Size Ladder
Grow your contract size as your profit grows, and drop back when it shrinks. Log each trade below and it tells you exactly how many contracts to trade next.
Next trade
Starting size
Profit so far
0 trades
Next rung
more profit to add a contract
Worst drawdown
no drop yet
Your setup
Risk check and prop limit (optional)
Shows what one full stop-out costs at your next size and at your maximum, against your account's limit (for example $2,500 on a 50K prop account).
The ladder
Your rung is highlighted
| Size | Up at | Down below | Stop-out | % limit |
|---|
Use in NinjaTrader
The Size Ladder settings in the strategy
Also in the group: leave at the default unless you know why
From the dashboard
Tick templates on the dashboard and press Scale this selection: their backtest trades load here, in time order, exactly as the dashboard combines them.
What 1 copy means
- Multiplied by the copies: the contracts on every target, the daily loss limit, the daily profit limit and any other dollar limit (a profit lock, for example), and every trade's profit or loss.
- Stays the same: anything counted in trades (losing streaks, trade limits) and anything in ticks (the stop, the targets, offsets, range sizes). Only the quantities change, never where the orders go.
- Not the template's: your prop account's drawdown (for example $2,500 on a 50K) does not grow with the copies, so with more copies it is reached that many times as fast. The drawdown tiles and Fit my account check it.
- The daily limits have to be scaled in NinjaTrader too, or the template stops each day at the 1-copy amounts and the results here will not match. Template settings under each template lists the exact numbers to enter.
- Sized by multiplying the backtest's trades, so treat it as an estimate. One size step is one copy of the template as shipped (for a set: one copy of every template in it), not one contract.
- Commission is already in these trades (as on the dashboard), so the commission box is not used here. Slippage is charged per contract on every contract in the copies.
- Prop-firm rules are only partly modelled: your limit is a simple trail-then-lock on closed trades, and daily loss limits are not modelled.
Import trades
Drop in a NinjaTrader Strategy Analyzer Trades export (right-click the Trades grid, Export, CSV), any CSV with a Profit or P&L column, or paste one result per line. Each trade is replayed through your ladder from the start, so change the settings on the left and the backtest updates at once.
Backtests fill at perfect prices. Real fills slip, and more so at bigger size, so 1-2 ticks a side is a fair allowance.
Fit my account
Tries hundreds of ladder settings on your backtest trades and keeps the ones that stayed inside your limit, first on the trades as they happened, then in 9 of 10 of 300 reshuffled years. Your balance, instrument, costs, slippage, "change size" and "step back down" choices are used as they are.
Results
As it happened
Your backtest trades, in order, with four ways to size them. Drawdown is the deepest fall from a high, as a share of the account at that high.
| Sizing | Ending balance | Profit | Worst drawdown | Largest size |
|---|
The next year, reshuffled
Reshuffles your real trading days into 1,000 possible years, so you see a likely result, a bad case and a good case, not only the one path that happened.
| Sizing | Middle result | Bad case | Good case | Typical worst drawdown | Years ending below start | Size reached |
|---|
- This assumes the future looks like the trades you imported. A strategy that worked last year can do worse next year.
- Slippage grows with size. Above about 20-30 micros, a full-size contract (1 NQ = 10 MNQ) usually fills better.
- It is a projection from a backtest, not a forecast.
Log a trade
Enter one contract's result. It's logged at the size the ladder gave you.
Profit, size and drawdown
Total profit at the end
Worst drop from a high
no drop yet
Lowest ever vs your start
On the closed-trade balance. Open-trade dips can go deeper. The limit line is a simple trail-then-lock model, not every firm rule.
Trades
| # | Date | Result | Contracts | P&L | Profit so far |
|---|
StratGeeks · Size Ladder · results come from your own trades and settings, not a forecast