Fixed Ratio Position Sizes at Account Thresholds

Click Here to download this spreadsheets as a .xls (Excel) file. The advantages of the .xls file is you can view the formulas used to construct these numbers. Also, the .xls file contains additional spreadsheets showing other delta and account size variations. Additionally, using the spreadsheet you can experiment yourself with different deltas, account sizes, and risk per trade percentages.

Column descriptions:

Current position size: The position size at the account size threshold.
Delta: The Delta parameter. This is the aggressiveness parameter. The Delta is a constant. It is copied down the column only to make the spreadsheet formulas easier to construct.
Required account balance: This is the account balanced required to increase to the position size in the Current Position Size column given the specified Delta. The formula is that to increase from N contract to N+1 contracts requires an N * delta increase in account equity.
% of account for adding 1 more contract: This column is included because this became a topic of discussion (see the commentary on this spreadsheet). Other than for reference from the commentary, this is not a particularly interesting column.
% of account risked on $1,500 risk per contract trade: This column is the core of what is being demonstrated by this spreadsheet. Assume the system risks $1,500 per contract per trade. This shows the percent of account being risked per $1,500 trade.
Note that if this table was showing Fixed Fractional rather than Fixed Ratio, this % of account risked on $1,500 risk per contract trade column would always be a constant percent. That is the essential difference between Fixed Fractional and Fixed Ratio, that with Fixed Ratio risk varies at different account levels.
Of course, if you download the .xls file this $1,500 can be changed to test different per trade risks if desired.

Initial $30K account, Delta = $10K

Current position size

Delta

Required account balance

% of account for adding 1 more contract

% of account risked on $1,500 risk per contract trade

Comments:

1

$10,000

$30,000

5.00%

2

$10,000

$40,000

33.33%

7.50%

peak 7.50% risk at transition to 2 contracts

3

$10,000

$60,000

50.00%

7.50%

4

$10,000

$90,000

50.00%

6.67%

5

$10,000

$130,000

44.44%

5.77%

6

$10,000

$180,000

38.46%

5.00%

risking 5.00% when account is $180K

7

$10,000

$240,000

33.33%

4.38%

8

$10,000

$310,000

29.17%

3.87%

9

$10,000

$390,000

25.81%

3.46%

10

$10,000

$480,000

23.08%

3.13%

risking 3.13% when account is $480K

11

$10,000

$580,000

20.83%

2.84%

12

$10,000

$690,000

18.97%

2.61%

13

$10,000

$810,000

17.39%

2.41%

14

$10,000

$940,000

16.05%

2.23%

15

$10,000

$1,080,000

14.89%

2.08%

risking 2.08% when account moves above $1M

16

$10,000

$1,230,000

13.89%

1.95%

17

$10,000

$1,390,000

13.01%

1.83%

From $1M to $50M risk continues to decline.

18

$10,000

$1,560,000

12.23%

1.73%

Suggestion: Switch to 2% fixed fractional when

19

$10,000

$1,740,000

11.54%

1.64%

initial $30K account reaches $1M.

