Risk per trade is the cap on what a single position can cost you. Usually a percentage of equity. One percent on a 5,000 account means the worst-case loss on any single position, if the stop fills cleanly, is 50.
This number is the input the rest of the risk math runs on. Position sizing takes it, plus your stop distance in pips, and produces a lot size. Shrink the per-position cap and the lots get smaller, the equity curve gets smoother, growth gets slower. Stretch it and the curve gets faster on the way up and faster on the way down too. The trade-off is the same trade-off it has always been.
Most professional algorithmic strategies sit somewhere between 0.25 and 2 percent risk per position. The exact figure depends on how many positions the strategy opens in a month and what its win profile looks like. A high-frequency scalper at 0.5 percent and a low-frequency swing at 1.5 percent can carry the same monthly risk envelope.
The risk per trade of a Javlot strategy is disclosed on its page. On top of it, your account-wide drawdown cap acts as a hard ceiling on what a losing sequence can cost you, regardless of how clean each individual stop fills.