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Daily Loss Limit Calculator
Estimate how many consecutive losses can touch a daily loss limit and how often that streak may appear in a trading day model.
The daily loss line is converted to money, per-trade risk is converted to money, and ceil(limit / risk) gives the consecutive losses needed to breach. The streak probability uses the same exact DP as the losing-streak calculator.
Daily risk inputs
Limit pressure
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Educational tools for non-US traders · not directed at US persons.
How it works
What the model calculates
This tool turns a daily loss limit and a fixed per-trade risk into a consecutive-loss stress test. It does not hard-code any firm or broker rule. Enter the limit and risk you want to test.
Formulas used
daily loss amount = account × loss limit %, or the amount you enter directly.
risk amount = account × risk %, or the amount you enter directly.
losses to breach = ceil(daily loss amount ÷ risk amount)
losses survivable = losses to breach - 1
max risk to survive x losses = daily loss amount ÷ (x + 1)
P(streak breach in N trades) reuses the exact no-run DP from the losing-streak model.
Worked example
A $10,000 account with a 3% daily loss line has a $300 daily limit. At 1% risk per trade, each loss is $100, so three consecutive losses touch the line. With 45% win rate and 20 trades, the model estimate for at least one 3-loss run is about 86.9127%.
What it leaves out
The calculation focuses on pure consecutive-loss pressure. It does not include partial wins, intraday realized versus floating equity rules, commissions, spread widening, skipped trades or discretionary stop changes.