Risk the same amount every time. Let the math size the trade.
Dollar risk = balance × risk %. Lot size = dollar risk ÷ (stop distance × value per point for 1 lot). We always round down, so you never risk more than you chose. Works for buys and sells.
Your result appears here.
The safest risk is the smaller of the 2 numbers above. Keep it the same on every trade, from day 1 to payout week.
Free. Enter your email to see your safest risk per trade. We'll also send you a short prop sizing guide.
No spam. Unsubscribe any time.We play your trades out 2,000 times. Each trade wins at your win rate and pays your reward : risk, or loses 1 risk. Same edge, different order of wins and losses. That's why the runs spread out so much. The drawdown check uses your max drawdown from the prop firm check (trailing follows your highest balance). Daily limits aren't modeled here.
A strategy with a real edge still loses several trades in a row. That's normal variance, and the strategy can be working fine. The problem starts when the risk per trade is so high that an ordinary losing streak reaches the firm's limit before the edge has time to show.
We simulated 200,000 runs of 100 trades each. At a 50% win rate, the typical longest losing streak was 6 trades, and 55% of runs hit 6 or more losses in a row at some point. 1 in 10 runs went through a drawdown of about 12 times the risk per trade. At a 40% win rate the typical longest streak was 7 trades.
The firm allows a $1,000 daily loss limit and a $2,000 max drawdown. You take a maximum of 3 trades a day, and your strategy wins about half the time.
Say the firm allows a 5% daily loss ($5,000) and a 10% max drawdown ($10,000), static. The strategy wins about 50% of the time.
| Risk per trade | Losses to daily limit | Losses to max DD | 1-in-10 rough patch |
|---|---|---|---|
| 2% ($2,000) | 2 | 5 | $24,000: fails |
| 1% ($1,000) | 5 | 10 | $12,000: fails |
| 0.5% ($500) | 10 | 20 | $6,000: survives |
| 0.25% ($250) | 20 | 40 | $3,000: survives |
Same trader, same strategy. At 1% risk, a rough patch that 1 in 10 traders will meet is enough to breach the account. At 0.5% the same patch fits with room to spare. The calculator runs this check on your own numbers.
With a static drawdown the floor stays at your starting balance minus the limit, so every dollar of profit adds to your buffer. With a trailing drawdown the floor follows your highest balance, so open or closed profit you give back still counts against you. Trailing rules leave less room for a losing streak, which usually means a smaller risk per trade.
Knowing the right size is the easy half. Holding it after 2 red trades, or when the profit target is 1 trade away, is where plans break. The gap between knowing and doing is behavioral, and it follows a pattern. Inside the Trigger covers the 8 patterns that breach prop firm accounts, the research behind each one, and what to do in the moment, on the evaluation and on the funded account.
It works out two things. First, your position size: how many lots or contracts to trade so that hitting your stop loses exactly the amount you chose. Second, whether that risk per trade is safe for your evaluation: how many losing trades in a row you can take before you hit the firm's daily loss limit or maximum drawdown.
Use the 2-step rule. Step 1: divide your daily loss limit by your max trades per day. Step 2: divide your max drawdown by a normal rough patch for your strategy (about 12 losing trades' worth at a 50% win rate). Take the smaller number, and keep it as the same % of your account on every trade. The calculator above does both steps for you.
More than you might expect. In our simulation of 100 trades at a 50% win rate, the typical longest losing streak was 6 trades, and 55% of runs had 6 or more losses in a row at some point. At a 40% win rate the typical longest streak was 7. A losing streak can happen while the strategy is working fine.
A static drawdown is measured from your starting balance, so the floor never moves. A trailing drawdown follows your highest balance (or highest equity, depending on the firm), so the floor moves up as you make money. With a trailing drawdown, profits you give back count against you, which leaves less room for a losing streak.
Divide your risk in dollars by your stop distance multiplied by the value of that move for 1 lot. For EURUSD, a standard lot is worth about $10 per pip, so risking $500 with a 25 pip stop gives 500 / (25 x 10) = 2.00 lots. For gold (XAUUSD) 1 lot is usually 100 oz, so a $1.00 move is worth $100. The calculator rounds down so you never risk more than you entered.
Yes. Choose ES, NQ, MES or MNQ and the calculator uses the standard point values: $50, $20, $5 and $2 per point per contract. Futures sizes are whole contracts, so the result is rounded down to the nearest contract.
Any firm with a daily loss limit and a maximum loss or drawdown limit. Copy both numbers from your firm's rules page, in dollars or as a percentage. Rules change and differ between account types, so always check the current rules for your exact account. Mind vs The Market is not affiliated with any prop firm.
Yes. The position size result is free with no sign-up. Your fixed risk per trade and the survival check ask for an email, so we can send you the result breakdown, a short prop sizing guide.
The calculator gives you the size. Holding that size after 2 red trades, or when the profit target is 1 trade away, is the hard part. Inside the Trigger shows you the 8 patterns that breach prop firm accounts and what to do before the next click.
See Inside the TriggerEducational tool, not financial advice. Pip and point values are typical for USD accounts and standard contracts; brokers and firms differ, so always check your own contract specs and your firm's current rules. Streak and drawdown figures come from simulated runs of independent trades at a fixed risk; real trading usually varies more, not less. Mind vs The Market is not affiliated with any prop firm. Privacy Policy · Terms and Refunds · mindvsthemarket.com