Evidence Trading
Risk and position size · Chapter 2 of 6

Sizing backwards from the loss you accept

Foundation7 min read · part of Risk and position size

The practical method is one line of arithmetic and it should happen before the order ticket, not in it. Decide the amount you accept losing on this trade. Divide it by the stop distance in pips or points. Divide again by what one pip or point is worth per unit. What comes out is the size.

The amount you accept losing is normally a fixed percentage of the account rather than a fixed sum, and the difference matters more than it looks. A fixed sum stays the same while the account shrinks, so every loss becomes a larger share of what is left — the losing sequence accelerates exactly when you can least afford it. A fixed percentage shrinks with the account, which slows the decline, and grows with it, which compounds the recovery.

For most people the honest range is between a half and two per cent of the account per trade. Below that, a real edge takes too long to show; above it, an ordinary run of losses does structural damage. There is no correct number in that band — it depends on how many trades you take and how far apart your outcomes are spread — but there is a wrong way to choose it, which is picking the highest number you can tolerate on a good day.

The number should be written down before the session and applied without a decision. That is the whole point of chapter one of the psychology course: the version of you that sets this on Sunday is not the version that will be asked to honour it after two losses.

One more thing the arithmetic makes obvious. If the size that comes out is smaller than the minimum your broker allows, the answer is not to round up. It is that this trade, at this stop distance, on this account, is not available to you. Rounding up is how a one per cent rule quietly becomes a four per cent rule on exactly the instruments that move most.

What to take away

  • Size = accepted loss ÷ stop distance ÷ value per unit. Compute it before the ticket.
  • A fixed percentage shrinks after losses; a fixed sum does not, which is why it accelerates drawdown.
  • If the computed size is below the broker minimum, the trade is not available — do not round up.

Where it goes wrong

  • Choosing the percentage by what feels bearable on a winning day.
  • Rounding a computed 0.03 lots up to 0.10 "because it barely matters".
  • Re-deciding the percentage mid-session.

This chapter, measured against your own trades

In the app the same chapter ends in your figures rather than an example: how often you did the thing it describes, over your last ninety days. You pick one change to make, and Evidence checks afterwards whether it actually changed — from your journal, arithmetic, no opinion involved. Questions you get wrong come back a week later and again a month after that.

Open the free plan →

Check that it stuck

Answers shown — in the app these are asked before you see them, and the ones you get wrong come back after a week.

Why does a fixed monetary risk behave worse than a fixed percentage during a losing run?
The fixed sum becomes a larger share of a shrinking account, so the decline accelerates — A percentage scales down with the balance. A fixed sum does not, so each further loss removes a bigger fraction of what remains.
Your rule gives a size below the broker minimum. What is the correct response?
Do not take the trade at this stop distance — Both rounding up and tightening the stop break the rule to keep the trade. The trade is simply not available at this combination.
When should the risk percentage be decided?
Before the session, and then applied without a decision — A limit decided under pressure is a wish. Deciding in advance is what makes it a limit.