Understanding Leverage Trading Risks
Leverage allows you to control a larger position with less capital. For example, 10× leverage means posting $1 to open a $10 position. This amplifies both gains and losses: a 1% price move equals ~10% change in your equity. New traders often underestimate these risks and mis-size positions, leading to liquidations or huge drawdowns.
Margin basics: You must post an initial margin (minimum collateral) and maintain a maintenance margin (minimum equity to keep positions open). If equity falls below the maintenance threshold (typically 5%), the exchange liquidates your position. The liquidation price is where your margin ratio hits this minimum.
P&L amplification: Losses scale with leverage. Key risks include:
A 2% adverse move on 5× leverage = ~10% account loss
At 10× leverage, the same 2% drop = ~20% capital loss
Fast moves can trigger liquidation before your stop-loss executes
Cross margin pools all positions together - one large loss can drain collateral for other trades
Isolated margin confines risk to individual positions - safer for beginners
In short, leverage is a double-edged sword. It can boost your buying power and potential returns, but it proportionally increases losses and the chance of losing more than your initial investment. Proper risk management in crypto trading means understanding these mechanisms and building rules to prevent a blown-up account.
Position Sizing: From Risk Budget to Order Size
A sound position sizing strategy is the cornerstone of surviving and thriving with leverage. The goal is to risk only a small, controlled percentage of your capital on any single trade. This ensures no single loss – or even a streak of losses – can knock you out of the game. Below, we outline popular sizing methods and how to adjust them when market volatility changes.
Fixed-Fractional Method
The fixed-fractional method (often called the "percent risk per trade" approach) means you risk a set percentage of your equity on each trade – commonly 0.5% to 2% for active traders. For example, with a $10,000 account, a 1% risk limit means you'd plan to lose at most $100 if a trade hits your stop-loss. This % risk is your risk budget per trade.
How to apply:
Determine your stop-loss level first (more on stops below)
Calculate position size using: Risk Budget ÷ Stop Distance = Position Size
Example: Trading Bitcoin with $10,000 account, 1% risk = $100 budget
Stop set 5% below entry: $100 ÷ 0.05 = $2,000 position size
At 5× leverage, this requires $400 margin - well within your account
If price hits stop, you lose exactly $100 (1% of account)
Fixed-fractional sizing keeps your risk proportional to account size; as your equity grows or shrinks, the dollar risk adjusts automatically. This approach has a proven track record of preventing risk of ruin (i.e. blowing up your account), because even a string of losses only chips away gradually.
Benefits: It's simple, and it enforces discipline. Many professional guidelines (such as the classic "2% rule") stem from this concept. You won't "bet the farm" on any one trade. Drawdown math also favors small fractions – e.g. a 1% loss requires just about a 1.01% subsequent gain to recover, whereas a 50% drawdown needs a 100% gain to get back to even. By keeping per-trade losses small, you avoid steep equity curves that are hard to climb out of.
Drawback: Fixed % doesn't account for market volatility differences. A 2% price move in one asset (say BTC) is not the same risk as a 2% move in a micro-cap altcoin (which might have 2% swings every few minutes). That's where volatility-based methods can help.
Volatility-Targeted Sizing (ATR/σ-based)
Volatility-targeted position sizing scales your trade size inversely with market volatility. The idea is to risk a comparable amount in dollars regardless of whether an asset is calm or volatile. Traders often use indicators like ATR (Average True Range) or standard deviation (σ) to measure recent volatility. For example, if Asset A typically moves ±1% a day and Asset B ±5% a day, you'd take a smaller position in B so that a "normal" swing in B doesn't hurt more than a normal swing in A.
How to apply:
Use 14-day ATR to determine stop distance (e.g., 3% ATR = 3% stop from entry)
Set stop at 1×ATR away to avoid routine noise stopping you out
Calculate position size: Risk Budget ÷ ATR Stop = Position Size • Example: $5,000 account, 1% risk = $50, 3% ATR stop = $50 ÷ 0.03 = $1,667 position
For higher volatility (10% ATR): $50 ÷ 0.10 = $500 position (smaller size, same $50 risk)
Result: Trade larger on calm assets, smaller on volatile ones, keeping dollar risk constant
Adjust leverage based on volatility regime - higher leverage on quiet days, lower during turbulent periods
Use volatility indexes (BVOL, VIX) as signals to cut position sizes when volatility spikes
Caution: Volatility measures are backward-looking. They can change quickly, and an ATR-based stop that was safe last week might be too tight this week if volatility jumps. Always allow some buffer and re-evaluate your stop size and position size if the market's volatility shifts markedly.
