Question on position sizing for multi-leg option strategies

Hey everyone, still relatively new to the more complex options strategies beyond simple calls/puts. I've been paper trading some iron condors and credit spreads, and while I grasp the theoretical max loss, I'm finding it tricky to properly size them against my overall portfolio risk. When you're managing multiple spreads or condors across different underlyings, how do you typically aggregate that risk? Do you look at total notional exposure, max loss on each leg as a percentage of your account, or something else entirely? My concern is that a few max losses hitting simultaneously, though statistically less probable, could be significant if each is sized individually without considering the cumulative effect. Any insights on how you guys approach this would be super helpful.