Contract Trading
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Set TP and SL before futures orders go live
A futures order is incomplete if the exit plan is added later. Traders should define trigger logic, size, leverage and invalidation before pressing buy or sell.
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保证金档位会让仓位风险非线性放大
在期货和永续合约中，名义仓位变大可能进入更高维持保证金档位，因此杠杆风险并不是按直线增加。
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Margin tiers make size nonlinear
In futures and perpetuals, larger notional size can push a position into higher maintenance-margin tiers, so leverage risk does not grow in a straight line.
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止损更宽时仓位必须更小
加密市场波动放大时，如果止损距离变宽但仓位不变，实际亏损风险会被悄悄放大。更合理的做法是先重新计算仓位。
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Wider stops require smaller positions
When crypto volatility expands, keeping the same position size with a wider stop quietly increases dollar risk. The better response is to resize first.
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加密基差交易不是无风险收益
基差和资金费率策略看起来接近中性，但仍有执行、融资、强平、基准和退出风险。
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跟单交易也必须有自己的风控规则
选择跟单产品时，不能只看收益榜，还要比较跟单模式、滑点限制、止损规则、清算机制和可交易品种。
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Crypto basis trades are not free yield
Basis and funding strategies can look market neutral, but they still carry execution, financing, liquidation, benchmark and unwind risks.
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Copy trading still needs your own risk rules
Follower accounts should compare copy mode, slippage limits, stop rules and product coverage before trusting a lead-trader leaderboard.
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抵押品折扣比资产名称更重要
代币化股票和 ETF 可以扩展抵押品选择，但在用于杠杆交易前，必须理解折扣率、上限和地区限制。
