Scribd
Upload
395 views29 pages

Position Sizing Calculator Tool

The document provides a position sizing calculator to help determine the optimal number of shares to trade based on an investor's account size, risk tolerance, and potential profit targets. It allows the user to input their account size, risk per trade, entry price, stop loss price, and target price. The calculator then outputs the recommended number of shares as well as the potential return if the profit target is reached. It also runs a simulated trading session over 100 trades to show the compound return, average trade return, maximum drawdown, and other performance metrics.

Uploaded by

joy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
395 views29 pages

Position Sizing Calculator Tool

The document provides a position sizing calculator to help determine the optimal number of shares to trade based on an investor's account size, risk tolerance, and potential profit targets. It allows the user to input their account size, risk per trade, entry price, stop loss price, and target price. The calculator then outputs the recommended number of shares as well as the potential return if the profit target is reached. It also runs a simulated trading session over 100 trades to show the compound return, average trade return, maximum drawdown, and other performance metrics.

Uploaded by

joy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
  • Position Sizing Calculations: Introduces the basics of calculating trade sizes based on account size, risk per trade, and expected returns.
  • Financial Calculations and Risk Management: Details continued financial calculations including profit, entry and target prices, and a focus on maintaining a beneficial return/risk ratio.
  • Trading Analysis and Outcomes: Provides a detailed account of trading outcomes including win rates, drawdowns, and R-Multiples, showcasing various trade performances.
  • Graphical Performance Overview: Presents graphical data for account equity and drawdowns over a series of trades, visualizing financial performance trends.
  • Trade Logs and Records: Contains organized log sheets for recording trade details, facilitating comprehensive tracking of trading activities.

Position Sizing Calculator

Current Account Size $10,000

Risk Per Trade 1.0%


(e.g. 3%, 5%)

Number of Shares 149.25

Return on Account Size 2.00%


(If Profit Target Reached)

Notes
1. Key in the numbers in the WHITE BOXES according to your account size, risk-pe
2. The numbers highlighted in RED BOXES will then tell you how many shares you
Sizing Calculator
Profit Per Share $1.34 Entry Price $13.70
Stop Loss Price $13.03
Stop Loss Per Shar $0.67 Target Price $15.04

Return/Risk ratio 2.0


(Ensure Risk-Return Ratio > 1)

ing to your account size, risk-per-trade, Entry/Stop Loss/Target Price


n tell you how many shares you should trade, and the corresponding % return if the TP is reached.
TP

EP
1R

SL

TP
EP
1R
SL

urn if the TP is reached.


