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Trading Calculators

Free trading calculators for position sizing, risk management, and trade analysis. Master your risk before entering any trade.

Why Risk Management Matters

Professional traders know that protecting capital is more important than making money. A single oversized loss can wipe out weeks of gains. These calculators help you:

  • Size positions appropriately for your account
  • Understand your mathematical edge
  • Calculate the probability of account blowup
  • Determine minimum win rates for profitability

Frequently Asked Questions

What is position sizing in trading?

Position sizing determines how many shares or contracts to buy based on your account size and risk tolerance. Proper position sizing ensures no single trade can significantly damage your account.

What is the Kelly Criterion?

The Kelly Criterion is a mathematical formula that calculates the optimal percentage of your capital to risk on each trade, maximizing long-term growth while minimizing risk of ruin.

How do I calculate risk of ruin?

Risk of ruin is calculated using your win rate, average win/loss ratio, and the percentage you risk per trade. It tells you the probability of losing your entire account over time.

What is a good risk/reward ratio?

Most traders aim for at least a 1:2 risk/reward ratio, meaning potential profit is twice the potential loss. However, the optimal ratio depends on your win rate and trading strategy.

How much should I risk per trade?

Most professional traders risk 1-2% of their account per trade. This allows for a string of losses without significant drawdown. The Kelly Criterion can help optimize this based on your edge.

What is CAGR (Compound Annual Growth Rate)?

CAGR measures the annual growth rate of an investment over a period longer than one year, assuming profits are reinvested. It smooths out volatility to show what steady annual return would produce the same result.

What is the Sortino Ratio and how does it differ from Sharpe?

The Sortino Ratio measures risk-adjusted return using only downside deviation (losses below a target), while the Sharpe Ratio uses total volatility. Sortino is better for strategies with asymmetric returns since it doesn't penalize upside volatility.