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Risk management

The set of rules that limit how much you can lose on one trade, one day, and in total, so that no single outcome ends your trading.

Risk management is not one number; it is a stack of limits. Per trade (risk-per-trade), per day or week (a loss cap), and across open positions (portfolio-heat). It also covers leverage, correlation between positions, and what you do after a losing streak.

It matters because drawdowns are asymmetric: a 50% loss needs a 100% gain to recover. Every durable trader has strict risk rules; the rules are what make expectancy survivable.

Example: 1% risk per trade, 3% daily cap, 6% total open risk. On a $25,000 account that is $250 per trade, stop trading for the day at -$750, and never more than $1,500 at risk across all positions.

Related: risk-per-trade, position-sizing, drawdown, portfolio-heat, expectancy

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

The spread of outcomes behind an expectancyA histogram of forty trades: a tall block of small losses on the left, a low spread of larger wins on the right, and a line marking the average outcome.NUMBER OF TRADES051024 LOSSES, AVG −$20016 WINS, AVG +$600EXPECTANCY +$120−$400−$200$0+$200+$400+$600+$800PROFIT OR LOSS PER TRADEexpectancy = (40% × $600) − (60% × $200) = +$120 per trade
Expectancy: the average trade. Forty trades sorted by outcome: 24 small losses and 16 larger wins. Weighting each side by how often it happens gives the average result per trade, marked here by the dashed line at +$120.
An equity curve and its drawdownAn account balance rising over a year, falling from a peak to a trough, then climbing back to the old peak.ACCOUNT EQUITY$20k$12k$8k024681012TIME (MONTHS)PEAK $16,000TROUGH $12,000DRAWDOWN−25%RECOVERY
Equity curve and drawdown. An account balance plotted month by month. The fall from the $16,000 peak to the $12,000 trough is a 25% drawdown, and the shaded area lasts until the balance climbs back to the old peak.

Educational only, not advice. Spotted an error? Post in Site Feedback.