Risk and position sizing

Martingale Calculator

Martingale is not irrational — it is a trade of many small wins for one rare total loss. Enter the numbers and see the size of that trade before you take it.

The system

Classic martingale doubles. 1.5 and 3 are both common in the wild.

The streak you must survive

To see how far down the sequence the account actually reaches.
Capital needed to survive the streak$102,300.00
Risk on the last position$51,200.00
Times the first position512×
Losses your balance survivesenter balance

Martingale converts a high win rate into a small, steady profit and one rare, total loss. Nothing in the arithmetic is wrong; what is wrong is the intuition that a long losing streak is unlikely. At a 60% win rate, ten losses in a row happen roughly once every ten thousand trades — which is a few years of daily trading, not never.

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The arithmetic

Each position is the previous one multiplied by a constant after a loss:

position at step n = first position × multiplier^(n − 1)
capital to survive n losses = first × (multiplier^n − 1) ÷ (multiplier − 1)

Doubling from a single unit, the sequence runs 1, 2, 4, 8, 16, 32, 64, 128, 256, 512 — and surviving all ten requires 1,023 units. Not ten times the first position. A thousand times.

That is the whole reason this page exists. Nobody plans to risk a thousand units. They plan to risk one, and the sequence quietly commits them to the rest.

Losses in a row Capital needed (doubling) Final position
5 31× 16×
8 255× 128×
10 1,023× 512×
12 4,095× 2,048×
15 32,767× 16,384×

Why it feels like it works

Because for a long time it does. Every completed sequence recovers all previous losses and adds one unit of profit, so the equity curve is a clean staircase — dozens of small green steps, then dozens more. It looks like an edge and reads like consistency.

What is actually happening is that the losses are being deferred rather than avoided. They accumulate off-screen, invisible until the streak arrives that the account cannot fund. Then the whole staircase is repaid at once, from the largest position in the sequence.

This is the honest description: martingale converts many small wins and one enormous loss into something that resembles a strategy. It does not change expectancy at all — a negative edge stays negative, and the doubling only decides the shape of the arrival.

The streak is not as unlikely as it feels

The intuition that ten losses in a row will not happen is where the system does its real damage.

At a 50% win rate, the probability of ten consecutive losses on any given attempt is about one in a thousand. Over a few thousand trades — a normal year for an active trader — it is close to certain. At a 60% win rate it is roughly one in ten thousand per attempt, which sounds safe until you notice that a few years of daily trading is exactly that many trades.

And the streak does not need to be improbable to matter. It only needs to happen once, because the position that ends the account is the largest one you have ever taken, placed at the worst moment you have ever had.

Where it shows up without the name

Martingale is rarely chosen deliberately. It arrives as behaviour:

  • adding to a loser to "improve the average";
  • doubling size after a losing day to get back to flat;
  • widening a stop and increasing size because the level "still holds";
  • grid systems, which are martingale with a schedule.

These feel like separate decisions in the moment. In the account they are one sequence, and the recovery arithmetic applies to what is left afterwards.

FAQ

Does martingale work in trading?

It produces a high win rate and a smooth-looking equity curve, and it does not improve expectancy at all. A negative edge stays negative; the doubling only changes when the losses arrive and how large the final one is. The strategy trades many small wins for one rare total loss.

How much capital does a martingale need?

Far more than people assume. Doubling from one unit needs 1,023 units to survive ten losses in a row and 4,095 to survive twelve. Because the requirement grows geometrically, adding two more steps of protection roughly quadruples the capital.

What is anti-martingale?

Increasing size after wins and decreasing after losses — the opposite exposure. It produces choppier results and a much smaller worst case, because the largest positions occur while the account is growing rather than while it is in trouble. Most professional position-sizing schemes are closer to this shape.

Is grid trading the same as martingale?

Closely related. A grid places orders at intervals and usually increases size on the losing side, which is a martingale on a price schedule instead of an outcome schedule. The failure mode is identical: a sustained trend produces the largest positions in the worst direction.

Why do prop firms ban it?

Because the payoff shape is exactly wrong for a funded account. Martingale looks profitable for the length of an evaluation and then loses everything at once — and the firm carries that loss. Many rulebooks prohibit it directly, and others catch it through consistency rules that flag the uneven position sizing.

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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