Risk limits
Risk limits protect the deposit from strategy mistakes and from a bad streak. They are set on two levels:
- run limits — for one demo or live run (and for a backtest);
- account limits — for every run of an exchange contour (exchange + live or demo).
A limit that is not set is not checked. Percentages are entered from 0 to 100.
Run limits
Section titled “Run limits”Set them in the run form (Risk limits section) or later on the run screen → Risk management → Edit limits. New limits apply from the next order.
Every order
Section titled “Every order”Checked before the order is sent. An order breaking a limit is not sent; it is written to the feed as rejected with the list of breaches, the process goes on, and Order status returns Rejected for it.
| Limit | What it checks |
|---|---|
| Max leverage | the order’s leverage is not above the limit |
| Stop loss required | the order has a stop loss or a stop loss distance |
| Max position margin, % | size × price / leverage — not above a share of run capital |
| Max trade risk, % | loss if the stop is hit — not above a share of run capital |
| Orders per day | orders per day in your time zone |
| Allowed symbols | the order’s symbol is in the list; empty — any |
The stop loss and trade risk are also checked on Update trade: you cannot remove the stop or move it beyond the allowed risk.
Capital monitoring
Section titled “Capital monitoring”Run capital is checked against these limits continuously (after every reconciliation with the exchange). A triggered limit halts new orders of the run; positions can still be closed.
| Limit | Triggers when | Lifted |
|---|---|---|
| Max drawdown, % | capital fell from its peak by more than the share | manually only |
| Max daily loss, % | loss from the capital at the start of the day | automatically at midnight |
| Losing trades in a row | that many closed losing trades in a row | after Pause after a streak, otherwise manually |
Account limits
Section titled “Account limits”Set them in Risk management → account card → Account limits, separately for each exchange and contour (live / demo). They apply to every run of the contour.
| Limit | What it does |
|---|---|
| Max leverage, Stop loss required | checked on every order together with run limits — the stricter wins |
| Balance share for runs, % | how much of the account balance all runs may allocate |
| Active runs | how many unfinished runs the contour may have |
| Max drawdown, % | account capital drawdown from its peak; lifted manually |
| Max daily loss, % | from the capital at the start of the day; lifted at midnight |
| Min capital, USDT | below it, new orders of all runs are halted; lifted manually |
The balance share and the number of runs are checked when a run is created. Drawdown, daily loss and minimum capital are checked against equity snapshots every 5 minutes; deposits and withdrawals do not move them.
Limits in backtests
Section titled “Limits in backtests”A backtest has the same run limits. An order breaking a limit is rejected and the replay goes on; days are counted in UTC. The result is in the report’s Risk management block.