20

$10,000

$1,930,000

10.92%

1.55%

21

$10,000

$2,130,000

10.36%

1.48%

22

$10,000

$2,340,000

9.86%

1.41%

23

$10,000

$2,560,000

9.40%

1.35%

24

$10,000

$2,790,000

8.98%

1.29%

25

$10,000

$3,030,000

8.60%

1.24%

26

$10,000

$3,280,000

8.25%

1.19%

27

$10,000

$3,540,000

7.93%

1.14%

28

$10,000

$3,810,000

7.63%

1.10%

29

$10,000

$4,090,000

7.35%

1.06%

30

$10,000

$4,380,000

7.09%

1.03%

31

$10,000

$4,680,000

6.85%

0.99%

32

$10,000

$4,990,000

6.62%

0.96%

33

$10,000

$5,310,000

6.41%

0.93%

34

$10,000

$5,640,000

6.21%

0.90%

35

$10,000

$5,980,000

6.03%

0.88%

36

$10,000

$6,330,000

5.85%

0.85%

37

$10,000

$6,690,000

5.69%

0.83%

38

$10,000

$7,060,000

5.53%

0.81%

39

$10,000

$7,440,000

5.38%

0.79%

40

$10,000

$7,830,000

5.24%

0.77%

41

$10,000

$8,230,000

5.11%

0.75%

42

$10,000

$8,640,000

4.98%

0.73%

43

$10,000

$9,060,000

4.86%

0.71%

44

$10,000

$9,490,000

4.75%

0.70%

45

$10,000

$9,930,000

4.64%

0.68%

46

$10,000

$10,380,000

4.53%

0.66%

47

$10,000

$10,840,000

4.43%

0.65%

48

$10,000

$11,310,000

4.34%

0.64%

49

$10,000

$11,790,000

4.24%

0.62%

50

$10,000

$12,280,000

4.16%

0.61%

51

$10,000

$12,780,000

4.07%

0.60%

52

$10,000

$13,290,000

3.99%

0.59%

53

$10,000

$13,810,000

3.91%

0.58%

54

$10,000

$14,340,000

3.84%

0.56%

55

$10,000

$14,880,000

3.77%

0.55%

56

$10,000

$15,430,000

3.70%

0.54%

57

$10,000

$15,990,000

3.63%

0.53%

58

$10,000

$16,560,000

3.56%

0.53%

59

$10,000

$17,140,000

3.50%

0.52%

60

$10,000

$17,730,000

3.44%

0.51%

61

$10,000

$18,330,000

3.38%

0.50%

62

$10,000

$18,940,000

3.33%

0.49%

63

$10,000

$19,560,000

3.27%

0.48%

64

$10,000

$20,190,000

3.22%

0.48%

65

$10,000

$20,830,000

3.17%

0.47%

66

$10,000

$21,480,000

3.12%

0.46%

67

$10,000

$22,140,000

3.07%

0.45%

68

$10,000

$22,810,000

3.03%

0.45%

69

$10,000

$23,490,000

2.98%

0.44%

70

$10,000

$24,180,000

2.94%

0.43%

71

$10,000

$24,880,000

2.89%

0.43%

72

$10,000

$25,590,000

2.85%

0.42%

73

$10,000

$26,310,000

2.81%

0.42%

74

$10,000

$27,040,000

2.77%

0.41%

75

$10,000

$27,780,000

2.74%

0.40%

76

$10,000

$28,530,000

2.70%

0.40%

77

$10,000

$29,290,000

2.66%

0.39%

78

$10,000

$30,060,000

2.63%

0.39%

79

$10,000

$30,840,000

2.59%

0.38%

80

$10,000

$31,630,000

2.56%

0.38%

81

$10,000

$32,430,000

2.53%

0.37%

82

$10,000

$33,240,000

2.50%

0.37%

83

$10,000

$34,060,000

2.47%

0.37%

84

$10,000

$34,890,000

2.44%

0.36%

85

$10,000

$35,730,000

2.41%

0.36%

86

$10,000

$36,580,000

2.38%

0.35%

87

$10,000

$37,440,000

2.35%

0.35%

88

$10,000

$38,310,000

2.32%

0.34%

89

$10,000

$39,190,000

2.30%

0.34%

90

$10,000

$40,080,000

2.27%

0.34%

91

$10,000

$40,980,000

2.25%

0.33%

92

$10,000

$41,890,000

2.22%

0.33%

93

$10,000

$42,810,000

2.20%

0.33%

94

$10,000

$43,740,000

2.17%

0.32%

95

$10,000

$44,680,000

2.15%

0.32%

96

$10,000

$45,630,000

2.13%

0.32%

97

$10,000

$46,590,000

2.10%

0.31%

98

$10,000

$47,560,000

2.08%

0.31%

99

$10,000

$48,540,000

2.06%

0.31%

100

$10,000

$49,530,000

2.04%

0.30%

101

$10,000

$50,530,000

Initial $30K account, Delta = $10K
Current position size	Delta	Required account balance	% of account for adding 1 more contract	% of account risked on $1,500 risk per contract trade	*Comments:*
1	$10,000	$30,000		5.00%
2	$10,000	$40,000	33.33%	7.50%	peak 7.50% risk at transition to 2 contracts
3	$10,000	$60,000	50.00%	7.50%
4	$10,000	$90,000	50.00%	6.67%
