Risk Management

Max Daily Loss Explained

Daily loss limits: how they're calculated, when they reset, and strategies to stay inside them.

How daily loss limits are computed

Daily loss is typically calculated as the difference between the account's closing balance from the prior session and the current session's equity (realised + unrealised). Most firms reset at the instrument's daily session close. Breaching the daily loss by a single tick fails the challenge or passes a rule violation on a funded account — there's no grace.

Why traders blow through daily loss

The #1 cause: revenge trading after the first loss. You're down $400 on the day, the limit is $1,000, you try to make it back on one aggressive trade — and you breach. Rule: when you're down 50% of your daily limit, STOP trading for the day. Come back tomorrow. The daily limit is designed to enforce this; bypass it and the firm saves you from yourself eventually anyway.

Intraday vs EOD calculation

Some firms check equity continuously (intraday). Others check only at daily close (EOD). On intraday firms, a quick spike against your open trade can trip the limit before you can react. On EOD firms, unrealised swings during the day don't count — only the close does. Check your firm's specific method before risking a large intraday open position.

Frequently asked questions

Does the daily loss include commissions?
On most firms yes — commissions are treated as part of the daily P&L. Scalpers: factor this into your max size.
When does the daily reset?
On US futures firms, usually at 5 PM CT (5pm ET) which is the CME daily reset. On forex firms, usually 5 PM ET (or whatever matches the broker's clock).