The Leverage Liquidation Price Calculator shows the price at which a leveraged futures or perpetual position is force-closed because its margin can no longer cover losses. Enter your entry price, leverage, direction and the exchange’s maintenance margin rate to see both the liquidation price and how far it sits from your entry.
How it works
When you open a leveraged position you post initial margin equal to
1 / leverage of the position’s value. As price moves against you, your equity
falls. Once equity drops to the maintenance margin the exchange liquidates
the position.
For an isolated-margin position the liquidation price is:
Long: liquidation = entry × (1 − 1/leverage + mmr)
Short: liquidation = entry × (1 + 1/leverage − mmr)
where mmr is the maintenance margin rate as a decimal (0.5% = 0.005). The
1/leverage term is the buffer your initial margin provides; the mmr term is
the slice the exchange keeps as a cushion.
Cross vs isolated margin
In isolated mode only this position’s margin is at stake, so the liquidation price above is exact. In cross mode your entire wallet balance backs the position, so any spare balance effectively increases the buffer and pushes the liquidation price further away. This tool lets you add extra cross balance to model that effect.
Example and notes
A 10x long opened at $30,000 with a 0.5% maintenance margin rate liquidates at
30000 × (1 − 0.1 + 0.005) = 30000 × 0.905 = $27,150, about 9.5% below entry.
The same position at 20x would liquidate near $28,650, only ~4.5% away.
Remember that funding and fees erode equity over time, so always keep a margin
of safety beyond the raw liquidation level.