How many contracts can I trade under a daily loss limit?

Divide the DLL by the number of stop-outs you allow per day times the cost of one stop (stop distance in ticks times tick value, plus commission). A $1,100 DLL with two allowed 60-tick MNQ stops supports 17 contracts.

Does the daily loss limit include open positions?

At some firms yes - Earn2Trade counts unrealized intraday losses against the DLL, so an open position can suspend the day before you close it. Check the firm's specific rule.

Is breaching a daily loss limit the same as blowing the account?

Usually not. Most DLLs are soft breaches that close the trading day; the trailing or static max drawdown is the line that ends the account.

Tool

Daily Loss Limit Sizing Checker

Pick an instrument, enter the firm’s DLL, your stop in ticks and how many stop-outs you allow per day. Get the max contracts that survive a normal losing day. How long that losing streak can run is arithmetic too — check it in the consistency rule calculator.

Instrument

Micro and mini futures tick values

Daily loss limit ($)

Firm DLL for your account

Stop distance (ticks)

Per trade, in ticks

Commission RT ($/contract)

Round-turn per contract (micro ~$1.00-1.20)

Losses you allow per day

Consecutive stop-outs before you must stop

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Max contracts per trade

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Cost of one stop-out at max size

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Worst day at your rules

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DLL headroom left after worst day

Max contracts across stop distances

Stop (ticks)	Risk per contract	Max contracts	Worst day

How to read this

The daily loss limit is a budget: it must cover every planned stop-out of the day, including commissions. Max contracts = DLL ÷ (allowed losses × (stop × tick value + commission)). Size above that and one normal losing day breaches the limit.

The number this tool returns is your drawdown-based limit — your firm’s regulatory cap may be higher or lower. The current caps per firm and account size are in futures prop firm max contract limits; the binding limit is the smaller of the two.

Breaching the daily loss limit is one of the ways a funded account ends. What happens afterwards — reset, refund, re-evaluation — is covered in what happens when you blow a funded account.

Note that some firms count open unrealized losses against the DLL intraday (Earn2Trade does) — a position can suspend the day before you close it. Budget the stop distance, not your hopes for it.

Firm DLL mechanics: daily loss limits explained · full position size calculator. Our portfolios arrive pre-sized against both the DLL and the trailing floor of the target firm.

Playbook · by email

Keep this result. Get the tables behind it.

The Playbook has the presets and drawdown budgets these calculators are built on, for every strategy and portfolio. One PDF, then our letters with what the systems did.