Skip to main content

Objective

To evaluate how different risk levels affect account equity during a typical losing streak.

Setup

  • Initial capital: $10,000
  • Risk per trade: 1%, 3%, 5%
  • System: positive expectancy
  • Scenario: 15 consecutive losses

Equity Evolution Under Different Risk Levels

Figure — Impact of risk over 15 consecutive losses (1% vs 3% vs 5%)

Results

After 15 losses:
  • 1% risk → ~ -14% drawdown
  • 3% risk → ~ -36% drawdown
  • 5% risk → ~ -53% drawdown

Interpretation

All systems experience the same sequence of losses. The difference in outcome is entirely driven by risk per trade. As risk increases:
  • Losses compound faster
  • Drawdowns deepen non-linearly
  • Recovery requirements increase significantly
At 5% risk, the account loses more than half its value under a normal losing sequence.

Key Insight

Risk determines whether a system is:
  • Robust → able to withstand variance
  • Fragile → vulnerable to normal fluctuations

Conclusion

Even with a positive expectancy system:
High risk can prevent long-term profitability by amplifying normal losses into critical drawdowns.

Next Step

→ How Much Should You Risk Per Trade?