Hyperliquid closes a position when the account no longer has enough margin to keep it open. This is a liquidation. It happens when the mark price reaches your liquidation price.

With cross margin, all cross positions share your collateral. A loss on one position can move the liquidation price of the others.

To lower the risk:

Use lower leverage.
Add a stop loss.
Add margin to an isolated position, or deposit more funds.
Watch the liquidation price on the position before you confirm a trade.