Crypto position size calculator: formula and worked table

Short answer: A crypto position size calculator turns your account balance, the amount you are willing to lose at a stop and the distance from entry to stop into a coin quantity. Include the expected entry and exit fees before choosing that quantity. Leverage affects the margin you need; with the same quantity and stop, it does not change the planned price loss.

Crypto position size calculator: what numbers go in?

Use account equity, a cash risk limit, an entry price, a stop price and the fee rate for the order type you expect to use. “Risk” here means the estimated loss if the stop fills at its trigger price. A stop can fill worse during a fast move, so it isn’t a guaranteed maximum loss (Binance, n.d.).

For a linear USDT-margined trade, calculate the risk amount first:

Risk amount = account equity × risk percentage

Then include the two trade fees in the loss per coin:

Coin quantity = risk amount ÷ (|entry − stop| + fee rate × (entry + stop))

This assumes a taker fee on both entry and exit. Binance calculates USDⓈ-M futures commission from position notional and the account’s fee rate; its fee guide gives a regular-user taker example of 0.05%, but your tier, product, discounts and current fee table can change the rate (Binance Futures fees, checked October 2026).

For a stop-market exit, using the taker rate on both legs is a conservative estimate when the entry also executes as a taker. Check the rate shown for your own account before using the result.

Here’s a spreadsheet layout for Google Sheets or Excel. Enter percentages as decimals: for example, 1% as 0.01 and a 0.05% fee as 0.0005.

Cell	Value
A2	Account equity in USDT
B2	Risk percentage
C2	Entry price
D2	Stop price
E2	Taker fee per side

In F2, calculate coin quantity:

=A2*B2/(ABS(C2-D2)+E2*(C2+D2))

In G2, calculate position notional in USDT:

=F2*C2

The fee term comes from applying the fee rate to entry notional and exit notional. Binance’s stated futures fee calculation is position value multiplied by the fee rate (Binance Futures fees, checked October 2026). As a futures position size calculator, this sheet assumes a linear quote-margined contract, no funding charge and a fill at the stop price. Round quantity down to the exchange’s allowed step, then recalculate the loss with the rounded quantity.

What size does a 1,000 USDT account produce?

The table shows position notional, not margin. It’s illustrative: account equity is 1,000 USDT, entry price is 1,000 USDT per coin, the position is long, the stop is 1%, 2% or 5% below entry, and each taker fee is 0.05%. The risk budget is held constant for each row. Numbers are rounded to two decimals; all cells were calculated using the formula above.

Risk budget	1% stop	2% stop	5% stop
0.5% = 5 USDT	454.75 USDT	238.21 USDT	98.09 USDT
1% = 10 USDT	909.50 USDT	476.42 USDT	196.17 USDT
2% = 20 USDT	1,819.01 USDT	952.83 USDT	392.35 USDT

A wider stop means fewer coins for the same risk budget. A larger risk budget means more coins for the same stop. The 1,819.01 USDT result is larger than the account’s equity, so it would require leverage; it isn’t a signal to use leverage. If you trade without borrowing, keep notional within the amount you can buy.

For the middle example, a 1% budget is 10 USDT. With a 1,000 USDT entry and a 2% stop, the quantity is about 0.476417 coin and the position value is 476.42 USDT. At the stop, the modeled price loss plus entry and exit fees is 10 USDT. Gaps, slippage, funding, extra fees or a different fill price can make the actual result larger.

Does leverage change the loss at your stop?

No. If you keep the same position quantity and stop, leverage changes initial margin, not the position’s price exposure. In the example above, the position is 476.42 USDT and its modeled stop loss is 10 USDT under all three leverage settings.

Leverage	Approximate initial margin (position value ÷ leverage)	Modeled loss at stop
3×	158.81 USDT	10 USDT
10×	47.64 USDT	10 USDT
20×	23.82 USDT	10 USDT

This is an arithmetic comparison, not a complete margin estimate. Exchange margin tiers, maintenance margin, funding and open orders affect the funds required. Before opening a futures trade, check that its liquidation price stays beyond your stop on the loss side. Binance warns that a stop set beyond the liquidation price may not execute before liquidation (Binance, n.d.).

If your setup’s stop and possible liquidation leave too little room, reduce the notional or don’t open the trade. A stop-market order may execute below or above its trigger during a fast move; a stop-limit order can trigger but remain unfilled. Binance describes both failure modes in its stop-loss guidance (Binance, n.d.). For the separate question of whether a possible target justifies a stop distance, see our guide to the risk-reward ratio.

How much should you risk per trade?

There’s no percentage that fits every account. Choose a maximum account decline you can tolerate across a losing run, then set the per-trade percentage below the amount that would exceed it. For example, if you decide that ten stopped trades in a row should reduce current equity by no more than 10%, the matching risk per trade is about 1.05%, using 1 − (1 − 0.10)^(1/10).

This assumes each next trade risks the same percentage of then-current equity. It’s a planning limit, not a prediction that ten losses will happen.

Use a smaller percentage if several positions could lose together, if your stop may be hard to execute, or if you haven’t tested the approach across different market conditions. When you compare a possible target with the stop, remember that the risk-reward ratio alone doesn’t tell you whether a trade has a positive expected result; see the risk-reward guide for that distinction.

The Kelly criterion is a mathematical method for choosing a repeated bet size to maximize expected long-run growth under a probability model (Kelly, 1956). A fractional Kelly amount uses less than the full Kelly amount, trading some modeled growth for more security; the result depends on estimates that can be wrong (MacLean, Thorp and Ziemba, 2010). For position sizing, treat a fractional Kelly result only as an upper cap after you have credible win, loss and payoff estimates. Your drawdown limit may require a smaller position, and without reliable estimates you can leave Kelly out of the decision.

We run Cointrapper, a private trading pool on Binance. The pool sets limits per trade and per day, but those controls don’t prevent all losses. If you’re weighing a pool investment, our guide explains withdrawal steps and crypto investment risks.

Crypto trading is high risk; you can lose money, and leverage can amplify losses (CFTC, 2017). Past performance does not guarantee future results, and nothing here is individual investment advice. More answers are in the FAQ.