The Position Size Calculator takes the account size, a risk percentage, an entry price and a stop loss, and prints a seven-row result block: risk amount, risk per share, position size, position value, account percentage and two payoff lines for the 2:1 and 3:1 reward targets. It answers one question, how much of the account is acceptable to lose on this trade, and every figure below is derived from that single budget. Everything runs in the browser: there is no backend, no API call, and the only arithmetic is one multiplication, one absolute difference and one floor division. The result block prints every dollar figure with two decimals, so it reads like a trade ticket. Start with the Position Size Calculator tool and keep the placeholders in place: an account of 10000, 1 percent risk, entry 150 and stop 145.
How the risk amount is set
The risk amount is a flat cut of the account. The tool multiplies the account size by the risk percentage over 100, so 1 percent of 10000 becomes a risk amount of 100. That figure is the entire downside budget: if the stop is hit, the trade loses roughly this much, and every number below it is sized to stay inside it. The risk field accepts any value from 0 to 100; a zero is legal and yields a position of 0 shares, and a blank field falls back to 1 percent. The multiplication is one step, and the Percentage Calculator is the tool to verify that 1 percent of 10000 really is 100.
Where the risk per share comes from
The risk per share is the absolute difference between entry and stop loss. At entry 150 and stop 145, each share carries 5 of risk, and the direction of the trade does not matter: a short entered at 150 with a stop at 155 also gives 5, because the tool measures distance, not direction. If entry and stop are equal, the risk per share is 0 and the tool prints nothing, which is the guard against division by zero. The stop level itself can come from anywhere you like; the Stop Loss Take Profit tool computes stop and take profit levels from an entry, and the ATR Stop Loss tool sizes the stop from the volatility of the asset instead of a round number.
Why the position size floors instead of rounds
The position size is the risk amount divided by the risk per share, and the quotient is rounded down to a whole number of shares, never to the nearest. With 100 of risk and 5 per share, 100 over 5 is exactly 20. With a stop at 147 instead, the risk per share becomes 3, 100 over 3 is 33.33, and the tool prints 33: the floor keeps the realized risk, 33 shares times 3, at 99, inside the 100 budget, whereas rounding up to 34 would push it to 102, slightly over. The position value is then the share count times the entry price, and the account percentage is that value as a share of the account.
A full run, row by row
Run the placeholders: account 10000, risk 1 percent, entry 150, stop 145. The risk amount reads 100.00, the risk per share 5.00, and the position size 20 shares. The position value reads 3000.00, which is 30.00 percent of the account. The two payoff lines read 200.00 for the 2:1 target and 300.00 for the 3:1 target. The point to hold on to is that the account percentage is not the risk percentage: 1 percent is the loss budget, 30 percent is how much of the account the 20 shares are worth at entry, and confusing the two is the classic way position sizing goes wrong.
What the risk reward cards show
The three cards under the result block are payoffs built from the same risk amount. The 2:1 card is two times the risk, 200.00 in this run; the 3:1 card is three times, 300.00; the 1:1 card is the risk itself, 100.00, printed as a loss. They are not forecasts: they show what this fixed position pays at each multiple of the risk, so you can weigh them against your edge before committing. The ratio and its breakeven win rate are the subject of the Risk Reward tool, which computes both for any pair of levels.
What this tool is not
The Position Size Calculator is not an order filler: it prints a share count, and placing the trade is yours to do. It is not a portfolio risk model either: the Value at Risk tool estimates the tail of the loss distribution over a horizon, while this one budgets a single trade. It is not an optimal sizing theory: the Kelly Criterion tool derives the growth optimal fraction from your win rate and payoff, and a fractional Kelly answer feeds straight into the risk percentage here. And it is not an edge calculator: whether the trade has positive expectancy at all is the question in the Trading Expectancy guide, which multiplies win rate by average win against loss rate by average loss.