Margin allows a small amount of capital to participate in a larger contract, and also puts the risk of amplified fluctuations in the hands of traders. This article explains the operating mechanism of dynamic changes in margin, the duality of leverage amplifying profits and losses, the significance of available margin as a risk buffer, and the risk framework composed of leverage and position stop loss fluctuations. It emphasizes that leverage settings should match the capital size, trading experience, and volatility environment rather than copying others.