ordinary version of that feeling.
Related: r-multiple, initial-risk, return-skew, outlier-dependence