Risk and position sizing

Daily Loss Limit Calculator

Enter what you have already lost today and see what is left — in money and in trades. The limit only works if it is a number, not a feeling.

Your rules

Today so far

As a positive number. Leave empty at the start of the session.
Room left today
Risk per trade
Daily limit
Full-size trades left today
Losses in a row that reach the limit3
Weekly limitnot set

A daily limit works by being decided in advance, when nothing is at stake. Its whole purpose is to be binding on the version of you that has just lost three trades and can see exactly how to get it back.

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The arithmetic is trivial. The point is elsewhere.

daily limit   = balance × daily %
room left     = daily limit − lost so far
trades left   = room left ÷ risk per trade

A $25,000 account with a 1% per-trade risk and a 3% daily cap has $750 for the day and $250 a trade — three full-size trades before the day is over.

That number is the whole product. Not the percentage, not the philosophy: the count of trades remaining, visible before the session rather than reconstructed after it.

Why the limit needs to exist before the day starts

A per-trade limit protects against one bad decision. A daily limit protects against the sequence that follows one, and the sequence is where accounts actually die.

The pattern is consistent enough to be predictable: two losses, then a larger position to recover them, then a third loss that is bigger than the first two combined. Nothing in that chain violates a per-trade rule — each trade can be exactly 1% — and the day still ends down 8%.

The limit works by being decided when nothing is at stake. Its entire purpose is to bind the version of you that has lost three in a row and can see precisely how to get it back.

The moment the rule gets rounded up

There is a specific state the calculator warns about: what remains is smaller than one full-size trade.

$180 left against a $250 normal position. The choices are a reduced position, which is inside the rule, or a normal one, which is not — and the second requires only a small mental adjustment that nobody would notice.

This is where daily limits are actually broken. Not by ignoring them, but by treating $180 as "basically $250" while already down for the day.

Choosing the numbers

Conventions rather than laws, and the internal consistency matters more than the exact figures:

  • Daily limit at 2–3× the per-trade risk. At 1% a trade, a 3% day means three losses stops you.
  • Weekly limit at roughly 2× the daily, so one bad day does not become a bad week.
  • Monthly at 2× the weekly, as the point where the method itself gets reviewed rather than the sizing.

If the daily limit is ten times the per-trade risk, it is not a limit — it is a number that will never be reached before the damage is done.

On a funded account this stops being a preference. The firm's daily loss limit is a hard boundary that closes the account, and its rules on how it is measured — including whether open positions count — are covered on the prop drawdown calculator.

FAQ

What is a good daily loss limit?

Commonly two to three times the per-trade risk, so that two or three full losses end the session. What matters more than the exact figure is that it is small enough to be reached before a bad day becomes a serious one.

Should the limit include open positions?

On a personal account that is your choice; on a prop account it is decided for you and the answer is often yes. Counting unrealised losses is the stricter reading, and it is the one that prevents holding a loser to avoid registering the loss.

What do I do when I hit the limit?

Stop for the day. The rule exists specifically for the state where continuing feels justified — the number was chosen when you were calm, and that is the version worth listening to.

Is a daily limit different from a max drawdown?

Yes. A daily limit resets each session and controls the sequence within one day. A max drawdown is measured from the account's peak and controls the cumulative damage across many.

How many trades should a daily limit allow?

Three full-size losses is a common setting and a reasonable default. Fewer makes the limit binding on ordinary variance; many more means it will only trigger after the day is already unrecoverable.

This is the plan. What did you actually do?

A calculator tells you the size you should have taken. It cannot tell you the size you took at 2pm after two losers, or how often your stop moved once price went against you. Drop in a statement from MT4/MT5, a broker CSV or a crypto export and see the answer for your own last 90 trades.

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