Risk first, profit second
Most blown accounts aren't a strategy problem — they're a risk problem. One oversized trade, a moved stop, or revenge trading after a loss does the damage. Flip the order of operations: define the loss first. If you know exactly what a wrong trade costs, profit takes care of itself over a large enough sample.
Define your risk per trade
Pick a number and stick to it. A common approach is fixed-fractional risk — a small, constant percentage of the account per trade — so losses shrink as the account does and never spiral. If you trade a prop/funded account, your max loss and daily loss limits set the ceiling; build your per-trade risk well inside them so a normal losing streak can't breach the rules.
Position sizing from the stop
Size follows the stop, not the other way around. Your stop distance (entry to invalidation) and your dollar risk together decide how many contracts you can trade. A wider stop means fewer contracts for the same risk; a tighter stop means more. The risk stays constant — only the size flexes. This is why placing the stop at a logical level (beyond the liquidity you're trading against) matters as much as the entry.
Think in R, and let the edge play out
Measuring trades in R (multiples of your risk) removes dollar emotion: a loss is −1R, a win might be +2R, regardless of account size. Judge yourself on process and expectancy across many trades, not the result of any single one. Variance is normal — even a good edge has losing streaks. Surviving them is the whole job, and the only way to know your edge is real is to journal and review it.