Never blow another challenge due to miscalculated position sizes. Sizes trades relative to your actual remaining daily loss buffer, stopping auto-liquidation before it happens.
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Max daily loss budget: $5,000
20% of your remaining daily buffer gives you 5 consecutive losses before hitting breach.
Verifies whether margin will be rejected by broker.
Your position is safely budgeted. You can sustain 5 consecutive losing trades today before reaching your prop firm's daily liquidation threshold.
When you trade a $100,000 challenge with a 5% daily drawdown, your true daily spending capital is $5,000, not $100,000. If you risk standard 1% ($1,000) based on nominal balance, you are effectively risking 20% of your entire remaining life in a single trade.
If you take two small losses early in the session totaling -$1,200, your remaining daily buffer shrinks to $3,800. Sizing your 3rd trade with standard lot calculators without factoring in today's closed losses leads to instant breach on normal market volatility.
Different brokers and prop firms configure US30, NAS100, and Gold with distinct contract multipliers (e.g. $1 per point vs $10 per point). This tool uses calibrated tick specifications matching standard MetaTrader prop firm feeds.
At 00:00 server time (CE(S)T for FTMO), the daily baseline is recorded. In balance-based models, your daily max loss is calculated as 5% of starting day balance. In equity-based models, if you hold open floating positive profit at midnight, your daily drawdown limit is higher, narrowing your buffer. Always use today's starting balance or equity, whichever is higher, for safety.
Quantitative prop traders recommend risking no more than 10% to 20% of your remaining daily buffer per setup (equivalent to 0.5%–1.0% of nominal balance on an intact account). This guarantees you can absorb 5 to 10 back-to-back losses before hitting liquidation.
Download the complete quantitative guide: Position Sizing Formulas, Prop Firm Drawdown Rules, and MQL5 Parameter Cheat Sheets.
