Risk
Limits, exposure, and drawdown headroom. Sorted by proximity, so the constraint that will bind first is always the top row.
Risk overview
Composite of five factors, scored 0 to 100.
- Market risk22%
- Concentration24%
- Exposure18%
- Volatility16%
- Liquidity20%
Limits
Single-instrument cap
82.00% / 100.00%
Of account equity, per instrument
82% used
Trailing drawdown
8.62% / 12.00%
Measured from high-water mark
72% used
Gross exposure
32.60% / 60.00%
Of account equity
54% used
Concurrent algorithms
5 / 12
Active only
42% used
Open positions
10 / 30
Across all algorithms
33% used
Daily loss allowance
$17,353.98 / $54,231.50
Resets at 17:00 ET
32% used
Risk factors
Market risk
22
Concentration
24
Exposure
18
Volatility
16
Liquidity
20
Factors are scored 0 to 100 against this account's own configured tolerances, not against a market-wide benchmark.
Intervention
Binding constraint is single-instrument cap, at 82% of allowance.
Halting closes every open position at market and stops all algorithms. It confirms before acting.