Futures Spread - Contract 
There is a  Futures Spread, Where the Margin reflects a Leverage of 3 to 1 , 

The Margin for the contract is just $ 210. 

I ‘am Buying “ 1 Futures Contract September, Selling 1 Futures Contract December  ” 

It is a Interest Rate Futures Contract, 

There is a Spread of 0.25 % , between the two contracts, 

The Bought Leg of the September Futures Contract = 1.00 %
The Sold Leg of the December Futures Contract = 1.25 % 

Spread = 0.25 % , 

The Contract has it where  a 0.25 % change = $ 625 Dollars in Gain/Loss , in other words a 25 basis point change = $ 625 Dollars in Gain/Loss

Target Profit 
With this expected target of a + 25 basis point gain, I want to target a Total of $ 30,000 Profit. In order to do to do this , i would need to to have 48 Contracts ($ 30,000 / 625 = 48 Contracts. This would be 48 Contracts on the Buy Side Leg, and 48 Contracts on the Sell Side Leg. ) . 

Spread Narrowing - Profit Gain 
I’am expecting the December Futures Contract will decrease to the same level as the September Futures Contract, so both will decrease to the level of 0.75 % .  This would give me 0.25 % Gain on the December Contract ( Sept Contract -.50 , December Contract +.75 ,         Total = -0.50 + 0.75 = 0.25  ) .In other words a + 25 Basis Point Gain is realized , which would be a + $ 625 Profit Gain. With 48 Contracts, This in Total Profit would equal $ 30,000 ($ 625 x 48 Contracts). 


Spread Widening - Loss
Now to the flipside extreme scenario where i have a Loss, lets say the Interest Rate for the December Contract increased more than September Contract, the December Contract increased to 1.75 %, and the September Contract increased to 1.25 %, this gives a spread of 0.50 % . This would result in a -0.25 % loss in the Futures Spread, ( Sept Contract + 0.25 Gain, December Contract -0.50 Loss, Total = 0.25 - .50 = - 0.25 ). In other words, a - 25 Basis Point Loss is realized, which would be a - $ 625 Loss. With 48 Contracts, this would be a Total Loss of - $ 30,000 ( - $ 625 x 48 ) . 


Risk to Reward Ratio 
Right now by doing this spread, it seems like there is a Risk to Reward Ratio of 1 to 1, a potential Risk of Loss of  - $ 30,000 and a Potential Gain of + $ 30,000 . 

I want to have a risk to reward ratio of 1 to 3 in this Futures Spread. I want the potential Loss to be limited to $ 10,000 and the Potential Gain to be the same as it is now at $ 30,000. 

I want to implement this 1 to 3 Risk to Reward ratio with this Futures Spread without using Stop Loss Order. How can I structure this Futures Spread to have this 1 to 3 Risk to Reward Ratio ?

A general way to establish positions with very asymmetrical return distributions is to use options. A long call option, for example, has a maximum loss equal to the premium paid, but an unlimited maximum return. This does not tell you anything about the expected return.

Absent options, a cruder strategy is for you to try to close your position if and when your loss reaches $10,000. However, the probability that your position will be closed early (and so at a loss) will be larger than the probability that it runs to expiration (and so has a gain). So again, while you may have achieved asymmetrical "risk to reward" (max gains and losses), the expected return may be unchanged or worse than your original (symmetrical) plan. It can be worse because of the increased trading frictions.

Yes, with a straight long option which would be the only position, that is possible. But I'am asking about a Futures Spread.

The second part you are mentioning is Dynamic Adjusting Positions, i have looked at that previously, but as you mention it will highly likely be not accurate, and it would be quite burdensome and complex to constantly adjust your positions. Not an ideal way to do this to effectively achieve the goal.