Position Size Calculator
Calculate the right number of contracts for any futures instrument based on your account and risk rules.
Tick value: $12.50/tick · Tick size: 0.25 · CME
$
5.0% of account
$
1.00% of account · 20.0% of max drawdown
ticks
= 5.00 points · $250.00 risk per contract
Your position size
2
contracts
$500 ÷ (20 ticks × $12.50) = 2 contracts (rounded down)
Risk per contract
$250.00
20 ticks × $12.50
Total risk (2 contracts)
$500.00
% of account
1.00%
of $50,000
% of max drawdown
20.0%
of $2,500
Position sizing guide — ES at $500 risk
| Stop loss | Contracts | Total risk | % of DD |
|---|---|---|---|
| 10 ticks | 4 | $500 | 20% |
| 15 ticks | 2 | $375 | 15% |
| 20 ticks← selected | 2 | $500 | 20% |
| 30 ticks | 1 | $375 | 15% |
| 40 ticks | 1 | $500 | 20% |
Risk rules of thumb
Conservative0.5–1% of account per trade
Moderate1–2% of account per trade
Aggressive2–3% of account per trade
PropFlux recommendation: keep risk under 25% of your max drawdown per trade to survive losing streaks. That's $625 max risk per trade on your current drawdown.
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