Free tool — Clarity, not certainty.
How many losses in a row can your account survive?
Most prop accounts don’t die from one bad entry — they die from a survivable loss turning into an unsurvivable day. This calculator shows what a losing streak actually costs when every loss automatically shrinks the next position (geometric, asymmetric sizing). Bodyguard, not a crystal ball.
How to use this calculator
- Copy four numbers from your prop firm’s rules: account size, daily loss limit, and your current trailing-drawdown cushion (distance from equity to the trailing floor). Then set your own per-trade stop in points for the instrument you trade.
- Read the big number: it’s how many losing trades in a row your rules survive before 80 % of your usable daily budget is gone — the point where a disciplined day ends. A “+” means the streak converges: the limit is approached, not hit.
- Read the table: one row = one consecutive losing trade (not a calendar day). Because every loss shrinks the next position, “Risk budget for this trade” falls row by row while “Risk budget used so far” flattens.
Unsure what a field means? Every term is explained in one sentence in the glossary inside the calculator.
Your account & sizing rules
Instrument & execution
Glossary — every term in one sentence
- Daily Loss Limit
- The most your prop firm lets you lose in a single day before the account is breached — from your firm's rules, in $ or % of account size.
- Trailing / Max-DD Buffer
- The dollar distance between your current equity and the account's trailing-drawdown floor — the total cushion you have left before the account is gone.
- Safety Buffer
- The share of your daily loss limit you deliberately refuse to touch (default 20 %). The calculator plans with only the rest — so one worse-than-expected fill doesn't turn a planned day into a breach.
- Daily-Budget Fraction
- How much of your remaining daily budget you put at risk on one single trade. Lower = smaller positions, but more consecutive losses survivable.
- Trailing Fraction
- How much of your remaining trailing-drawdown cushion counts as the cap for a single trade. Each trade risks a fraction of whichever is tighter: daily budget or this cap. Lower = more conservative, but slower position growth.
- Per-Trade Stop
- Your stop distance in points for one trade — how far price can go against you before you're out.
- Slippage Surcharge
- Extra points added on top of your stop, because stop orders in fast markets fill worse than the stop price. The calculator always books this worst case, not the friendly case.
- Round-Turn Cost
- Commission plus spread for one contract, in and out, in $. Real money that leaves your account on every trade — win or lose.
- Geometric Shrink Factor
- The multiplier applied to your next risk after every loss. Because it's below 1, a losing streak shrinks toward your limit instead of walking straight into it.
- Hard Stop
- The point where this calculator ends the trading day: 80 % of the effective daily budget is spent. Stopping before the firm's limit is the difference between a bad day and a dead account.
- Effective Daily Budget
- Your firm's daily loss limit minus your own safety buffer — the amount the sizing actually works with.
Consecutive losses before you hit 80 % of your daily budget
27
This streak has used $325 of risk budget — 16.9 % of your hard-stop — and the same climbing curve reaches it by trade 27.
Geometric shrink factor per loss: 0.9625 · effective daily budget $2,400 · hard stop at $1,920
Each row is one losing trade in a row — not a calendar day. The streak ends when 80 % of the effective daily budget is spent.
| Loss # | Remaining daily budget | Trailing limit share | Risk budget for this trade | Contracts | Risk budget used so far |
|---|---|---|---|---|---|
| 1 | $2,400 | $450 | 112.50 | 2 | $113 |
| 2 | $2,288 | $433 | 108.28 | 2 | $221 |
| 3 | $2,179 | $417 | 104.22 | 2 | $325 |
| 4 | $2,075 | $401 | 100.31 | 2 | $425 |
| 5 | $1,975 | $386 | 96.55 | 2 | $522 |
| 6 | $1,878 | $372 | 92.93 | 2 | $615 |
| 7 | $1,785 | $358 | 89.45 | 1 | $704 |
| 8 | $1,696 | $344 | 86.09 | 1 | $790 |
| 9 | $1,610 | $331 | 82.86 | 1 | $873 |
| 10 | $1,527 | $319 | 79.76 | 1 | $953 |
| 11 | $1,447 | $307 | 76.76 | 1 | $1,030 |
| 12 | $1,370 | $296 | 73.89 | 1 | $1,104 |
| 13 | $1,296 | $284 | 71.12 | 1 | $1,175 |
| 14 | $1,225 | $274 | 68.45 | 1 | $1,243 |
| 15 | $1,157 | $264 | 65.88 | 1 | $1,309 |
| 16 | $1,091 | $254 | 63.41 | 1 | $1,372 |
| 17 | $1,028 | $244 | 61.03 | 1 | $1,433 |
| 18 | $967 | $235 | 58.74 | 1 | $1,492 |
| 19 | $908 | $226 | 56.54 | 1 | $1,549 |
| 20 | $851 | $218 | 54.42 | 1 | $1,603 |
| 21 | $797 | $210 | 52.38 | 1 | $1,656 |
| 22 | $744 | $202 | 50.42 | 1 | $1,706 |
| 23 | $694 | $194 | 48.53 | 1 | $1,755 |
| 24 | $645 | $187 | 46.71 | 1 | $1,801 |
| 25 | $599 | $180 | 44.95 | 0 | $1,846 |
| 26 | $554 | $173 | 43.27 | 0 | $1,889 |
| 27 | $511 | $167 | 41.65 | 0 | $1,931 |
Illustrative / educational — simplified risk model, not the full engine, not investment advice. Outputs are loss and risk figures only; the model illustrates how geometric sizing bounds a losing streak. It does not prevent losses.
Get the full field guide — the 5 mistakes and the mechanic that neutralizes each.
Built from a forensic review of real prop-account trades: which risk mistakes actually end accounts, and how to turn each fix from a habit into a rule your account can’t break.
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