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Risk Management

Position Sizing: How Much to Risk on a Single Trade

Position sizing answers the question "how large a position to open," based on how much you are willing to lose if the trade goes wrong. The basic and most robust approach is to risk a small fixed share of your capital per trade — for example 1%.

Риск на сделку фиксирован → объём подстраивается под стопбольшеузкий стопумеренносредний стопменьшеширокий стопвысота столбца = размер позиции
Risk per trade is fixed as a percentage of capital; the position size adjusts to the width of the stop, not the other way around.

How Position Size Is Calculated

Position size is derived from the distance to the stop-loss, not eyeballed. The further the stop, the smaller the position for the same money risk, and vice versa. This calculation keeps the risk per trade constant regardless of the instrument's volatility or the width of the stop.

How Stop Width Affects Position Size (money risk fixed)
Stop-lossPosition size
Tight stopLarger position
Medium stopModerate position
Wide stopSmaller position

Why Specifically a Fixed Percentage

The point of the rule is protection against a losing streak, which over the long run is inevitable for any strategy. At 1% risk, even ten losing trades in a row shrink the deposit by roughly 10% rather than zeroing it out. That leaves both your capital and your mindset able to keep trading the system.

Why sizing matters more than entries
A system with mediocre signals but disciplined risk survives. A system with excellent signals and all-in risk will sooner or later be ruined by a single losing streak.
Fixed % risk
  • Risk per trade stays constant
  • Position adjusts to the stop
  • A losing streak does not zero the account
Fixed lot / eyeballing it
  • Risk jumps from trade to trade
  • A wide stop = a hidden large loss
  • A single streak can ruin the deposit

In brief

From research to application

In our Allocation product we implemented these algorithms with all the nuances covered across the portal.

Learn about Allocation