10581

10606
25

10631

11008
10988
20
10968
Win Rate Winning R-MultipleLosing R-MultipleRisk Per Trade

50% 2.00 R 1.00 R 1.0%


2.00 R 1.10 R
Simulated Win Rate 53% Expectancy
Compounded Return 74% Std Dev
Key in boxes in WHITE only Ratio

Trade R-Multiple Return 1+Return Drawdown


0 0.0%
1 2.00 R 2.00% 1.0200 0.0%
2 -1.05 R -1.05% 0.9895 -1.1%
3 2.00 R 2.00% 1.0200 0.0%
4 -1.04 R -1.04% 0.9896 -1.0%
5 -1.00 R -1.00% 0.9900 -2.0%
6 2.00 R 2.00% 1.0200 -0.1%
7 2.00 R 2.00% 1.0200 0.0%
8 2.00 R 2.00% 1.0200 0.0%
9 -1.05 R -1.05% 0.9895 -1.0%
10 -1.01 R -1.01% 0.9899 -2.1%
11 -1.03 R -1.03% 0.9897 -3.1%
12 2.00 R 2.00% 1.0200 -1.1%
13 2.00 R 2.00% 1.0200 0.0%
14 2.00 R 2.00% 1.0200 0.0%
15 2.00 R 2.00% 1.0200 0.0%
16 -1.06 R -1.06% 0.9894 -1.1%
17 -1.03 R -1.03% 0.9897 -2.1%
18 -1.04 R -1.04% 0.9896 -3.1%
19 -1.01 R -1.01% 0.9899 -4.1%
20 2.00 R 2.00% 1.0200 -2.2%
21 -1.05 R -1.05% 0.9895 -3.2%
22 2.00 R 2.00% 1.0200 -1.2%
23 2.00 R 2.00% 1.0200 0.0%
24 2.00 R 2.00% 1.0200 0.0%
25 -1.02 R -1.02% 0.9898 -1.0%
26 -1.01 R -1.01% 0.9899 -2.0%
27 2.00 R 2.00% 1.0200 -0.1%
28 -1.08 R -1.08% 0.9892 -1.1%
29 2.00 R 2.00% 1.0200 0.0%
30 2.00 R 2.00% 1.0200 0.0%
31 -1.09 R -1.09% 0.9891 -1.1%
32 -1.03 R -1.03% 0.9897 -2.1%
33 -1.06 R -1.06% 0.9894 -3.1%
34 -1.04 R -1.04% 0.9896 -4.2%
35 -1.03 R -1.03% 0.9897 -5.1%
36 2.00 R 2.00% 1.0200 -3.2%
37 -1.10 R -1.10% 0.9890 -4.3%
38 2.00 R 2.00% 1.0200 -2.4%
39 2.00 R 2.00% 1.0200 -0.4%
40 2.00 R 2.00% 1.0200 0.0%
41 -1.10 R -1.10% 0.9890 -1.1%
42 -1.07 R -1.07% 0.9893 -2.2%
43 2.00 R 2.00% 1.0200 -0.2%
44 2.00 R 2.00% 1.0200 0.0%
45 2.00 R 2.00% 1.0200 0.0%
46 2.00 R 2.00% 1.0200 0.0%
47 2.00 R 2.00% 1.0200 0.0%
48 2.00 R 2.00% 1.0200 0.0%
49 2.00 R 2.00% 1.0200 0.0%
50 -1.04 R -1.04% 0.9896 -1.0%
51 2.00 R 2.00% 1.0200 0.0%
52 -1.00 R -1.00% 0.9900 -1.0%
53 -1.04 R -1.04% 0.9896 -2.0%
54 2.00 R 2.00% 1.0200 -0.1%
55 2.00 R 2.00% 1.0200 0.0%
56 -1.08 R -1.08% 0.9892 -1.1%
57 2.00 R 2.00% 1.0200 0.0%
58 2.00 R 2.00% 1.0200 0.0%
59 2.00 R 2.00% 1.0200 0.0%
60 -1.03 R -1.03% 0.9897 -1.0%
61 2.00 R 2.00% 1.0200 0.0%
62 2.00 R 2.00% 1.0200 0.0%
63 2.00 R 2.00% 1.0200 0.0%
64 2.00 R 2.00% 1.0200 0.0%
65 -1.05 R -1.05% 0.9895 -1.0%
66 -1.01 R -1.01% 0.9899 -2.0%
67 2.00 R 2.00% 1.0200 -0.1%
68 2.00 R 2.00% 1.0200 0.0%
69 2.00 R 2.00% 1.0200 0.0%
70 -1.00 R -1.00% 0.9900 -1.0%
71 2.00 R 2.00% 1.0200 0.0%
72 2.00 R 2.00% 1.0200 0.0%
73 2.00 R 2.00% 1.0200 0.0%
74 2.00 R 2.00% 1.0200 0.0%
75 2.00 R 2.00% 1.0200 0.0%
76 -1.08 R -1.08% 0.9892 -1.1%
77 -1.00 R -1.00% 0.9900 -2.1%
78 -1.06 R -1.06% 0.9894 -3.1%
79 -1.03 R -1.03% 0.9897 -4.1%
80 2.00 R 2.00% 1.0200 -2.2%
81 2.00 R 2.00% 1.0200 -0.2%
82 2.00 R 2.00% 1.0200 0.0%
83 -1.01 R -1.01% 0.9899 -1.0%
84 -1.10 R -1.10% 0.9890 -2.1%
85 -1.06 R -1.06% 0.9894 -3.1%
86 -1.04 R -1.04% 0.9896 -4.1%
87 2.00 R 2.00% 1.0200 -2.2%
88 2.00 R 2.00% 1.0200 -0.3%
89 2.00 R 2.00% 1.0200 0.0%
90 -1.06 R -1.06% 0.9894 -1.1%
91 -1.08 R -1.08% 0.9892 -2.1%
92 -1.01 R -1.01% 0.9899 -3.1%
93 -1.01 R -1.01% 0.9899 -4.1%
94 -1.06 R -1.06% 0.9894 -5.1%
95 -1.09 R -1.09% 0.9891 -6.2%
96 2.00 R 2.00% 1.0200 -4.3%
97 -1.08 R -1.08% 0.9892 -5.3%
98 2.00 R 2.00% 1.0200 -3.4%
99 -1.03 R -1.03% 0.9897 -4.4%
100 -1.01 R -1.01% 0.9899 -5.4%
Starting CapitalEnding Capital
Average Trade Retur 0.57%
$ 72,300 $ 126,084 Worst Drawdown -6.2%

0.57 R
1.53 R
0.37 Account Equity Compounding of Capital
$140,000
Equity $120,000
$ 72,300
$ 73,746 $100,000
$ 72,968
$80,000
$ 74,427
$ 73,654 $60,000
$ 72,918
$ 74,376 $40,000
$ 75,863 $20,000
$ 77,381
$ 76,569 $0
$ 75,793 1 4 7 10 13 16 19 22 25 28 31 34 37 40 43 46 49 52 55 58 61 6
$ 75,015 Trades
$ 76,516
Drawdown

