Futures

Position Size from Margin

Max out a linear position size given isolated margin, leverage, and entry price.

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Results

    Veles

    From estimate to a live bot scenario

    Carry the same logic into Veles: set comparable parameters, preview the order grid, then backtest before you launch.

    1. Match direction, leverage, grid, Martingale, and TP/SL
    2. Inspect orders, capital allocation, and average entry
    3. Stress-test fees, drawdown, and MAE in a backtest

    Assumptions & conventions

    • notional = availableMargin × leverage; quantity = notional ÷ entry.
    • Uses full available margin — no fee or buffer reserve.
    • Educational sizing — confirm margin mode on your exchange.

    Frequently asked questions

    Does this use all available margin?

    Yes. notional = availableMargin × leverage and quantity = notional ÷ entry.

    Real trading should reserve a buffer for fees, funding, and liquidation distance.

    Is this the same as risk-based position sizing?

    No. Risk-based sizing (position-size calculator) caps loss at a stop. This tool maxes notional from collateral.

    Use risk sizing when stop distance matters more than wallet utilization.

    Cross or isolated margin?

    The formula matches isolated wallet math where available margin is explicit.

    Cross accounts share equity — interpret results carefully.

    What if entry price moves before fill?

    Re-run with the new entry. Quantity scales inversely with price for a fixed margin budget.

    Slippage on market entries is not modeled.

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