Calibrating Size When Volatility Regimes Shift
Crypto markets are notorious for regime changes – a month of range-bound chop can be followed by a sudden explosion in daily ranges (up or down). Your risk approach should be flexible enough to adapt. Here are practical tips:
Decrease fraction or leverage in high volatility: If major news or a volatility spike hits (say BTC's daily range triples overnight), consider risking half your usual percentage per trade until things calm down. This prevents unusually large moves from causing outsized losses. As an example, if you normally risk 1% per trade, you might cut to 0.5% during a turbulent week. You can also temporarily reduce your maximum allowed leverage (e.g. drop from 10× to 5×) since price can move more before hitting your stop.
Monitor correlation of positions: In volatile times, assets that usually don't correlate might all drop together in a market-wide selloff. Two 1% risk trades can inadvertently become 2% (or more) risk if they move in tandem. Adjust position sizes or total number of trades to account for this clustering of risk.
Use a dynamic model (advanced): Some traders use the Kelly criterion to allocate capital based on win probability and payoff ratio. However, Kelly often overestimates risk and ignores tail risks. Most professionals use "fractional Kelly" (half-Kelly or less) for safety. Beginners should stick with fixed percentages or volatility-based rules rather than complex formulas.
By sizing positions thoughtfully and staying within a modest risk budget, you set the stage so that even a series of losing trades will be a setback – not a catastrophe. Next, we'll look at how to place stop-losses and choose leverage in a way that complements your sizing strategy.
Stops, Exits, and Liquidation Buffers
No matter how good your strategy or how well you size your trades, you must always plan for the possibility of being wrong. This is where stop-loss orders and exit rules come in. Stop-loss means deciding in advance the price at which you'll cut a losing trade to prevent further damage. Equally important is designing your leverage such that your stop-loss triggers well before any forced liquidation. In this section, we discuss types of stops, how to place them, and how to keep a healthy distance between your stop level and the dreaded liquidation level.
Choosing Stop Types & Placement
Not all stops are created equal. The main stop order types are:
Stop-Market Order: Triggers a market order when the stop price is reached. This guarantees execution (the position will be closed), but you may suffer slippage beyond your stop price in fast markets. For instance, if your stop-market on ETH is $1,500 and a sudden drop gaps the price to $1,480, your order sells at the next available market price (~$1,480). You're out of the trade for sure, but at a slightly larger loss than expected.
Stop-Limit Order: Triggers a limit order at a specified price when the stop level is hit. This guarantees price (it won't fill worse than your limit), but not execution – if the price plunges past your limit before filling, you could be stuck in the trade. Using the same example, you set a stop at $1,500 with a stop-limit that will sell at $1,490 or better. If the price gaps straight to $1,480, your limit order at $1,490 may not execute at all, leaving you holding a rapidly losing position.
Trailing Stop: A dynamic stop that "trails" price by a set percentage. As markets move favorably, the stop adjusts to lock in profits. Example: 5% trailing stop on a long continuously resets 5% below the current high. Enter at $100, price hits $120, stop moves to $114. If price reverses to $114, you exit securing most gains. Useful for trends but risk whipsaws during sharp pullbacks before resumption.
Stop placement: Whether you use stop-market or stop-limit (or a trailing mechanism), deciding where to place the stop is an art and science. Two common methods:
Technical level placement: Place stops just beyond key support/resistance levels. For longs, use swing lows or support lines. If price breaks these levels, your trade thesis is invalidated. Example: If Bitcoin bounces off $20,000 repeatedly, set stop at $19,750 to avoid stop hunting at round numbers.
Volatility-based placement: Use ATR indicators for stops that account for market volatility. Rule: stop = entry price minus 2×ATR (for longs). In low-vol periods, 2×ATR might be 3-4%; in high-vol, 10%+. Adjust position size if wider stops exceed your risk comfort.
Stop distance trade-off: Tight stops limit losses but get hit frequently by normal price noise. Wide stops give breathing room and improve win rates but mean larger losses and smaller position sizes. Choose based on your strategy - trend followers use wide stops, scalpers use tight ones. Never widen a stop mid-trade to avoid losses.
