Drawdown simulator
How deep a normal losing run goes at your size.
Free risk tools
Max drawdown calculator
The deepest fall in your account or a price, and how long the way back took.
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- Free
- No sign-up
- Nothing you type is stored
The values
The drawdown
The deepest drawdown is -8.55%: from 10,760.00 at month 5 down to 9,840.00 at month 8.
- The way back
- It got back to that high 4 months after the low (7 months from the high). A fall of 8.55% needs a rise of 9.35% to undo.
- Right now
- At a new high. Over the whole run: +12.50% in 17 months.
- Return for the pain
- The run gained 12.50%, 1.46 times its deepest drawdown: below 1 means the falls were bigger than the gain.
Every fall of more than 1% from a high, deepest first, counted by position in your list. The deepest is marked.
| High at month | Low at month | Fall | High to recovery |
|---|---|---|---|
| 5 | 8 | -8.55% | 7 months |
| 13 | 15 | -6.44% | 5 months |
| 3 | 4 | -1.24% | 2 months |
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.
The number that ends accounts
The maximum drawdown is the deepest fall from a high to a later low before a new high. It is the loss you would have sat through had you started at the worst moment, and the number most traders underestimate before they live it. The climb back is always steeper than the fall: a 20% drop needs 25% to undo, a 50% drop needs 100%.
A short record usually shows a smaller drawdown than the strategy will one day have, because the worst run has not come yet. See the range of drawdowns the next trades can bring with the drawdown simulator, plan the climb back with the recovery planner, and set return against the swings with the Sharpe ratio calculator.
Not advice. Arithmetic on the values you type; past drawdowns do not cap future ones.
Next tools
Drawdown recovery planner
How long the climb back takes, and why sizing up backfires.
Sharpe ratio calculator
Sharpe and Sortino from your monthly returns.
Pricing
Three ways in. Pick yours.
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Baroq never holds your money and never trades for you. Educational only, not financial advice; trading involves risk.