Crypto Liquidation Calculator: Long, Short & Margin
See where the exchange could close your trade. Change the size, leverage or money backing the position to compare the breathing room you have.
Calculate a liquidation priceShort answer
A liquidation estimate is useful only when it matches your contract and margin mode. This calculator separates official isolated formulas from approximations, applies the available size bracket, and lets you place a stop beside the estimated trigger. Start with one linear position; a cross-margin account needs a different calculation.
Compare liquidation and stopYour calculation
No exchange login or API key requiredCalculate a crypto liquidation price that matches your position
Select the exchange and asset before entering a price. The market selection chooses the available maintenance-margin ladder; it is not merely a label placed on a universal leverage formula. BTC on one platform can have a different bracket, deduction and fee treatment from BTC on another. The result identifies the model actually used.
Use your average executed entry for an existing position, or a hypothetical entry for a proposed trade. Position notional means the position’s value at that entry, not the collateral you deposited. For example, 0.2 BTC entered at $80,000 represents $16,000 of exposure. At 10×, its base initial margin is $1,600 before any applicable fee reserve. Entering $1,600 as the notional would describe a much smaller position.
The extra-margin field is collateral assigned to this isolated position after the base allocation. It is not the whole wallet balance. Money elsewhere in an account does not automatically belong in this input. Keep it at zero when you are comparing new positions with only their required base margin.
A result of zero for a long is a mathematical floor under the entered assumptions, not a guarantee that the account can never be liquidated. Charges, collateral valuation and product rules can change what the exchange requires. An unresolved bracket produces no liquidation price rather than a substitute rate.
Choose the supported contract and margin model
This tool estimates linear, isolated positions. Bybit UTA USDT, OKX USDT isolated and Hyperliquid have dedicated formula handling; other selectable exchanges may use explicitly identified approximations. The precision label matters more than the number of decimal places shown.
An inverse BTCUSD contract does not become supported by changing the asset selector to BTC. Its collateral and profit-and-loss units differ. Cross margin also cannot be reconstructed from this position alone: collateral available to the account, other positions and their maintenance requirements affect the answer. Use the exchange’s account risk view for those modes.
What actually moves your liquidation price?
Compare one change at a time. Save the initial scenario, then alter leverage, extra isolated margin or position value. That makes the resulting movement interpretable. Changing all three together can conceal whether the extra buffer came from committing more collateral or taking less exposure.
Added margin versus a lower leverage setting
At a fixed entry and quantity, more allocated margin gives the position more room to absorb an adverse move. Lowering leverage when opening that same quantity also increases the base margin requirement. These can produce similar price buffers but different amounts of freely available account balance.
Suppose the position is $20,000. Moving its base leverage from 10× to 5× changes base margin from $2,000 to $4,000. Adding $2,000 to the 10× isolated allocation creates the same gross collateral total, before model-specific fee adjustments. Neither action reduces the dollars gained or lost per $1 move in the underlying asset; that depends on quantity.
Reducing quantity is a separate decision. Halving a position while keeping leverage unchanged generally halves both base margin and dollar sensitivity. Its liquidation distance can stay similar within the same tier. This is why a farther liquidation price and a smaller cash loss are not interchangeable objectives.
A price move can also change the maintenance bracket
The position’s value changes as the market moves. For a short, a rising price increases the dollar value of the same number of coins. A position near a tier ceiling can enter a stricter bracket before reaching the liquidation price calculated from the original bracket.
The solver checks for a bracket consistent with its estimated liquidation value. The result names the entry and liquidation brackets when they differ. If the stored ladder ends before that value, or its discontinuities do not produce a consistent answer, the calculator stops. Extending the last known rate beyond its documented range would create precision that the evidence does not support.
Two isolated examples: a long allocation and a short trigger
Bybit’s published isolated USDT example starts with 1 BTC at 40,000 USDT, 50× leverage, a 0.5% maintenance rate and a 0.055% taker fee. Adding 3,000 USDT moves the long liquidation estimate to 36,380.25 USDT. The same inputs without that addition produce 39,396.98 USDT. These are fixed example assumptions, not a current BTC risk-tier recommendation.
The fee enters the adjustment to the added margin in this model. Putting it into the maintenance-rate denominator of a generic calculator does not reproduce the same example. Our calculation now keeps this rule separate. A fee override lets you model your own rate, but it does not verify the rate attached to your account.
Do not force the calculator to match the published example by choosing an unsuitable bracket. The BTC ladder retrieved on 8 October 2026 starts with 0.33% maintenance, which differs from the 0.5% assumed in that example. Matching every input matters when comparing calculators. A changed risk schedule is a legitimate reason for different output.
| Item | Calculation | Result |
|---|---|---|
| Base margin | 40,000 ÷ 10 | 4,000 |
| Loss at trigger | 43,781.09 − 40,000 | 3,781.09 |
| Remaining collateral | 4,000 − 3,781.09 | 218.91 |
| Maintenance | 43,781.09 × 0.5% | 218.91 |
A short at 40,000: the 10× margin buffer is not a 10% liquidation distance
For a deliberately simple linear short, use 1 BTC, a 40,000 entry, 10× leverage, 0.5% maintenance and zero fees or deductions. Base collateral is 4,000. Liquidation solves 4,000 + (40,000 − price) = 0.005 × price, giving 43,781.09. At that price, about 218.91 of collateral remains to meet maintenance; zero equity would occur later, at 44,000.
