Capital.com reports 22.43% stop-loss use as half-year closed trades rise to 80.9 million

Capital.com’s H1 2026 Pulse Report shows a near-stable global stop-loss attachment rate amid much faster growth in trading activity. The broker examined more than 80 million trades closed from January to June and reported stops set at entry on 22.43% of closed trades, compared with 22.21% in H2 2025. The report was published on 19 October.[2][1]

Trading grew faster than the active customer count

Closed trades increased approximately 47.9%, while average monthly active traders rose about 9.6%, calculated from the published figures. That difference matters to a trade-based attachment rate: a frequent trader contributes more observations than an occasional one. Customer and instrument mix can also change between half-years, so the aggregate is not a fixed-cohort measure of changing habits.[2]

Local improvements sit within a weighted global result

The release covers roughly 32.2 million trades in these seven markets. The UAE alone accounted for 17.5 million trades and approximately US$1.06 trillion of volume, with gold making up 54% of that volume. Those concentrations show why averaging country rates gives a different result from weighting the underlying trades; monetary trading volume is itself a different denominator.[1]

Five selected markets improved, with particularly large published percentage-point gains in Poland, Germany and Italy. Such gains can coexist with the global increase of only 0.22 percentage points as the mix and volume of trading change. The released aggregates do not decompose the total into changes in behaviour and changes in composition.[2][1]

The loss comparison uses a different unit

The report finds average losses 39% smaller on positions closed by a triggered stop than on positions with no stop. It first calculates each client’s average loss, then averages across clients. Capital.com explicitly describes this as an observed correlation and says differences in trading approach may explain the result.[2]

The attachment rate counts closed trades, whereas the 39% comparison first averages each client’s losses in the relevant exit category and then averages across clients. It selects losing-position outcomes rather than complete account performance: a stop may be attached without triggering, a no-stop trade may be closed manually, and gains and costs also contribute to total returns. The reported association therefore describes observed exit behaviour, not a causal 39% improvement from adding a stop.[2]

For a broker evaluating an education programme or order-ticket change, the next useful evidence would follow the affected customers from an identified intervention date, compare similar trading conditions and measure both order settings and realised outcomes. A large operational dataset can support that work if the design addresses selection and changes in the customer mix.

Standard and guaranteed stops have different terms

Capital.com distinguishes a standard stop, which can execute beyond the specified level during a gap, from a guaranteed stop that fixes the exit price. Its guaranteed-stop charge applies when triggered and appears on the deal ticket. The fee and the guarantee therefore enter the customer’s cost and risk calculation together.[3]

French CFD clients must use guaranteed stops, and the report excludes France from its voluntary-adoption comparison. The methodology also states that attachment does not measure risk taken, holding period, drawdown or suitability. These definitions make it possible to use the next edition to track a specific exit-setting practice while assessing broader customer outcomes separately.[3][2]

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