There is a time-factor which the Position Size Calculator cannot account for.
In the case of a stop-out days or weeks in the future, the USD/JPY conversion rate at which your trade is settled can be significantly different from the rate you entered into the Calculator just prior to opening your trade.
This will not change your position size, but it will change the USD-value of the loss you suffer at stop-out. Your loss could be slightly more, or slightly less, than the percentage you intended, when you planned your trade.
Day-traders and short-term traders generally ignore these slight variations in the intended risk amount. Even swing-traders tend to ignore them.
You can calculate the effect of a change in the USD/JPY rate, on the actual loss incurred at stop-out. You will find that an x% change in the USD/JPY exchange rate will produce an x% change in the dollar-value of your loss at stop-out.
If the USD/JPY rate increases (from 110.00 to 112.00, let’s say) while your trade is open, you will profit from that increase – your settled loss after stop-out will be about 1.8% less than the risk you initially thought you were taking. (The increase in the USD/JPY rate assumed here is about 1.8%.)
If the USD/JPY rate decreases (from 110.00 to 108.00, let’s say) while your trade is open, you will suffer a 1.8% larger dollar-loss at stop-out, than the risk you initially thought you were taking. (The decrease in the USD/JPY rate assumed here is about 1.8%.)
Note that 1% changes (or greater) in the exchange rates of the major pairs, and of the major crosses, do not normally occur over hours, or even days. But, such changes can certainly happen on longer time scales. So, significant changes in the amount actually at risk in trades held for long periods can be a matter of concern for position traders.