Setting Leverage from the Stop (Keep Liquidation Farther Away)
Calibrate leverage so your stop triggers well before margin danger. Don't max out leverage - leave a healthy buffer between stop-loss and liquidation price.
Rule of thumb: Your liquidation level should be 2-3× farther from entry than your stop level.
Example comparison:
10× leverage: ETH at $1,000, stop at $975 (2.5% drop). A 2.5% move = 25% equity loss, leaving thin margin buffer
5× leverage: Same trade uses half available leverage. 2.5% drop = 12.5% equity loss with comfortable margin cushion
Key principles:
Don't push leverage limits, especially with tight stops
"Set leverage from the stop" - let your risk budget and stop distance determine leverage, not exchange maximums
For volatile altcoins, use lower leverage (3×) to handle 15-20% swings
Cross margin: Don't use all capital for one position
Isolated margin: Choose conservative leverage settings
Buffer benefits:
Protects against stop slippage and execution delays
Avoids liquidation fees and forced closures
Prevents margin calls during temporary market spikes
The Cost of Leverage: Funding, Fees, and Slippage
In risk management crypto trading, it's not just what you trade that matters, but also how much it costs to trade. Leverage brings its own set of costs that can eat into your returns: funding rates, trading fees, spreads, and slippage. Being aware of these costs is crucial – they define the "break-even" hurdle your trade must overcome to be profitable. Let's break down each component and illustrate how to calculate the price movement you need just to cover your expenses.
Funding rate: Perpetual swaps charge funding every 8 hours to align contract price with spot. When perps trade above spot, longs pay shorts; below spot, shorts pay longs. Rates vary with market conditions - +0.01% per 8 hours costs $5 on a $50,000 position. In volatile markets, rates can spike to 0.1%+ (0.3% daily). Check current and 30-day average funding before holding multi-day positions.
Exchange fees: Most exchanges use maker-taker models. Taker fees (market orders) range 0.04-0.10% each way; maker fees (limit orders) are lower or zero. A $10,000 position with 0.075% taker fees costs $15 round-trip (0.15% of position). Active traders should use limit orders to reduce costs.
Slippage and spreads: The difference between expected and actual execution price. In thin markets, large orders eat through multiple price levels. Example: buying 5 BTC when only 1 BTC available at $20,000 results in higher average fill price. Control by trading liquid pairs, using limit orders, and avoiding illiquid periods.
Borrowing/interest: Spot margin accounts may charge interest on borrowed funds. Check rates, especially for less common coins, as they can be significant.
Putting it together – break-even move: Let's compute a hypothetical scenario to see what price change you need to cover costs:
Position: $20,000 notional (e.g. 2 BTC at $10k each), using leverage.
Entry/Exit fees: Suppose you're a taker with 0.05% fee each side. That's 0.1% round-trip. On $20k, that's $20 total fees.
Funding: Funding is 0.01% every 8h. You hold the position for 24 hours = 3 periods = 0.03%. On $20k, that's $6 paid in funding.
Slippage: Perhaps you expect ~0.05% slippage on entry and the same on exit (this will vary, but let's say you lose 0.1% total to slippage). 0.1% of $20k is $20.
Break-even analysis: Total costs = $46 (0.23% of $20,000 position)
Break-even requirement: Price must move 0.23% in your favor just to cover costs • Profit impact: If targeting 1% gross profit, 25% gets consumed by costs
Risk/reward distortion: Ignoring costs skews ratios - thinking you risk 1% to make 2% becomes risking 1.2% to make 1.8%
Cost management: Trade at optimal times, use limit orders, be selective with trades • Environment factors: Lower fees and shorter holding periods reduce hurdles; volatile periods with high funding increase them
Venue & Execution Considerations (CEX vs DEX)
Where you trade and how your orders are executed can influence your risk. A trade on a large centralized exchange (CEX) with deep liquidity will behave differently from a trade on a decentralized exchange (DEX) or on-chain protocol. To manage risk effectively, be aware of the execution environment:
Liquidity and slippage: Major CEXes (Binance, Coinbase, Kraken, etc.) usually have high liquidity in top pairs, meaning you can enter/exit with minimal slippage for reasonable trade sizes. In contrast, DEXs may rely on AMM pools or thinner order books – large orders can move the price significantly. For example, selling a large amount on a DEX might incur 1-2% slippage if the pool is small. Always size your trades according to venue liquidity. On DEXs, consider splitting large orders into smaller chunks or using algorithms that execute over time to reduce impact.
