Risk and position sizing

Losing Streak Calculator

Risking 2% does not mean surviving fifty losses. Each loss is taken from a smaller balance — enter your sizing to see where it actually leads.

Your sizing

Your record (optional)

To see how likely such a streak actually is.
Losses in a row to lose half the account35
To lose 25%15
To lose 90%114
Balance after 10 losses in a row
Odds of 10 losses in a rowenter win rate
Trades before that is likelyenter win rate

The account never reaches zero, because each loss is a percentage of what remains — which is precisely why "I would stop before that" is not a plan. The damage is done long before zero: past a 50% drawdown the recovery required is larger than the run that caused it.

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Why it is not simple division

Risking 2% of $25,000 is $500. Fifty of those is $25,000, so fifty losses empties the account — except that is wrong, and the way it is wrong matters.

Each loss is 2% of what remains, not of the original balance:

balance after n losses = balance × (1 − risk)ⁿ
losses to lose share X = ln(1 − X) ÷ ln(1 − risk)

At 2% per trade it takes 35 consecutive losses to halve the account, and 114 to lose 90%. The account approaches zero without ever reaching it.

That sounds reassuring and is not, because the damage that ends a trading career happens long before zero.

Risk per trade Losses to −25% To −50% To −90%
0.5% 58 139 460
1% 29 69 230
2% 15 35 114
5% 6 14 45
10% 3 7 22

The number the table does not show

A streak length means nothing without its frequency, which is why the win rate field is here.

At a 45% win rate, each trade loses 55% of the time. Ten losses in a row is 0.55¹⁰ ≈ 1 in 400 — so across a few thousand trades it is not unusual, it is expected. At a 35% win rate it is roughly 1 in 75, which is several times a year for an active trader.

Put those together and the picture changes. Ten losses at 5% per trade leaves 60% of the account, and it is an event that arrives on a schedule rather than a catastrophe that might. Sizing has to survive the streak that will happen, not the average that will not.

Why the survivable number is smaller than the arithmetic one

Two things end accounts before the mathematical limit:

Recovery is asymmetric. Down 50%, you need +100% to return — a larger run than the one that caused it, and the recovery calculator shows how fast that gap widens.

Behaviour breaks first. Deep drawdowns change how people trade: sizes go up to recover faster, stops widen, rules that held for months stop holding. The mathematical hole is deep; the behavioural one is what finishes the account, and it opens somewhere around 20–30% rather than 90%.

Which is why the honest planning number is not "how many losses until zero" but "how many until I stop trading the plan".

FAQ

How many losses in a row can I survive?

At 1% per trade, 69 consecutive losses halve the account; at 2%, 35; at 5%, 14. The account never reaches zero because each loss is a percentage of what remains — which is also why the arithmetic answer is not the practical one.

How likely is a ten-trade losing streak?

At a 50% win rate, about 1 in 1,000 per attempt, which over a few thousand trades is close to certain. At 45% it is roughly 1 in 400, and at 35% about 1 in 75.

Is 2% per trade too much?

It is a common upper bound rather than a mistake. At 2%, ten losses leave 82% of the account and twenty leave 67% — survivable, but the drawdowns are deep enough that most traders change their behaviour before the arithmetic becomes the problem.

Does a losing streak mean my strategy stopped working?

Not by itself. A run of ten losses at a 45% win rate is ordinary variance and says nothing about the method. What distinguishes variance from a broken strategy is sample size, which is what the [expectancy calculator](/tools/expectancy-calculator) puts a range around.

Should I reduce size after losses?

Reducing after losses lowers the depth of the drawdown and slows the recovery — the opposite of a martingale, and the shape most professional sizing schemes use. It is a legitimate choice; deciding it in advance rather than during the streak is what makes it one.

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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