Considering you got a winning strategy, you have to calculate it first, get the optimal position size to make the desired profit, but keeping a certain risk profile (sometimes demanded by clients), drawdown, deviation, skewness, kurtosis... then adjust it depending mainly on your personality. But you have to know that and that's hard, because only if you have tried many, many years all kinds of stuff you'll get closer to knowing what you can do. Also it's one think to calculate a 20% draw down in excel and another one to actually trade through it with real money,especially a big account. Add to this idea the fact that banks have specialized teams, with risk managers that took university courses and have many years of experience that calculate this "risk per trade", we have to do it all ourselves.