Suggestion, be scientific: Produce a list of your trades, with columns for P/L and trade size (in $). From this list, simulate effect on your starting equity (which should end up with your final equity before modifications). Then, you should be able to experiment with different trade sizes and study the effects on your account for this particular sequence of trades. Note that you might want to simulate both fixed and scaling trade sizes with this, even if you used one or the other originally.
If you want to go even further, you can use Monte carlo simulations to test random sequences of your trades, as well as using Kelly criterion to figure out your theoretical optimal betting amount. All of this things can tell you what size you should be able to trade (assuming you don't psychologically falter) and assuming you can take on the tail risk if you get a worse outcome than so far.
Good chance to learn Python if you don't already know a language, lol. But I assume this is the kind of thing that should be reasonable in Excel too.
If you want to go even further, you can use Monte carlo simulations to test random sequences of your trades, as well as using Kelly criterion to figure out your theoretical optimal betting amount. All of this things can tell you what size you should be able to trade (assuming you don't psychologically falter) and assuming you can take on the tail risk if you get a worse outcome than so far.
Good chance to learn Python if you don't already know a language, lol. But I assume this is the kind of thing that should be reasonable in Excel too.
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