Order types available: CEX platforms typically offer advanced order types – stop-loss, stop-limit, OCO (one-cancels-other), trailing stops, etc. These can be directly used to automate your exit strategy. Many DEXs, however, are limited; not all on-chain platforms support native stop-loss orders due to smart contract complexity or gas constraints. You might have to use third-party services or keep a close eye and manual trigger. Fewer order types means you must be disciplined in monitoring – a risk in itself if you cannot always be online. Some newer DEX protocols and aggregators are adding advanced orders, but check what's available and don't assume you'll have the same safety nets as on a CEX.
Latency and spreads: CEX execution is instant with tight spreads. DEX execution depends on blockchain time - price can change before transaction mines. MEV bots may sandwich trades, causing worse slippage. Mitigate with MEV protection, smaller batches, and extra gas for critical transactions.
Oracle and pricing: DEX perpetuals use oracles updating periodically (once per minute). Fast market crashes may outpace oracle updates, risking late liquidations. Some DEXs offer partial liquidation vs. all-or-nothing on CEXs.
Platform risk: CEXs have counterparty risk - outages can prevent position management. DEXs are non-custodial but face network congestion and gas costs. Diversify venues and keep emergency funds.
Bottom line: CEXs offer convenience but centralized risk. DEXs provide control but require on-chain knowledge and higher costs. Adjust tactics accordingly - use conservative leverage and wider stops on DEXs, take advantage of advanced orders on CEXs while mindful of downtime risk.
Scenario Stress Tests You Should Run
Before any leveraged trade, run "what if" scenarios to plan your responses:
Sudden 2% Adverse Move
The scenario: Bitcoin drops 2% in minutes due to unexpected news or large sell order.
Impact analysis:
10× long position: 2% price drop = 20% of your margin wiped out instantly
Psychology test: Can you handle watching 20% of your account disappear in minutes?
Risk limit check: Does this exceed your daily maximum drawdown (e.g., 5%)?
Stop-loss validation: Will your stops trigger properly at this speed?
Asset adjustment: For smaller altcoins, 5% moves happen regularly - plan accordingly
Actionable insights: This test reveals if you're over-leveraged for your risk tolerance. If a probable price move would devastate your account, reduce position size or leverage before entering the trade.
Volatility Spike on News
The scenario: Major economic data (like CPI) causes rapid price whipsaws - up 3%, down 5%, then recovery.
What typically happens:
Long positions with tight stops get hit on the downward spike
Price then recovers, but you're already stopped out at a loss
You miss the subsequent upward move despite being directionally correct
Risk mitigation strategies:
Use wider stops during high-impact news periods
Reduce position sizes before known volatile events
Implement "news freeze" rules - no new trades 30 minutes before major announcements
Consider partial profit-taking if you catch the initial spike
Account for increased slippage during volatile periods
Liquidity Crash on Thin Pairs
The scenario: Trading a low-volume DeFi token when liquidity suddenly evaporates.
Potential outcomes:
Stop-market orders: May execute far below your intended level (5% planned becomes 8% actual loss)
Stop-limit orders: May not execute at all, leaving you in a falling position
Slippage explosion: Order book depth disappears, causing severe price impact
Protective controls:
Use smaller position sizes on illiquid assets (risk 0.5% instead of 1%)
Set alerts for spread widening beyond normal levels
Consider manual position closure if market conditions deteriorate
Never rely solely on exchange circuit breakers
Key insight: These stress tests transform abstract risk concepts into concrete "if-then" action plans, improving your reaction time during actual market stress.
Practical Toolkit: Sizing & Break-Even Calculators
Let's compile a few step-by-step tools based on concepts we've covered. These are simple "calculators" you can do on paper or a spreadsheet to enforce discipline in your trading. By using these, you'll know exactly how many contracts to trade, what leverage to use, and what your break-even is before you click the button.
Position Size from Risk Budget
Formula: Position Notional = (Risk per Trade in $) / (Stop-Loss % from Entry)
This formula works backwards from your risk tolerance to determine the appropriate position size. The key insight is that you should never risk more than a predetermined amount per trade, regardless of how confident you feel.
