Maximum Drawdown
The largest peak-to-trough decline in account value before a new high.
Formula
Max DD = (Trough - Peak) / Peak × 100%
More Details
What is Maximum Drawdown?
Maximum Drawdown (MDD) measures the worst loss from a peak before recovering. It represents your worst-case scenario.
Learn more: Drawdown Charts View | Equity Curve Compare
Formula
Max DD = ((Trough - Peak) / Peak) × 100%
Recovery Math
| Drawdown | Gain to Recover |
|---|---|
| 10% | 11% |
| 20% | 25% |
| 30% | 43% |
| 50% | 100% |
| 75% | 300% |
A 50% drawdown requires 100% gain just to break even!
TradesViz Drawdown Analysis
- Drawdown by time of day
- Drawdown by setup type
- Underwater curve visualization
- Alerts when approaching historical max
Where to find it in TradesViz
Summary > Overall Statistics displays Max Drawdown. Trades Analysis > PnL Charts > Drawdown Chart shows cumulative drawdown over time (available in EOD and 30-min timeframes). Use Pivot Grid to analyze drawdowns by setup, symbol, or time period.
Example
Peak of 15,000 to trough of 10,000 equals 33% Maximum Drawdown