Liquidation Price Calculator
Find the price that closes your leveraged position — before you open it.
Liquidation distance by leverage
| Leverage | Adverse move to liquidation | Liquidation price |
|---|---|---|
| 2× | 49.75 % | 30,151 $ |
| 3× | 33.00 % | 40,201 $ |
| 5× | 19.60 % | 48,241 $ |
| 10× | 9.55 % | 54,271 $ |
| 20× | 4.52 % | 57,286 $ |
| 25× | 3.52 % | 57,889 $ |
| 50× | 1.51 % | 59,095 $ |
| 100× | 0.50 % | 59,698 $ |
How it works
A leveraged position is liquidated when its remaining margin falls to the maintenance requirement. For an isolated linear contract that happens once price has moved against you by the initial margin rate minus the maintenance margin rate — which is why the distance depends on leverage and almost nothing else.
The relationship is brutally non-linear. Going from 5× to 10× halves your buffer from about 19% to 9.5%, and 50× leaves roughly 1.5%. Exchanges also raise the maintenance rate in tiers as the position grows, so a large position liquidates earlier than this simplified formula suggests.
Liquidation price on a specific exchange
These pages already carry the venue's own published numbers, so there is nothing to look up — and each cites the documentation it was built from.
Related calculators
How the Liquidation Price Calculator works
A liquidation price calculator tells you the price at which an exchange force-closes your leveraged position. Knowing it before you open the trade is the difference between a planned stop-loss and an involuntary exit at the worst possible moment.
To calculate a crypto futures liquidation price for an isolated linear position, start with the initial margin rate (1 ÷ leverage), subtract the maintenance margin buffer for a long or add the inverse move for a short, then apply that distance to the entry price. The calculator above performs that arithmetic and keeps the maintenance rate editable because exchanges use different tiers.
How to calculate a crypto futures liquidation price
For a simplified isolated USDT-margined contract, long liquidation = entry × (1 − 1 ÷ leverage + maintenance margin rate). Short liquidation = entry × (1 + 1 ÷ leverage − maintenance margin rate). The maintenance rate is added back on a long and subtracted on a short because the exchange closes the position before the initial margin reaches zero.
For example, a $60,000 entry at 10× leverage with a 0.5% maintenance margin gives a simplified long liquidation price of $54,300 and a short liquidation price of $65,700. In either direction the usable buffer is 9.5%, not the full 10% implied by leverage alone.
How liquidation actually works
When you open a leveraged position you post initial margin — 10% of the notional at 10×, 2% at 50×. As price moves against you, that margin erodes. The exchange does not wait for it to reach zero: it closes the position once the remaining margin falls to the maintenance margin requirement, keeping a buffer so the position can be unwound without going negative.
That is why liquidation distance is essentially the initial margin rate minus the maintenance margin rate. At 10× with a 0.5% maintenance rate, you are liquidated after roughly a 9.5% adverse move — not 10%.
The leverage trap
The relationship between leverage and survivable distance is a reciprocal, not a line, and that is what catches people. Going from 2× to 4× costs you 25 percentage points of buffer. Going from 50× to 100× costs less than one. The damage is concentrated at the low end, and by the time you are at high leverage there is almost nothing left to lose.
The practical consequence: above roughly 25× your liquidation sits inside normal intraday noise. You are no longer betting on direction, you are betting that a wick does not print. The comparison table on this page makes the shape of that curve visible at a glance.
Where this simplified formula stops being exact
Exchanges apply maintenance margin in tiers: the larger your position, the higher the maintenance rate, so a big position liquidates earlier than a small one at identical leverage. Cross-margin mode pulls your whole balance in as collateral, pushing liquidation further away but putting everything at risk. Inverse (coin-margined) contracts use a different formula again.
Treat the number here as accurate for isolated linear contracts at moderate size, and always confirm against your exchange before sizing a live position. A better habit is to make it irrelevant: place a stop-loss based on position sizing well before the liquidation price so you are never in the exchange's hands.
FAQ
What maintenance margin rate should I enter?
For major pairs at modest size, 0.4–0.5% is typical. Exchanges publish a tiered table where the rate rises with position size — check yours if you are trading large, because a higher maintenance rate moves liquidation closer to entry.
Can I be liquidated if my stop-loss is closer than the liquidation price?
Not under normal conditions — the stop fills first. The exceptions are gaps and extreme volatility where price jumps past your stop, and outages where the order does not execute. Keeping meaningful distance between stop and liquidation is what protects you from those cases.
Does adding margin move the liquidation price?
Yes. Adding margin to an isolated position lowers its effective leverage and pushes liquidation further away. It also increases the amount you stand to lose. It is a way to buy time, not a way to fix a losing trade.
Why is my exchange's number slightly different?
Tiered maintenance margin, unrealised funding, fees reserved for closing, and the exact mark-price method all shift the figure a little. The direction of the difference is usually conservative — your real liquidation tends to be marginally closer than the simplified formula suggests.