Step-by-step breakdown:
Step 1 - Set your risk budget: Decide what percentage of your account you're willing to lose on this single trade (typically 0.5-2%)
Step 2 - Identify your stop level: Determine where you'll exit if wrong, based on technical levels or volatility
Step 3 - Calculate the distance: Find the percentage difference between entry and stop
Step 4 - Apply the formula: Divide your dollar risk by the stop percentage to get position size
Step 5 - Check margin requirements: Ensure the required margin fits within your account
Detailed example:
Account: $8,000 equity
Risk: 1% per trade = $80 (your maximum acceptable loss)
Trade: LINK at $10 entry, technical stop at $9.50 (5% below entry)
Calculation: $80 ÷ 0.05 = $1,600 total position value
Result: 160 LINK tokens (at $10 each = $1,600 total)
Margin needed: $320 at 5× leverage, $160 at 10× leverage
Validation: If stopped out at $9.50, you lose 50¢ per token × 160 tokens = exactly $80
Why this works: By calculating position size from your risk first, you ensure that even if your analysis is completely wrong, you'll only lose your predetermined amount. This prevents emotional decisions and account-threatening losses.
Maximum Leverage from Stop Distance
Guideline: Liquidation distance ≥ 2× stop distance
This rule ensures your planned exit (stop-loss) happens well before any forced liquidation. Liquidation not only closes your position but also charges additional fees.
Understanding the relationship:
Your stop-loss is where YOU decide to exit
Liquidation is where the EXCHANGE forces you out
The gap between these should be substantial to account for slippage and market gaps
Example calculation with reasoning:
Entry: $100, Stop: $90 (10% drop from your entry)
Maintenance margin requirement: 5% (varies by exchange)
At 10× leverage: Position gets liquidated around 5% drop = $95 (too close to your $90 stop!)
At 5× leverage: Liquidation occurs around 15% drop = $85 (better buffer below your $90 stop)
At 3× leverage: Liquidation happens around 30% drop = $70 (safe distance from your $90 stop)
Conclusion: Use maximum 3-4× leverage for 10% stop to maintain proper safety buffer
Why this matters: If your stop and liquidation levels are too close, market volatility or execution delays could cause you to be liquidated instead of stopped out normally, resulting in worse prices and additional fees.
All-In Cost & Break-Even Calculator
Understanding your break-even point helps you set realistic profit targets and avoid trades where costs consume too much of your expected gains.
Steps with explanation:
Add all fees: Include both entry and exit transaction costs
Add estimated funding: Calculate funding charges for your expected holding period
Add expected slippage: Estimate the cost of market impact when entering/exiting
Sum total costs: This percentage is what the market must move in your favor just to break even
Realistic examples：
Low-cost scenario:
$50,000 BTC position, holding for a few hours
Maker entry fee: 0% (using limit orders)
Taker exit fee: 0.04%
Minimal funding: 0.01% (short holding period)
Total cost: 0.05% = 5 basis points
Implication: BTC needs to move just 5 bps in your favor to break even (achievable in minutes)
High-cost scenario:
Illiquid altcoin trade
Round-trip fees: 0.2%
Slippage: 0.3% (thin order book)
Total cost: 0.5% = 50 basis points
Implication: If the asset only moves 1% in your timeframe, half your potential profit goes to costs
Practical application: If your break-even hurdle seems high relative to normal price movement, either wait for a better setup, use limit orders to reduce costs, or skip the trade entirely.
Building Your Personal Risk Plan
At this point, we've covered a lot of ground – leverage mechanics, sizing, stops, costs, scenarios. The final step is to tie it all together into a personal risk management plan. This is essentially a rulebook for yourself that you commit to following. It should be clear, written (don't just keep it in your head!), and revisited as you gain experience. Here's a template with elements you should include:
Per-Trade Risk Limit: Define the maximum % of your account you will risk on any single trade (e.g. "I never risk more than 1% of my trading equity on one trade."). This anchors your position sizing and prevents account-threatening losses. Stick to this religiously – it's your safety belt.
Daily Loss Cap: Set a cutoff for how much you're willing to lose in a day (or week) before you stop trading to regroup (e.g. "If I'm down 3% (realized) in a day, I stop trading for that day."). This prevents revenge trading and the spiral of increasing losses. Many successful traders use a 3%-to-5% daily cap; adjust to your risk tolerance.
