Risk per trade is the maximum dollar loss accepted on a single trade if the stop is hit, normally expressed as a percent of account equity. Industry consensus for retail discretionary traders is 1–2% per trade; systematic / portfolio approaches often size lower (0.25–0.5%) since correlated positions stack risk.
Risk per trade is the input to position-size math: with risk_per_trade fixed, the position size adjusts inversely to stop distance — wider stops mean smaller positions, tighter stops mean larger ones. This keeps the dollar pain constant.
Compound math matters: at 2% risk per trade with 50% win rate and 1:1 RR, a string of five losses leaves you at 0.98^5 ≈ 90.4% of starting equity. At 10% risk per trade, the same streak takes you to 59.0%.
Formula
risk_per_trade$ = equity · risk_pct
Esempio
Equity 10,000 USDT, risk_pct 1%. Risk per trade = 100 USDT — that is the max loss if today's stop hits.
Come Noon Barbari usa Risk per trade
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Position size calculator →Termini correlati
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Position size
How many units of an asset a trade holds — derived from risk budget and stop distance.
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Stop loss
A pre-committed exit level that caps the maximum loss on a trade.
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Drawdown
Peak-to-trough decline in equity, expressed as a percent of the prior peak.
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Leverage
Position notional divided by posted margin. 10× leverage = 10× the equity exposure.