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TRADING TOOLS / RISK CONTROL

Position size calculator.

Plan position quantity from your risk budget and stop distance, with optional trading costs. A transparent linear-price model, not an exchange liquidation simulator.

Long / ShortLeverage & margin estimateRisk-basedFee & slippage awareRuns locally

Trading an inverse contract with collateral and P&L in BTC or another coin? Open COIN-M Position Size →

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01

Account & risk budget

Use a single quote currency across all fields. Start with your balance and how much you plan to risk.

Amount of cash or account equity in your chosen quote currency. All prices, fees, and results must use the same quote currency.
Maximum modeled loss at the stop. Enter 1 for 1% of balance. Change the dropdown to use an absolute amount instead.
02

Trade setup

The stop must be below entry for longs and above entry for shorts.

Long: loss if price falls toward the stop. Short: loss if price rises toward the stop. Short-side margin and borrowing are not modeled.
Your planned entry execution price per asset unit. Entry slippage and spread are not modeled in this calculator.
Planned stop reference. For a long, place it below entry; for a short, above entry. The actual fill may differ from this level.
Fees, leverage & limitsOptional

Defaults are 1x leverage, zero fees and zero slippage. Change these assumptions only if they match the trade you intend to model.

Leverage changes estimated upfront collateral, not the number of units allowed by your stop-risk budget. For a linear instrument, initial margin is roughly position notional divided by leverage; funding, maintenance margin and exchange rules are excluded.
For a leveraged linear position only. This does not calculate liquidation price.
Percentage of entry notional charged in the quote currency. Enter 0.1 for 0.1%; leave empty for zero.
Percentage of estimated stop execution notional. Enter 0.1 for 0.1%; leave empty for zero.
Additional adverse movement in execution price relative to your specified stop. For longs this reduces the fill price; for shorts it increases it. It is an estimate, not a guarantee.
Minimum increment in trade quantity. Quantity is rounded DOWN to this increment. Check the exchange and instrument lot-size rules; the default 0.00000001 is not universal.

At 1x, the optional cash cap applies to spot longs only. Shorts require a separate borrowing/margin model.

Stops are not guaranteed fills. The model assumes a linear instrument, entry at your supplied price, and an adverse stop fill after the selected slippage. No funding, spread, borrowing, maintenance margin or liquidation calculation.
UNDER THE HOOD

Risk first, size second.

A stop distance alone does not determine a safe trade size. The calculator adds the assumed entry and exit costs and optional adverse stop slippage to the price distance. It then divides the selected risk budget by that per-unit loss and rounds the resulting quantity down to the chosen instrument step.

Quantity = floor[(risk budget / modeled loss per unit) / quantity step] × quantity step

For a spot long at 1x, the optional cash cap also limits the estimated entry cost to your available balance. With leverage above 1x, the calculator estimates initial collateral as notional ÷ leverage and caps initial collateral plus entry fees at the available balance. A real exchange may require a different margin, and a stop is not a liquidation model.

Read the calculation methodology ↗
POSITION SIZING / LEARN

New to calculating risk? See how stop distance, notional and margin differ in our illustrated guide.

Read Position Sizing & Risk ↗