Why do contracts always get liquidated? It's not bad luck; you simply don't understand the essence of trading! This low-risk rule, crystallizing ten years of trading experience, will completely overturn your understanding of contract trading — liquidation is never the market's fault, but a time bomb you planted yourself.
Three Major Truths that Disrupt Cognition
Leverage ≠ Risk: Position is the lifeline
Using 1% position with 100x leverage, the actual risk is only equivalent to 1% of a full position in Bitcoin spot. A certain student used 20x leverage to operate ETH, investing only 2% of the principal each time, with three years of no liquidation. Core formula: Real Risk = Leverage × Position Ratio.
Stop Loss ≠ Loss: The ultimate insurance for the account
During the crash on March 12, 2024, the common feature of 78% of liquidated accounts was: losses exceeding 5% without setting a stop loss. Professional trader's iron rule: single loss must not exceed 2% of the principal, equivalent to setting a "circuit fuse" for the account.
Rolling Position ≠ All In: The correct way to compound
Ladder Positioning Model: First position 10% for trial, use 10% of profits to increase position. Starting with a principal of 50,000, the first position is 5,000 (10x leverage). For every 10% profit, add 500 to the position. When BTC rises from 75,000 to 82,500, the total position only increases by 10%, but the safety margin increases by 30%.
Institution-Level Risk Control Model
Dynamic Position Formula
Total Position ≤ (Principal × 2%) / (Stop Loss Margin × Leverage)
Example: With a principal of 50,000, 2% stop loss, and 10x leverage, the maximum position calculated is = 50000 × 0.02 / (0.02 × 10) = 5000
Third-Order Profit Taking Method
① Close 1/3 of the position at 20% profit ② Close another 1/3 at 50% profit ③ Move stop loss on remaining position (exit if it breaks the 5-day line)
In the 2024 halving market, this strategy increased a principal of 50,000 to over a million during two trends, with a return rate exceeding 1900%
Hedging Insurance Mechanism
Use 1% of the principal to buy Put options while holding a position, which has been tested to hedge 80% of extreme risks. During the Black Swan event in April 2024, this strategy successfully salvaged 23% of account net value.
Empirical Data of Fatal Traps
Holding a position for 4 hours: the liquidation probability increases to 92%
High-Frequency Trading: An average of 500 operations per month results in a 24% loss of principal
Profit Greed: 83% of profits were given back due to failure to take profits in time
IV. Mathematical Expression of the Nature of Trading
Expected Profit = (Win Rate × Average Profit) - (Loss Rate × Average Loss)
When setting a 2% stop loss and a 20% take profit, only a 34% win rate is needed to achieve positive returns. Professional traders achieve over 400% annual returns through strict stop losses (average loss of 1.5%) and trend capturing (average profit of 15%).
Ultimate Rule:
Single Loss ≤ 2%
Annual Trades ≤ 20
Profit-Loss Ratio ≥ 3:1
70% of the time in cash waiting
The essence of the market is a game of probability; smart traders use a 2% risk to bet on trend dividends. Remember: control your losses, and profits will run. Establish a mechanical trading system, allowing discipline to replace emotional decision-making, which is the ultimate answer for continuous profit.
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