None of these are about being wrong on direction. All of them are avoidable with a setting or a habit.
"I'll use 20x" is not a plan; it is a number with no relationship to where the idea is wrong. Size from the loss you accept and the invalidation level, and let leverage be whatever that implies. This one error causes more account losses than every other item combined.
If the stop is wider than the liquidation distance, there is no stop — there is a liquidation with extra steps, at a worse price and with a fee attached. Check the distance before entry, every time.
A directionally correct swing trade held through a week of elevated funding can finish flat or negative. Funding is a cost of carry and it accrues whether or not the position is working.
Impatience is a fee schedule. Crossing the spread on every entry and exit roughly triples the round-trip cost versus posting limits. Over a month of active trading this is not a rounding error — at three trades a day on 10x, taker-only fees can consume a majority of your starting margin before any market move.
Fee schedules step down with 30-day volume, and the step is not always automatic or obvious. A meaningful number of active traders are paying entry-tier rates on volume that qualifies for two tiers better, simply because they never checked. This is free money left on the table, monthly.
Trying to fix all five by trading more carefully. Four of the five are settings and habits you configure once. Do that, and the remaining problem is the genuinely hard one — being right about direction — instead of five easy problems stacked on top of it.
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