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Guide

Position sizing from a risk-reward ratio

The ratio is the shape of the trade. Position size is how much of it you actually put on.

A reward-to-risk ratio answers “is this trade shaped well?” Position sizing answers the question that actually protects your account: “how many units, so that being wrong costs only what I decided in advance?” The two are separate steps, and conflating them is how a good ratio still blows up a position.

The one rule that matters

Decide your cash risk before you decide your size. Most disciplined traders fix it as a small, constant percent of the account — often around 1% — so that no single trade, however confident, can do lasting damage. The ratio does not change this number; a 5:1 setup and a 1:1 setup risk the same cash, because the cash you risk is about survival, not about how good the trade looks.

The arithmetic, in three lines

Worked example
  1. Cash risk. A 10,000 account risking 1% per trade puts 100 at risk on this trade.
  2. Per-unit risk. Long at 100.00 with a stop at 98.00 risks 2.00 per unit.
  3. Position size. Cash risk divided by per-unit risk: 100 / 2.00 = 50 units. If the stop is hit you lose 100, exactly as planned.

The calculator does this whenever you fill in the optional account-size and risk-percent fields — it reads your stop distance and returns the unit count and the cash at risk.

How the ratio comes back in

Sizing fixes your downside; the ratio describes your upside relative to it. At 50 units with 100 at risk, a 3:1 setup is structured to return 300 if the target is hit. Notice what this separation buys you: because the cash at risk is constant across trades, your results over many trades are driven by the ratio and the win rate, not by the accident of how much you happened to put on. That is what makes a record comparable trade to trade — and it is why a graded source that fixes its levels lets you size with confidence, because the stop you size against is the stop that was actually published. A source that can widen its stop after the fact has quietly changed your risk after you committed.

Net: cash risk first, per-unit risk second, size third; the ratio shapes the reward, never the risk. Sizing against a stop that can move is sizing against nothing — which is why the locked-at-release test matters here too.

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