Position sizing & R journal
| Type | Price | Size |
|---|
How it holds the line: open risk = side × (avg entry − stop) × size. Trail your stop as price moves your way and earlier tranches lock profit — that frees risk budget, so the solver lets you add size while total open risk stays at 1R. Open a position to track it live; close it to log the result in R. Not investment advice — an instrument for your own rules.
Read-only. Enter only your public 0x address (Hyperliquid account menu, top-right) — never a private key or seed phrase. It reads your open positions, fills, and mark prices to auto-log trades every ~20s.
P&L = price move × quantity × multiplier. Futures roots are filled from a built-in table; correct any that are wrong before importing.
| Market | Side | Size | Avg entry | Avg exit | Net P&L | Costs |
|---|
R is profit divided by the risk you planned when you entered — the distance from entry to your initial stop. Trades without one stay R unknown and are left out of every R statistic rather than estimated.
| Market | Side | Closed | Entry | Size | Net P&L | Initial stop | R |
|---|