Risk changes with the account.
I do not use one fixed percentage in every account state. Position size changes according to the account balance and the risk still available before a prop-firm limit is reached.
These are the parameters I currently use, not a recommendation for another trader. The purpose is to keep each decision connected to the account’s actual loss capacity.
One or two trades is enough.
My hard daily limit is one to two trades. The exact percentage at risk still depends on the account level, but the trade-count limit prevents a difficult session from becoming a sequence of reactive decisions.
Gold is my primary market. NQ is a genuine secondary market, used only when Gold conditions are not conducive to a good entry. A second market does not create permission for unlimited attempts.
No partial profit-taking.
I do not take partial profits. Each position is managed according to the planned trade structure, which keeps execution and later review consistent.
In my analysis, small wins and small losses are treated as breakeven. This helps separate meaningful outcomes from trades that made little practical difference to the account.
The framework protects decision quality.
Risk management is more than limiting a single loss. It creates a boundary around the session, reduces the pressure to recover quickly and preserves enough capital to continue executing the process.
I document the framework publicly so changes can be judged against evidence over time. Results, journal entries and reports provide the context that a percentage alone cannot.