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Risk Lab

Play with the math.

Higher leverage isn't the path to higher returns — there's a peak, and past it your long-term return goes down. These calculators show you exactly where that peak is for your account, your win rate, and your risk per trade.

Position size calculator

What to type into your broker
%
In your broker, type
Volume (lot)
0.043
= 4,347 units
€ at risk
20.00
if SL hit
€ per pip
0.40
profit / loss / pip
€ max win
40.00
if TP hits
Notional
€4,659
2.3× equity
Margin locked
€155.30
7.8% of account
Free margin after
€1844.70
for other trades
Max leverage
30:1
ESMA cap

1. Margin & breakeven

What a position actually locks
10×30×
Position notional
€125,000
what you control
Margin locked
€4,167
16.7% of equity
Free margin
€20,833
available for other trades
€ per pip
€10.73
profit/loss per pip move
Wipeout math
A 20.0% move against you = 100% loss (margin call, account zero).
A 10.0% adverse move = -50% drawdown (~1165 pips on EUR/USD).

2. Compounding ROI

What returns add up to
-3%0%5%15%
After 6 months
€28,154
After 24 months
€40,211
60.8%
Annualized
26.8%
Reality check
Top 1% of retail. Renaissance Medallion territory after fees.

3. Risk of ruin

Survival probability
30%50%75%
0%10%50%100% (all-in)
Edge per trade
+0.38R
0.75% of account
Sharpe (ann.)
4.77
risk-adjusted return
Kelly leverage
25.0%
Half-Kelly = 12.5% per trade
-50% DD risk
~0.66%
25 bad trades in a row
What it means
Your edge is 0.375R per trade. Optimal sizing per Kelly is 25.0% of capital per trade. Most pros use Half-Kelly (12.5%)to survive drawdowns. You're currently risking 2.0% — that's below Half-Kelly. Conservative and survivable.

How margin actually works

When you open a leveraged trade, you don't pay the full position size. You lock a margin deposit as collateral. The broker funds the rest.

Example: You want to control €125,000 of EUR/USD on a €25,000 account.

  • Leverage = €125,000 ÷ €25,000 =
  • ESMA margin for FX majors = 3.33%
  • Margin locked = €125,000 × 3.33% = €4,167
  • Free margin = €25,000 − €4,167 = €20,833

If the trade moves against you, losses come from your free margin. Once your free margin hits zero, the broker auto-closes the position (margin call).

The trap: at 30:1 leverage, a 3.33% adverse move wipes out your account. EUR/USD has moved 3.33% in a single day during NFP releases, Brexit night, the SNB un-peg, and COVID March 2020.

Why high leverage destroys returns

The Kelly criterion (1956, Bell Labs) proved that for any bet with edge, there is an optimal fraction of capital that maximizes long-term geometric growth. Above this fraction, returns DECREASE.

f* = (b × p − q) / b
b = reward:risk ratio, p = win rate, q = loss rate (1−p)

Concrete: a trader with 55% win rate and 1:1 R:R has Kelly = 10%. At 2× Kelly (20% risk per trade) they have 50% probability of a 50% drawdown. At 3× Kelly, ruin is near-certain even though every trade has positive edge.

ESMA capped retail leverage at 30:1 because at uncapped brokers (50-500:1), 89% of retail accounts lost money. With the 30:1 cap, that dropped to ~76%. Still bad, but better. The cap isn't protecting you from edge — it's protecting you from yourself.

What "good" actually looks like

Risk-free (bonds)
4-5%
no skill required
S&P 500 long-term
10%
buy-and-hold
Disciplined retail trader
5-15%
with proven edge
Top hedge funds
12-18%
after 2-and-20 fees
Renaissance Medallion
39%
the global best, employee-only
Vendor promises
30-100%+
lying or breaking law

ESMA-disclosed: 76-86% of retail CFD/FX accounts lose money. The 14-24% that don't mostly cluster around 5-15% annual. If your tool promises >30% annual, you're being lied to.

Want to go deeper? The full math + 15 years of real data live in the Risk & Position Sizing chapter of the Trading Bible.