Position Sizing Reference Data
What this is
Position sizing is usually explained with screenshots and half-remembered broker numbers. This dataset puts the inputs in plain CSV so the arithmetic can be re-run and checked instead of trusted. Four small files, no dependencies, no API keys.
The tradable size is that result rounded down to the broker's unit step. Rounding up raises risk without saying so.
Files
| File | Rows | What is in it |
|---|---|---|
| contract-specifications.csv | 131 | Contract size, pip size and unit step per instrument across forex, metals, energies, indices and crypto futures. Columns: symbol, asset_class, quote_currency, pip_size, contract_size, unit_step. |
| pip-value-by-lot-size.csv | 4 | Pip value per standard, mini, micro and nano lot on a USD-denominated account, plus the cost of a 20-pip move and of a 1-pip spread. |
| losing-streak-equity.csv | 20 | Equity remaining after 1 to 20 consecutive losses at 0.5%, 1% and 2% risk per trade. Generated by remaining = (1 - risk%)^n. |
| drawdown-recovery.csv | 12 | Gain required on the reduced balance to return to the original balance, for drawdowns from 5% to 90%. Generated by gain_required = 1 / (1 - drawdown) - 1. |
Every file is served as plain text/csv from this domain, so it can be read straight into a spreadsheet, a notebook or a script without an account.
Where the numbers come from
- The instrument rows are the built-in defaults of the calculator on this site. They are typical retail contract specifications, not exchange-published official values, and several are editable by design. Verify the contract size and unit step of your own instrument against your broker before placing an order.
- Everything except
contract-specifications.csvis computed, not copied. The generating formula is stated above each file and in the source repository. - There is no price history, no tick data and no returns series here. This is reference data and arithmetic only.
Worked example
Account 10,000 USD, risk 1% (100 USD), EUR/USD at 1.1000, stop at 1.0980, no spread and no commission:
The same calculation, with spread, commission and quote-currency conversion, is what the position size calculator runs in your browser.
Other places to get it
- Source repository — the formulas, the documentation and the Python and JavaScript implementations.
- Zenodo archive — a versioned, citable copy with a DOI. Use that DOI to cite the data.
- Kaggle dataset — the same four files in a notebook environment.
- Installable packages: PyPI and npm.
How to cite
Licence
The data files are released under CC0 1.0 Universal. The code and documentation in the linked repository are MIT. Not investment advice: nothing here recommends a trade, a size or a broker.