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Portfolio Heat Calculator

i What this calculator does

A portfolio heat calculator adds up the risk percentage across all your currently open positions, giving you a single figure for your total combined exposure if every stop-loss were hit at once.

Enter the risk percentage for each open position, plus your maximum acceptable heat limit, and the calculator shows your total portfolio heat and whether it's within your self-set limit.

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Portfolio Heat Calculator
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Enter the risk % you'd lose if each open position's stop-loss were hit, separated by commas.

This calculator is for educational purposes only. Results are estimates and may vary depending on market conditions, spreads, commissions, platform settings, and exchange rates. It should not be considered financial advice.

โ†— Calculation Result
Calculation Breakdown
Full transparency on how this result was calculated.
Risk per open position vs. maximum heat

Frequently asked questions

What is portfolio heat, in simple terms?

Portfolio heat is the total percentage of your account you'd lose if every currently open position hit its stop-loss simultaneously, calculated by simply adding up the risk percentage of each individual open position. It's a quick, simple way to gauge your total combined exposure across all open trades at once, rather than only looking at each position's risk in isolation.

What's a reasonable maximum portfolio heat to set?

There's no single universal number, but many risk-conscious traders cap total portfolio heat somewhere between 6% and 10%, meaning even a genuinely bad simultaneous outcome across all open positions wouldn't meaningfully threaten the account. More conservative traders sometimes cap it lower, especially when positions are correlated and could plausibly all move against them at once.

How is this different from the Portfolio Risk Calculator already on this site?

The Portfolio Risk Calculator specifically accounts for correlation between positions, recognising that correlated positions don't simply add their risk linearly since they tend to move together. This Portfolio Heat Calculator is a simpler, more conservative method, straight addition of each position's risk percentage, useful as a quick sanity check even without correlation data on hand.

Does portfolio heat account for correlation between my open positions?

No, this simple version treats each position's risk independently and just sums them, which is intentionally the more conservative (higher) estimate since it doesn't assume any diversification benefit from uncorrelated positions. If your positions are genuinely uncorrelated, your true combined risk may be somewhat lower than the simple heat total suggests, but treating the simple sum as your working limit is a safer default assumption.

Should I close a position if my portfolio heat exceeds my limit?

Not necessarily automatically, exceeding your self-set heat limit is a signal to review your open positions and consciously decide whether to reduce size on one or more of them, tighten a stop, or accept the elevated risk deliberately for a specific reason. The point of tracking heat is making this an intentional decision rather than an unnoticed accumulation of risk.

How often should I check my portfolio heat?

Any time you're considering opening a new position while other trades are already open is the most important moment, since that's when heat can silently accumulate beyond your intended limit. Many traders also do a quick heat check at the start and end of each trading session as a standing habit.

What's considered a safe total portfolio heat level?

Many risk management frameworks suggest keeping total combined risk across all open positions under 6-10% of account equity at any one time, though the right figure depends on your overall risk tolerance and strategy.

Does portfolio heat account for correlation between positions?

This calculator sums individual position risk, for a fuller picture accounting for how correlated positions can compound your true combined exposure, consider using it alongside our dedicated Correlation Calculator.

Why does portfolio heat matter even if each individual trade is small?

Multiple small positions opened simultaneously can still combine into a genuinely significant total risk exposure, portfolio heat specifically captures this combined figure that per-trade risk sizing alone doesn't reveal.

Should I close positions if my portfolio heat gets too high?

Rather than reactively closing positions once heat is already elevated, it's generally more effective to check projected heat before opening each new position, avoiding the situation in the first place.

Does portfolio heat change as open positions move in price?

Yes, unrealised gains or losses on open positions affect your current equity, which in turn affects the percentage-based heat calculation, worth monitoring as positions develop, not just at the moment you open them.

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