How the numbers are worked out

Everything else on the site is downstream of this one division. The risk budget is a percentage of current account equity — not of the original deposit, which would mean risking a larger share of what remains after a drawdown. The distance between entry and stop is the risk per unit. Dividing the first by the second gives the size.

The result is always rounded down to a whole unit. Rounding up would put the real risk fractionally above the figure you chose, on every trade, in the same direction — a small error that only ever compounds one way.

The ratio compares the distance to the target against the distance to the stop. The break-even win rate is derived from it and is pure arithmetic — it is the hit rate the ratio requires before the strategy makes anything at all.

These figures are calculated before costs. Spread and commission come out of the winning side and add to the losing side, so the real threshold is always a little higher than the number shown. That gap is small on a wide ratio and decisive on a narrow one.

The forex calculator works in risk per pip rather than in exchange rates. Your risk budget divided by the stop distance in pips gives what a single pip is allowed to cost, and that converts directly into a lot size.

Framing it this way means the result is correct for any pair and any account currency, with no exchange rate needed and nothing to go stale. A pip is treated as 0.0001, except on yen-quoted pairs where it is 0.01.

These are the CME figures. Point value is derived from tick size and tick value rather than stored alongside them, so the two cannot disagree — a stored point value is a third number that can be edited independently and quietly contradict the other two.

Exchanges change specifications from time to time. If one of these is wrong, it is a correction rather than a feature request — send it to the contact page and it gets fixed before anything else on the list.

Every figure on the journal is computed from the trades you enter, in your browser, with no server involved.

• R-multiple is profit or loss divided by the initial risk — the original stop, never a stop moved later. Recalculating from a trailed stop turns an ordinary trade into a large winner on paper and destroys the only thing the number is good for.
• Profit factor is gross profit divided by gross loss. With no losses it is undefined rather than infinite, and the page says so instead of printing a number.
• Drawdown is measured from the running equity peak, not from the starting balance.
• Win rate counts closed trades only. Open positions are excluded, because including them would let an unrealised loss flatter the record by not counting yet.

Crypto prices come from CoinGecko. Foreign exchange rates are the European Central Bank reference rates, published once each working day — the site labels them as daily reference rates rather than presenting a once-a-day figure as a live one.

Every page showing a market number also shows when it was last refreshed. If the figure is an hour old, it says an hour.

Prices are for orientation. Before placing a trade, the number that matters is the one on your broker’s screen, because that is the price you will actually transact at.

• Real-time stock prices. Displaying live equity quotes requires a licence from the exchange that owns the data. There is no such licence here, so those prices are absent rather than delayed and shown as current.
• Signals, calls and recommendations. The calculators answer “how much”. Nothing on the site answers “whether” or “when”.
• Backtests and performance claims. No strategy here has a track record attached, because a curve fitted to the past is not evidence about the future.
• Broker affiliate links. The site earns nothing when you open an account anywhere, which removes any reason to encourage you to trade more than you intended.

Every position size on this site assumes the stop fills at the stop price. It usually does not, quite. Slippage makes the real loss a little larger, and a gap can make it a great deal larger, because a gap means the stop level never traded at all.

That is not a flaw in the arithmetic — it is the boundary of what arithmetic can do. It is also the reason the honest answer to gap risk is a smaller position rather than a cleverer stop.

Costs are excluded from the calculators unless a page says otherwise. Spread, commission and overnight financing are real and they come out of the same side of the trade every time.

A wrong tick value is worse than no calculator, because it is wrong in a way that looks right. Errors in a formula, a definition or a contract specification are fixed before new features are built, and the fix ships as soon as it is confirmed.

More on what the site is and who runs it is on the about page, and the legal position is set out in the disclaimer. StopSize is educational and is not investment advice.