The CR is just derived from the backtest. It is not 100% "safe" - there is no guarantee that you won't need more capital in live trading. The displayed "risk" is just the distance to the stop and has nothing to do with the statistical risk of the system. The system risk is normally higher, but can also be lower than the stop distance in some cases. For instance when the system is unlikely to hit the inital stop, or when the live stop was more distant than any stop in the backtest.

I can not say it often enough: There is no real "safe" balance and no "guarantee" against a margin call. Your trading is based on statistical probabilities, not on guarantees.