Suppose there is $2,000 in the account now, and we do 1 hand in the United States and Japan, occupying $500 in the deposit. If only the principal is guaranteed, the margin ratio is 2000/500=400%. A point fluctuation in the United States and Japan is worth about $9. In other words, if the market runs 1 point in your favor, you will earn about $9. If you run a little in an unfavorable direction, you will lose money or earn less than $9. So, on the one hand, when the market runs around 222 points in your favor, the account will double. On the other hand, when the market moves in an unfavorable direction and the floating net value is close to $500, the margin ratio is close to 100%, and when the margin ratio is lower than 100%, the liquidation is forced. So you have $65,438+0,500, which allows you to bear the risk of market fluctuation before the storm, 65,438+0,500/9 = 65,438+0,66.67 points. That is to say, when you use a quarter of the warehouse for US-Japan trade, the reverse operation near 166 may make you short.
For another example, you made $0.2 in a trading account of $2,000, occupying a margin of $ 100, or 5% of the position, and the margin ratio is 2000/ 100=2000%. When the floating loss reaches 1900 USD, the floating net value is close to 100 and the margin ratio is close to 100%. 0.2 lots, one point value is about 1.8 USD,1900/1.8 =1055.56 points, that is to say, if 5% of positions don't stop losses in the US and Japan, the account can bear about1before sudden positions.
In addition, after the short position, there is no money in the account, and there is still a net value in the account. If you do 1 hand violence, it is when the net worth is slightly lower than 500, so there will often be about 499 yuan in the account. If you do 0.2 hand violence, there is only about 99 dollars left in the account. Therefore, heavy positions are easy to be violent, but there is more money left after violence, and light positions are not easy to be violent. Once they are violent, there is less money left.