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SMART Glossary

Stop-Loss

Beginner
Risk ManagementAlso known as: stop order, SL, protective stop

A predetermined price level at which a losing trade is automatically closed to limit further losses. In futures prop trading, stop-losses are typically set as market orders, meaning they execute at the next available price once the stop level is hit

Why It Matters

  • 1Stop-losses are non-negotiable in prop trading.
  • 2Without them, a single runaway trade can breach your daily loss limit or max drawdown and terminate your account instantly.
  • 3Many prop firms don't require stop-losses on every trade, but experienced prop traders treat them as mandatory.
  • 4In volatile markets like futures, even a brief price spike can move hundreds of dollars per contract in seconds — a stop-loss is your last line of defense.

Example

  1. 1You enter a long position on ES futures at 4,500 with a 10-point stop-loss at 4,490. Each point is worth $50 per contract, so your maximum risk is $500 per contract.
  2. 2If you're trading 3 contracts, your total risk on the trade is $1,500. If the market drops to 4,490, your position automatically closes at approximately that level, preventing further losses.

Common Mistakes

  • Setting stop-losses too tight, causing frequent stop-outs on normal price fluctuations
  • Moving stop-losses further away when a trade goes against you instead of accepting the loss
  • Not using stop-losses at all and relying on mental stop levels that are easy to ignore

Related Terms