$ 78,046 1 4 7 10 13 16 19 22 25 28 31 34 37 40 43 46 49 52 55 58 61 6
$ 79,607
$ 81,199 -1.0%
$ 80,341
$ 79,511 -2.0%
$ 78,683 -3.0%
$ 77,888
-4.0%
$ 79,446
$ 78,613 -5.0%
$ 80,185
-6.0%
$ 81,789
$ 83,425 -7.0%
$ 82,574
$ 81,736
$ 83,371
$ 82,471
$ 84,120
$ 85,803
$ 84,868
$ 83,990
$ 83,101
$ 82,238
$ 81,387
$ 83,015
$ 82,103
$ 83,745
$ 85,420
$ 87,128
$ 86,170
$ 85,247
$ 86,951
$ 88,690
$ 90,464
$ 92,274
$ 94,119
$ 96,001
$ 97,921
$ 96,908
$ 98,846
$ 97,855
$ 96,834
$ 98,771
$ 100,746
$ 99,659
$ 101,652
$ 103,685
$ 105,759
$ 104,672
$ 106,765
$ 108,900
$ 111,078
$ 113,300
$ 112,110
$ 110,978
$ 113,198
$ 115,462
$ 117,771
$ 116,589
$ 118,920
$ 121,299
$ 123,725
$ 126,199
$ 128,723
$ 127,329
$ 126,051
$ 124,715
$ 123,434
$ 125,903
$ 128,421
$ 130,990
$ 129,667
$ 128,242
$ 126,887
$ 125,567
$ 128,079
$ 130,640
$ 133,253
$ 131,836
$ 130,410
$ 129,097
$ 127,790
$ 126,435
$ 125,055
$ 127,556
$ 126,181
$ 128,705
$ 127,377
$ 126,084
0.6 R
-6.2 R

ounding of Capital

3 46 49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 100
Trades

3 46 49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 100
Month
Total R 0.00
No. of Trades 0
Expectancy per Trade0.00

Entry Date Direction Stock Signal


1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Month
Total R 0.00
No. of Trades 0
Expectancy per Trade0.00

Entry Date Direction Stock Signal


1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Month
Total R 0.00
No. of Trades 0
Expectancy per Trade0.00

Entry Date Direction Stock Signal


1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Month
Total R 0.00
No. of Trades 0
Expectancy per Trade0.00

Entry Date Direction Stock Signal


1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Month
Total R 0.00
No. of Trades 0
Expectancy per Trade0.00

Entry Date Direction Stock Signal


1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Month
Total R 0.00
No. of Trades 0
Expectancy per Trade0.00

Entry Date Direction Stock Signal


1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Month
Total R 0.00
No. of Trades 0
Expectancy per Trade0.00

Entry Date Direction Stock Signal


1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Month
Total R 0.00
No. of Trades 0
Expectancy per Trade0.00

Entry Date Direction Stock Signal


1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Month
Total R 0.00
No. of Trades 0
Expectancy per Trade0.00

Entry Date Direction Stock Signal


1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Month
Total R 0.00
No. of Trades 0
Expectancy per Trade0.00

Entry Date Direction Stock Signal


1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
Entry Stop Loss 1R 2R Target Price Exit Date
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -

Entry Stop Loss 1R 2R Target Price Exit Date


$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -

Entry Stop Loss 1R 2R Target Price Exit Date


$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -

Entry Stop Loss 1R 2R Target Price Exit Date


$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -

Entry Stop Loss 1R 2R Target Price Exit Date


$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -

Entry Stop Loss 1R 2R Target Price Exit Date


$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -

Entry Stop Loss 1R 2R Target Price Exit Date


$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -

Entry Stop Loss 1R 2R Target Price Exit Date


$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -

Entry Stop Loss 1R 2R Target Price Exit Date


$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -

Entry Stop Loss 1R 2R Target Price Exit Date


$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
$ - $ -
Exit Price R Multiple Comment

Exit Price R Multiple Comment


Exit Price R Multiple Comment

Exit Price R Multiple Comment


Exit Price R Multiple Comment

Exit Price R Multiple Comment


Exit Price R Multiple Comment

Exit Price R Multiple Comment


Exit Price R Multiple Comment

Exit Price R Multiple Comment

Position Sizing Calculator Current Account Size $10,000 Risk Per Trade 1.0% (e.g. 3%, 5%) Number of Shares 149.25 Return on A
Sizing Calculator Profit Per Share $1.34 Entry Price $13.70 Stop Loss Price $13.03 Stop Loss Per Shar $0.67 Target Price $15.
TP EP 1R SL TP EP 1R SL urn if the TP is reached.
10581 10606 25 10631 11008 10988 20 10968
Win Rate Winning R-MultipleLosing R-MultipleRisk Per Trade 50% 2.00 R 1.00 R 1.0% 2.00 R 1.10 R Simulated Win Rate 53% Expect
33 -1.06 R -1.06% 0.9894 -3.1% 34 -1.04 R -1.04% 0.9896 -4.2% 35 -1.03 R -1
76 -1.08 R -1.08% 0.9892 -1.1% 77 -1.00 R -1.00% 0.9900 -2.1% 78 -1.06 R -1
Starting CapitalEnding Capital Average Trade Retur 0.57% $ 72,300 $ 126,084 Worst Drawdown -6.2% 0.57 R 1.
$ 83,101 $ 82,238 $ 81,387 $ 83,015 $ 82,103 $ 83,745 $
$ 127,329 $ 126,051 $ 124,715 $ 123,434 $ 125,903 $ 128,421 $ 1

You might also like