Solana Position Size Calculator on Bybit
pick the dollar amount you're willing to lose, set your stop, and the tool gives you the position size. sizing from the stop — not from how confident you feel — is the whole trick. the math is one division.
enter entry, stop, and risk to get the size.
estimate — exchanges compute exact liq from live margin; always double-check on your venue.
get alerted if SOL nears $208.65
size from the stop, not the slider
the formula is contracts = risk / |entry − stop|. your stop is where your idea is wrong. the distance from entry to stop, divided into your risk budget, is the size. everything else — leverage, margin, liq price — is downstream of that division.
leverage then answers a different question: how much margin does this size tie up? at Bybit you can post as little as 1/100 of the notional for SOL at small size, but low margin is not low risk — the sized position risks the same $500.00 whether it's 2x or 50x. the difference is only how fast you find out.
worked example: risking $500.00 on a SOL long with a 5.0% stop
- entry
- $214.00
- stop
- $203.30 (5.0% away)
- risk
- $500.00
- position size
- 46.7290 SOL ($10,000 notional)
- margin at 10x
- $1000.00
- liq at 10x, this size
- $193.67 — 9.50% below entry
account rule: you lose $500.00 on a bad trade, never more. entry $214.00, stop $203.30 — a $10.7 move. contracts = $500.00 / $10.7 = 46.7290 SOL, about $10,000 of exposure.
notice what didn't decide the size: the leverage slider. leverage is a consequence here — $10,000 at 10x needs $1000.00 of margin, and the liquidation price of that position ($193.67) is twice as far away as your stop. the stop hits first, every time, which is the entire point.
sol is the wick coin. exchange-outage candles, liquidation cascades that round-trip 6% in an hour, weekend books thin enough to move $40m of forced sellers through a $2 gap.
bybit perp taker fees run 0.055% a side, a hair above binance. nobody chooses a venue over 5 thousandths of a percent, but at 50x it compounds into the same conversation as funding.
where the stop goes on Solana
sol is the wick coin. exchange-outage candles, liquidation cascades that round-trip 6% in an hour, weekend books thin enough to move $40m of forced sellers through a $2 gap.
a stop inside the coin's normal noise is a donation to the market maker. a stop outside the wick range is a thesis. sol does 8% round trips on a regular week. sizing sol like it's btc is how the tape gets fresh entries.
fees are part of the risk budget
bybit perp taker fees run 0.055% a side, a hair above binance. nobody chooses a venue over 5 thousandths of a percent, but at 50x it compounds into the same conversation as funding.
round-trip taker fees on a full-size position get deducted before your risk math even starts. if your stop is 1% away and round-trip fees are 0.11%, fees are 11% of your risk budget. size accordingly, or use limits and cut that line in half.
after sizing: check the liq distance
a correctly sized position should be liquidated nowhere near its stop. if the liq price of your sized position is closer than your stop, your leverage is doing something the size didn't ask for — drop the leverage until the liq sits at least twice as far as the stop.
run your sized position through the Solana liquidation calculator on Bybit to see the exact distance — the tool chain on this site is built for that two-step: size first, liq-check second, alert last.
faq
how do i calculate position size for a perp?
contracts = risk / |entry − stop|. decide the dollars you can lose (say $500), set the stop where your idea is wrong, and divide. the output is the position size — leverage and margin are consequences, not inputs.
should i size by leverage or by risk?
by risk. leverage decides how much margin the sized position ties up; it does not change how much you lose when the stop hits. two accounts at the same size risk the same dollars at 2x and at 50x — one just finds out faster.
where should i put my stop loss?
outside the coin's normal noise, at the price where your thesis is actually wrong — a broken level, not a round number. a stop inside the noise is a fee paid to the market maker; a stop at the liquidation price is a fee paid to the insurance fund.
how much should i risk per trade?
the honest retail range is 0.5–2% of account equity per trade. at 1% and a 50% win rate with 1.5r winners, you survive the losing streaks that kill 10%-risk accounts around trade number five. this tool won't lecture you — it just makes the $ number explicit before you enter.
what's the difference between position size and notional value?
position size is the coin amount (contracts). notional is size × price — the dollars of exposure. fees, funding, and mmr brackets are all computed on notional, which is why a 'small' 25x position can still sit in a fat bracket.
do trading fees count in the risk?
yes. round-trip taker fees (about 0.10–0.11% on binance/bybit) come out before your risk math. on a tight stop, fees can be a tenth of the planned loss — include them or your real risk is bigger than your plan.
walk me through the SOL example on this page
risking $500.00 on a SOL long with a 5.0% stop: entry $214.00; stop $203.30 (5.0% away); risk $500.00; position size 46.7290 SOL ($10,000 notional); margin at 10x $1000.00; liq at 10x, this size $193.67 — 9.50% below entry. the full narrative is in the explainer above — and estimate — exchanges compute exact liq from live margin; always double-check on your venue.
in the last 24h: $0 liquidated across 0 events