5	$10,000	$130,000	44.44%	5.77%
6	$10,000	$180,000	38.46%	5.00%	risking 5.00% when account is $180K
7	$10,000	$240,000	33.33%	4.38%
8	$10,000	$310,000	29.17%	3.87%
9	$10,000	$390,000	25.81%	3.46%
10	$10,000	$480,000	23.08%	3.13%	risking 3.13% when account is $480K
11	$10,000	$580,000	20.83%	2.84%
12	$10,000	$690,000	18.97%	2.61%
13	$10,000	$810,000	17.39%	2.41%
14	$10,000	$940,000	16.05%	2.23%
15	$10,000	$1,080,000	14.89%	2.08%	risking 2.08% when account moves above $1M
16	$10,000	$1,230,000	13.89%	1.95%
17	$10,000	$1,390,000	13.01%	1.83%	From $1M to $50M risk continues to decline.
18	$10,000	$1,560,000	12.23%	1.73%	Suggestion: Switch to 2% fixed fractional when
19	$10,000	$1,740,000	11.54%	1.64%	initial $30K account reaches $1M.
20	$10,000	$1,930,000	10.92%	1.55%
21	$10,000	$2,130,000	10.36%	1.48%
22	$10,000	$2,340,000	9.86%	1.41%
23	$10,000	$2,560,000	9.40%	1.35%
24	$10,000	$2,790,000	8.98%	1.29%
25	$10,000	$3,030,000	8.60%	1.24%
26	$10,000	$3,280,000	8.25%	1.19%
27	$10,000	$3,540,000	7.93%	1.14%
28	$10,000	$3,810,000	7.63%	1.10%
29	$10,000	$4,090,000	7.35%	1.06%
30	$10,000	$4,380,000	7.09%	1.03%
31	$10,000	$4,680,000	6.85%	0.99%
32	$10,000	$4,990,000	6.62%	0.96%
33	$10,000	$5,310,000	6.41%	0.93%
34	$10,000	$5,640,000	6.21%	0.90%
35	$10,000	$5,980,000	6.03%	0.88%
36	$10,000	$6,330,000	5.85%	0.85%
37	$10,000	$6,690,000	5.69%	0.83%
38	$10,000	$7,060,000	5.53%	0.81%
39	$10,000	$7,440,000	5.38%	0.79%
40	$10,000	$7,830,000	5.24%	0.77%
41	$10,000	$8,230,000	5.11%	0.75%
42	$10,000	$8,640,000	4.98%	0.73%
43	$10,000	$9,060,000	4.86%	0.71%
44	$10,000	$9,490,000	4.75%	0.70%
45	$10,000	$9,930,000	4.64%	0.68%
46	$10,000	$10,380,000	4.53%	0.66%
47	$10,000	$10,840,000	4.43%	0.65%
48	$10,000	$11,310,000	4.34%	0.64%
49	$10,000	$11,790,000	4.24%	0.62%
50	$10,000	$12,280,000	4.16%	0.61%
51	$10,000	$12,780,000	4.07%	0.60%
52	$10,000	$13,290,000	3.99%	0.59%
53	$10,000	$13,810,000	3.91%	0.58%
54	$10,000	$14,340,000	3.84%	0.56%
55	$10,000	$14,880,000	3.77%	0.55%
56	$10,000	$15,430,000	3.70%	0.54%
57	$10,000	$15,990,000	3.63%	0.53%
58	$10,000	$16,560,000	3.56%	0.53%
59	$10,000	$17,140,000	3.50%	0.52%
60	$10,000	$17,730,000	3.44%	0.51%
61	$10,000	$18,330,000	3.38%	0.50%
62	$10,000	$18,940,000	3.33%	0.49%
63	$10,000	$19,560,000	3.27%	0.48%
64	$10,000	$20,190,000	3.22%	0.48%
65	$10,000	$20,830,000	3.17%	0.47%
66	$10,000	$21,480,000	3.12%	0.46%
67	$10,000	$22,140,000	3.07%	0.45%
68	$10,000	$22,810,000	3.03%	0.45%
69	$10,000	$23,490,000	2.98%	0.44%
70	$10,000	$24,180,000	2.94%	0.43%
71	$10,000	$24,880,000	2.89%	0.43%
72	$10,000	$25,590,000	2.85%	0.42%
73	$10,000	$26,310,000	2.81%	0.42%
74	$10,000	$27,040,000	2.77%	0.41%
75	$10,000	$27,780,000	2.74%	0.40%
76	$10,000	$28,530,000	2.70%	0.40%
77	$10,000	$29,290,000	2.66%	0.39%
78	$10,000	$30,060,000	2.63%	0.39%
79	$10,000	$30,840,000	2.59%	0.38%
80	$10,000	$31,630,000	2.56%	0.38%
81	$10,000	$32,430,000	2.53%	0.37%
82	$10,000	$33,240,000	2.50%	0.37%
83	$10,000	$34,060,000	2.47%	0.37%
84	$10,000	$34,890,000	2.44%	0.36%
85	$10,000	$35,730,000	2.41%	0.36%
86	$10,000	$36,580,000	2.38%	0.35%
87	$10,000	$37,440,000	2.35%	0.35%
88	$10,000	$38,310,000	2.32%	0.34%
89	$10,000	$39,190,000	2.30%	0.34%
90	$10,000	$40,080,000	2.27%	0.34%
91	$10,000	$40,980,000	2.25%	0.33%
92	$10,000	$41,890,000	2.22%	0.33%
93	$10,000	$42,810,000	2.20%	0.33%
94	$10,000	$43,740,000	2.17%	0.32%
95	$10,000	$44,680,000	2.15%	0.32%
96	$10,000	$45,630,000	2.13%	0.32%
97	$10,000	$46,590,000	2.10%	0.31%
98	$10,000	$47,560,000	2.08%	0.31%
99	$10,000	$48,540,000	2.06%	0.31%
100	$10,000	$49,530,000	2.04%	0.30%
101	$10,000	$50,530,000