Position Sizing Analyzer
Measure how your position size changes after losses and how widely it varies.
Analyze My Position SizingPosition size is where most of the damage in trading is done, and it is often the least measured part of the process. This analyzer takes the entry price and quantity of each trade and looks at how your size behaves: after wins, after losses, and across your whole history.
It checks two things. First, whether the position that follows a loss is larger than the one that follows a win, which is a classic way a bad run becomes a deep drawdown. Second, how widely your sizes spread, because a method applied at wildly different sizes cannot really be judged.
Both comparisons use the median and the extremes of your history, not single trades, and both need enough trades to be reliable. If your file does not include entry price and quantity, size cannot be measured, and the analyzer says so.
Once you know how you behave, the position size calculator helps you set size from a fixed amount of risk, which is the usual way to take the mood out of it.
Drop your trade history CSV here
Closed positions or P&L history from your exchange. Up to 5 MB.
Your file is read in memory and is never saved — only the result of the analysis is kept (7 days, or until you delete it if you save it to your account). Don't include passwords or API keys. See the Privacy Policy.
Example — not your data
Example result
Typical position after a win
5,000
Typical position after a loss
34% larger
6,700
Largest 10% against smallest 10%
A wide spread in size
13.1×
Illustrative numbers for a made-up account, shown so you know what a result looks like. They are not your data and not a benchmark.
What it checks
Size after a loss versus after a win
Reported when the typical position after a loss is at least 15% larger, with at least 8 trades on each side.
The spread of your sizes
Your largest tenth of positions against your smallest tenth, reported when the gap is at least fivefold.
Your typical size
The median position and the largest, so you can see what a normal trade looks like.
The consequences
How your results behave after losing runs, to see whether larger size is where the losses land. See why size drifts upward after a loss.
Frequently asked questions
Is it always wrong to increase size after a loss?
No. If it is a rule you set in advance, it is part of a strategy. The analysis shows how often your size rises after losses so you can tell whether it is deliberate.
What if my size changes because my account grew?
Size that grows with the account is normal. The analyzer compares the trades after losses with the trades after wins within the same history, so a steady rise affects both sides and is not by itself reported as a pattern.
Which size does it use?
Entry price multiplied by quantity, which is the position value at entry. Leverage does not change this number, because it measures the position, not the margin you put up.
Which file should I upload?
A CSV where each row is one finished trade with its result: your exchange's closed positions or profit-and-loss history. It needs a close time and a result, or entry price, exit price, quantity and side. A list of individual order fills is not enough, because fills cannot be paired into trades without guessing.
Is my trade history stored?
The file is read in memory and is not saved. Only the result of the analysis is kept: for 7 days if you do not sign in, or until you delete it if you save it to your account. The analyzer never asks for exchange passwords or API keys.
Keep going
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Why Do I Increase My Position Size After a Loss?
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Why Are My Position Sizes So Inconsistent?
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Revenge Trading: Why Risk Rises After a Loss (and How to Break the Loop)
Holdy Lab content is educational and is not financial advice. Results describe the data you provide; they do not predict future results.