This zero-fee case gives the same result under the generic isolated equation and Bybit’s isolated equation. Add fees or extra collateral and that agreement can disappear: Bybit applies its documented fee adjustment to added margin, while the generic model reserves closing costs in its maintenance calculation. Compare model labels before comparing two rounded prices. A hypothetical stop at 43,000 is earlier than 43,781.09 on the short price axis, with a 781.09 gap.
Place the stop before the liquidation trigger
Enable the optional stop comparison to put entry, stop and estimated liquidation on the same price axis. For a long, the intended stop normally sits below entry but above the liquidation level. For a short, it normally sits above entry but below liquidation. A stop beyond the liquidation marker does not provide the earlier exit you intended.
The chart compares price levels, not execution guarantees. If your stop watches last traded price while liquidation watches mark price, those two feeds can reach their respective triggers in a different order. A very narrow visual gap is particularly poor evidence that an exit will happen first. Even after a stop triggers, the execution price can be worse than the trigger during a fast move.
A stop-limit order introduces another issue: it may trigger without filling. A stop-market order prioritizes execution but leaves the fill price uncertain. This page does not simulate either order book. The position-size calculator deals with an explicit cost allowance; the liquidation result addresses the collateral boundary. Use them together without treating one as proof of the other.
If the stop comparison fails, test a different allocation or exposure, then recheck the cash loss at the chosen stop. Moving the stop merely to make the picture look acceptable changes the trade’s loss plan. The purpose of the visual is to expose that trade-off, not to choose a stop for you.
Read the price buffer without confusing it with a cash loss
The price buffer measures the percentage distance from entry to the estimated trigger. It is not the fraction of your whole account that can be lost. Two positions can show the same 8% price buffer while having very different quantities and dollar exposure. To translate a price change into cash for a linear position, quantity matters.
For example, a $2,000 adverse move costs approximately $200 on 0.1 BTC and $2,000 on 1 BTC, before charges. A shared liquidation percentage would not make those two exposures equivalent. That is why this tool displays quantity and base margin alongside the price instead of presenting one leverage multiplier as a risk score.
Liquidation price is also different from bankruptcy price, the level associated with exhausting the modeled position margin. The exchange can intervene while maintenance margin still remains. Using the simpler zero-equity price as a planned exit would skip that earlier intervention point. This page calculates a maintenance-based boundary, not an assurance about how much money a liquidation engine will return.
Why your exchange can display a different liquidation price
First compare the product and mode: the same exchange can offer USDT, USDC and inverse contracts with different settlement behavior. Next compare quantity, weighted entry, allocated collateral and the actual maintenance bracket. Finally compare fee assumptions and costs already taken from the position. This order usually finds more useful explanations than adding extra decimal places to an estimate.
The entry input is not automatically today’s market price. For an existing position, replacing the original average entry with a fresh quote while leaving collateral unchanged describes a different trade. Likewise, realized profit from a partial close may remain in or leave the isolated allocation depending on the platform’s rules. Re-entering only the reduced notional may therefore be incomplete.
Funding paid from the position can reduce the buffer; receipts can increase it. The calculator is a snapshot and does not forecast those transfers. After a charge has changed allocated margin, the signed-in position view is the better starting point for reconciling the remaining balance.
An official formula label means that the documented equation is implemented for the stated mode. It does not mean this page knows all current account inputs. The source panel separates rule review from the dates of stored contract fields. A recently reviewed article is not evidence that every risk parameter was refreshed that day.
Keep a comparison you can reproduce
Copy scenario link preserves the inputs in the link fragment, including a manual fee if you entered one. It does not place an order or connect an exchange account. Anyone receiving the link can see those numbers, so use illustrative values when you do not want to share your own position.
Reset example restores a known set of hypothetical inputs. Blank, partial and out-of-range numbers remove the calculated result until corrected. That is intentional: an old liquidation figure beside an unfinished new entry would be misleading.
Crypto Liquidation Calculator: questions
Does this liquidation calculator support cross margin?
No. It models a single isolated linear position. Cross margin depends on account equity, other positions and the exchange’s treatment of collateral. The amount displayed in your wallet is not enough to recreate that calculation here.
Can I enter a fractional leverage such as 2.5×?
Yes, within the selected contract’s supported size ceiling. A decimal input is useful for a scenario, but the signed-in order ticket can also impose a leverage increment. The calculator does not change your account setting.
Why does the result disappear when I increase position size?
The new value may exceed the documented leverage setting, reach the end of the available ladder, or fail to resolve a consistent liquidation bracket. Read the reason beside the inputs. Missing coverage is not a claim that the exchange has no such product.
Sources and researchRules, evidence dates and calculation scope
Decimal arithmetic is used throughout. Bybit UTA uses its dedicated extra-margin adjustment; Hyperliquid has its own maintenance treatment; other linear models retain their stated precision. Tiered solvers look for consistency at liquidation value. Tests reproduce the fixed Bybit example and both directions, deductions, invalid values and inclusive tier caps. No signed-in account or real liquidation was used for validation.
- Bybit UTA liquidation formulas
Isolated USDT formula and the fixed 40,000-USDT example; reviewed 8 October 2026.
- OKX futures margin rules
USDT isolated calculation; inverse and cross modes are outside this tool.
- Hyperliquid liquidation calculation
Dedicated isolated formula, mark-price basis and absence of a clearance fee.
- Bybit BTCUSDT risk ladder
Public response retrieved 8 October 2026; dates for other contracts remain separate.
Research reviewed 8 October 2026. Contract inputs retain their individual dates; this page is not a claim that every selected exchange account was tested.