Leverage Limits by Asset: Not all markets deserve the same leverage. You might say, "Max 5× leverage on BTC/ETH trades, max 2× on lower-liquidity alts." This acknowledges that some assets are inherently riskier. Also, if your account is small, consider an overall leverage cap – e.g. not using more than, say, 5× on the account as a whole. Over-leveraging multiple positions can lead to a cascade of liquidations in a fast market move.
Stop-Loss Protocol: Commit to always using a stop (mental or hard stop). Define how you set stops: "I will use a stop-loss for every trade, placed at a technical level or X ATR away, whichever methodology suits the strategy. I will not widen a stop once the trade is live; only move to tighten/protect profit." Having this in writing helps you avoid the emotional impulse to cancel a stop hoping for a rebound.
Profit Take / Exit Rules: Risk management isn't just about limiting loss, but also securing gains. Maybe include: "If a trade is +2R (i.e. twice my risk) in profit, I will take partial profits or move my stop to breakeven." Or "Use trailing stops once trend trades are significantly in profit." Define what you will do before you're in the heat of the moment.
Avoiding Overtrading: Set criteria to enter trades – and just as importantly, when not to trade. For example: "No new trades during major economic announcements (Fed meetings, CPI releases)" as discussed, or "Do not trade when extremely tired, or on tilt after a big loss." You could also limit the number of simultaneous positions (to avoid dilution of focus and excessive correlation risk).
Hedging and Protective Moves: If you plan to use hedges, outline them. e.g. "If holding large long positions into the weekend, consider buying downside put options as insurance," or "Will hedge systematic risk by shorting a small amount of BTC if I have multiple altcoin longs." These can be advanced tactics – if you're new, it might simply be "no overnight unhedged leverage" as a rule until you're comfortable.
Review and Journal: State that you will keep a trading journal logging each trade's rationale, size, outcome, and lessons. "I will review my journal weekly to identify if I broke any rules or could improve my risk approach." This ensures continuous improvement. It also helps you catch if you're consistently, say, moving stops or risking 1.5% when your rule was 1% – those leaks can then be fixed.
Cool-off and Reset Rules: If you hit your daily loss limit or if you experience an emotional trading error (like a fat-finger or a revenge trade), enforce a cool-off: "Take the next day off after a daily max loss is hit," or "If I break a risk rule, I must trade smaller or on a demo account for the next X trades to get discipline back."
Your personal risk plan should be tailored to you – some people handle volatility better than others, some have 9-5 jobs and can't monitor positions all day (so they need wider stops and lower leverage by necessity). The key is that you have a plan. Without one, it's too easy to get swept up in euphoria or fear and throw caution out the window. Writing it down makes it real. Whenever you feel unsure, you can literally consult your plan as if it were a senior advisor. Over time, as you stick to it and perhaps refine it, you'll develop trust in your system – arguably the greatest benefit of risk management, because it frees you from constant anxiety. You know that even if you hit a losing streak, you've already pre-defined how to survive it.
Conclusion
Leverage trading in crypto is often marketed as a way to "get rich quick," but seasoned traders know it's more often about not going broke. By now, you've learned that effective risk management is everything from choosing the right position size and leverage to setting sensible stop-losses and accounting for hidden costs. It's a multi-faceted discipline – part math, part psychology. But it pays off by keeping you in the game long enough to actually realize profits when your trade ideas are right.
A few parting insights to remember: Respect leverage; even 3× or 5× can have serious consequences if misused. Always plan the trade and trade the plan – that means defining your max loss, your stop, and even your profit target before you enter, and then executing that plan without hesitation. Use the tools and formulas in this guide as habit, not a one-time exercise. Manage risk per trade, but also manage risk across your whole portfolio and over time (e.g., avoid piling on highly correlated positions, and be mindful of cumulative losses). And don't overlook the so-called small stuff: a high funding rate or a big slippage one day can be the difference between a winning month and a losing one.
Lastly, approach trading as a long journey. The aim is to become a consistently profitable trader, and that starts with not blowing up. Every great trader prioritizes risk management – it's the bedrock that allows their strategies to work. As the saying goes, "Take care of your losses, and the profits will take care of themselves." By following the risk management principles in this guide, you're stacking the odds in your favor to survive and succeed in the exciting yet risky world of crypto leverage trading.
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