Max drawdown calculator
The deepest fall in your account.
Free risk tools
Equity curve filter test
Stop trading when your balance falls below its own average, start again when it recovers. Does it cut the falls, and what does it cost? Tested on your balances.
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Your balances
The filter
The 20-value filter cut the deepest fall, but at a cost in return: +7.2% with a deepest fall of 6.1%, against +9.3% and 8.8% taking every step.
- What it skipped
- It took 54% of the 180 steps and switched 15 times. The steps it skipped came to +1.9% in all: it stood aside in stretches that went on to pay.
- Now
- The balance is at or above its average now: the filter says trade.
- Read it with care
- Both curves start at value 20, where the first average exists. The skipped steps are what the strategy would still have done while you stood aside, so keep tracking it on a demo or on paper to know when to start again. Picking the best length from the table below is fitting the past: a filter is only worth using if most lengths help.
The filter with other average lengths on the same balances, against taking every step from the same start (each length starts where its first average exists). Yours is marked.
| Average of | Filtered | Its deepest fall | Steps taken | Every step | Its deepest fall |
|---|---|---|---|---|---|
| 5 | +5.4% | 6.6% | 51% | +6.8% | 10.9% |
| 10 | -2.7% | 10.5% | 59% | +8.5% | 9.4% |
| 20 | +7.2% | 6.1% | 54% | +9.3% | 8.8% |
| 30 | +8.9% | 5.1% | 60% | +10.6% | 7.8% |
| 50 | +8.0% | 7.7% | 71% | +18.9% | 6.6% |
| 100 | +12.4% | 4.6% | 80% | +13.6% | 4.6% |
Education only, not investment advice. The answer comes from the numbers you typed in, not from your account or the market. Simulated results are hypothetical and have limits: real trading has slippage, gaps, changing results and emotions. Trading leveraged products can lose money quickly, including all of it. Risk warning
Educational only, not financial advice; trading involves risk.
Trading your own equity curve
Some traders pause a strategy when its balance drops below its own moving average, and start again when the balance climbs back above it. When losing runs cluster, the pause skips part of them; when they don't, it only misses the recoveries and sits out good stretches. This page tests the rule on your own balances.
See the falls of the full record with the max drawdown calculator, the time spent below a high with the time under water calculator, and the range of futures with the Monte Carlo returns simulator.
Not advice. Arithmetic on the balances you type; past results do not promise future ones.
Next tools
Time under water calculator
How long below the high?
Monte Carlo returns simulator
What could next year bring?
Pricing
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Baroq never holds your money and never trades for you. Educational only, not financial advice; trading involves risk.