Definition

Liquidation

Liquidation is the forced closure of a leveraged position when margin falls below maintenance. Definition, the price formula, and why a stop must sit inside it.

Updated

Liquidation is the forced closure of a leveraged position by the venue when its margin falls below the maintenance requirement. It is not a request like a stop-loss — it executes regardless of intent, usually at a worse price, and typically with an additional fee. At 10× leverage with a 0.5% maintenance rate, roughly a 9.5% adverse move is enough to trigger it.

Also known as
forced liquidation · margin call closure

How it is calculated

            Long  liquidation ≈ Entry × (1 − 1/Leverage + Maintenance margin rate)
Short liquidation ≈ Entry × (1 + 1/Leverage − Maintenance margin rate)

Survivable move ≈ (1/Leverage − Maintenance margin rate) × 100 %
          

Worked example: Long at $65,000 with 10× leverage and 0.5% maintenance → liquidation near $58,825.

Liquidation outranks your stop

A stop-loss is an instruction the venue may or may not reach; liquidation is an action the venue takes on its own behalf. If the stop sits further from entry than the liquidation price, the stop can never fill — the position is closed first. Sizing must therefore place the stop well inside the liquidation distance, with room for gap risk in fast markets.

Isolated versus cross margin

Under isolated margin, a position is backed only by its own collateral, so liquidation is contained to that position. Under cross margin the whole account balance backs every position: individual liquidation prices move further away, and a single bad position becomes able to take the account with it. Cross margin pools risk rather than reducing it.

How it gets misread

Adding margin to a losing position is widely treated as risk management because it pushes liquidation further away. It does not reduce risk — it increases the capital exposed to an idea already being contradicted, which is how a manageable loss becomes an account-level one.

Sources

Definitions are educational. Nothing here is investment advice, and no metric described on this page predicts future results.

Definitions are the easy part

Knowing what drawdown means is not the same as having a system that halts on it. QANTERION applies these limits while a strategy runs.