Why size from the stop, not from conviction
The position size calculator implements the one rule that keeps accounts alive: decide the invalidation point first, then let the stop distance and your risk budget dictate size. Ten straight losses at 1% risk is a −10% bruise; at 10% per trade it is the end of the account. The math is unforgiving in exactly one direction.
About the liquidation estimate
The liquidation price uses the standard isolated-margin approximation for linear USDT contracts. It excludes fees and funding and assumes a flat maintenance-margin rate — real exchanges use tiers that grow with position size, so treat the output as the optimistic bound and keep distance from it.
Theory and worked patterns: Position Sizing playbook.
FAQ
Do the calculators include fees and funding?
No — results are pre-fee. Taker fees and funding payments reduce real PnL and slightly shift real liquidation prices; treat outputs as the clean baseline.
Is anything I type sent to a server?
No. All three calculators run entirely in your browser; no inputs leave the page.
Which contracts do the formulas assume?
Linear USDT-margined perpetuals with isolated margin. Real exchanges use tiered maintenance margin that grows with position size, so large positions liquidate slightly earlier than the flat-rate estimate.