One trade, a different correct size on every account.
Sizing one account is a calculation. Sizing five is a calculation you have to redo whenever any of their floors move, and nobody does that live. The workable answer is to decide the sizes in advance, express them as whole multiples of one leader, and revisit them on a schedule rather than in the middle of a trade.
The constraint is the floor, not the balance
A funded account's risk capital is the distance from its current equity to its drawdown floor. A $50,000 account with a $2,000 drawdown has $2,000 to lose, not $50,000, and if the drawdown trails, a good week moves the floor up behind you and leaves the room the same.
Run several accounts and each has its own floor at its own distance. One is fresh with full room. One had a good fortnight and its floor has trailed up close behind. One is at a different firm that trails on unrealised equity, which is stricter. The same trade carries a different share of the remaining room on each.
Sizing them all the same works until the account with the least room takes the loss that ends it. Trailing drawdown explained covers the mechanics behind this.
Work out what each account can carry
Three numbers per account: the room left to the floor, the number of consecutive losses you want it to survive, and the dollar risk of one contract at your stop.
Room divided by losses gives the most you can risk on one trade. That divided by the risk per contract gives contracts. Round down.
Take an MNQ strategy with a 25-point stop. MNQ is $2 a point, so one contract risks $50. Plan to survive five losses in a row. The panel shows what that gives on three accounts. The position size calculator does the per-account step for you.
Three accounts, one strategy, three different correct sizes. They also change as each floor moves.
Turning sizes into multipliers
A copier sizes followers as a whole-number multiple of the leader. There is no 0.5x, because contracts cannot be split. So the leader's quantity sets the steps every follower can take.
In the example, if the 4-contract funded account leads, the others can trade 4, 8, 12 or 16. The evaluation gets 8 at 2x, exactly right. The 150k gets 16 at 4x, rounded down from 18. That is acceptable: rounding down costs you a little size, rounding up costs you an account.
If the steps are too coarse, lead with one contract. A demo account trading the strategy at 1 MNQ lets every funded account follow at exactly the number it can carry: 8x, 4x, 18x. This is also why micros matter for multi-account sizing. One NQ is the exposure of ten MNQ, so leading on micros gives you ten times the resolution. Micro futures explained goes into the contract sizes.
The follower trades the same contract as the leader. A multiplier changes the quantity, not the instrument.
The daily limit is a second ceiling
Most firms also cap the loss in one day, and on a strategy that trades several times a day that limit can bind before the drawdown does.
Check the size against both. If the daily limit is $1,000 and the strategy can take four losing trades in a session, the per-trade risk cannot be more than $250 on that account, whatever the drawdown room says. Take the smaller of the two answers.
Then check how the firm measures the day. Some measure from the day's opening balance, some from the previous close, and some count open positions at their unrealised value. The same number means different things under each, and the rulebook is the only place that says which.
When to change the multipliers
The sizes you worked out are right for the floors as they are today. They drift as soon as anything trades.
A good run on an account with a trailing drawdown leaves its room roughly unchanged while its balance grows, so the multiplier should not rise with the balance. A losing run shrinks the room and the multiplier should come down. An account that reaches the point where its trail locks has a different shape again: the floor stops moving, and everything above it is room.
Pick a schedule and keep to it. Once a week is enough for most people, plus any day that moved a floor by a meaningful amount. Make the change when every account is flat, so each entry and its exit are copied at the same multiple. The drawdown calculator helps when an account is already in a hole and you need to see what recovery takes.
What the software does, and what it leaves to you
Be clear about the split, because it decides what you have to watch.
It applies the size
Each follower's whole-number multiplier is applied before the order is sent, and a strategy can carry a fixed contract size that overrides the alert.
Every order, every accountIt refuses some orders
With Allow 2+ entries off, the default, a signal that would add to a position already held is refused. Fills older than 30 seconds are not copied.
Guards, not risk managementIt does not watch your floor
Quanify has no daily loss cap, no maximum order size and no per-account caps, and does not track firm limits. Mute an account that is close to its floor.
That part is yoursCommon questions
How do I size trades across several funded accounts?
Size each account against the distance from its equity to its drawdown floor, divided by the number of consecutive losses you want it to survive, then by the dollar risk of one contract at your stop. Round down. Then express each size as a whole multiple of the leader.
Can a follower trade half the leader's size?
No. Multipliers are whole numbers because contracts cannot be split. Lead from the account with the smallest size, or from a demo account trading one contract, so every follower can be any whole multiple.
Should every funded account trade the same size?
Only if every account has the same room to its floor, which is rarely true for long. Accounts drift apart as each drawdown trails on its own, so the same size takes a different share of the room on each.
How often should I change the multipliers?
On a schedule, weekly for most people, plus after any day that moved a floor by a meaningful amount. Change them while every account is flat so entries and exits copy at the same multiple.
Does Quanify stop an account at its daily loss limit?
No. Quanify has no daily loss cap, no maximum order size and no per-account caps, and it does not track firm limits. It provides per-account sizing, Mute and a kill switch that flattens.
Quanify LLC provides software only. Nothing here is investment advice; futures trading carries substantial risk of loss and past performance, live or simulated, is not indicative of future results.