Risk Budget Allocator

Translate portfolio risk limits into per‑trade sizing, leverage, and expected value. Built for systematic risk budgeting.

Inputs

Account Equity (USD)
Risk per Trade (%)
Stop Distance (%)
Leverage (x)
Win Rate (%)
Reward:Risk (R)
Max Concurrent Trades
Loss Streak (trades)

Risk Budget

Risk per Trade (USD)
$0
Max Portfolio Risk (USD)
$0
Worst‑Case Drawdown (Streak)
$0
Assumes fixed risk per trade and consecutive losses.

Position Sizing

Notional Position Size
$0
Required Margin
$0
Notional = Risk / Stop%. Margin = Notional / Leverage.

Edge Metrics

Expected Value per Trade
0.00R
Kelly Fraction
0%
Use fractional Kelly for stability. 0.25x is common.