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Equity-Based Max Drawdown

Interactive walkthrough of how the trailing equity-based maximum drawdown is calculated day by day. Click each day to see the full calculation breakdown.

Configuration

starting_cash_value
$10,000
equity_based_max_drawdown_offset
$500
equity_based_max_drawdown_threshold
$100

Formulas

// Equity recorded at UTC 00:00 each day
daily_stats_equity = end_of_day_cash_value + end_of_day_open_profit_loss

// Highest value seen across all days so far
reference_high = max(starting_cash_value, all daily_stats_equity, all end_of_day_cash_value)

// The drawdown line — fails if equity drops below this
max_drawdown = min[(reference_high - offset), (starting_cash + threshold)]

// The min() ensures the drawdown line can never exceed starting_cash + threshold
// The drawdown line only trails UPWARD, never down

Daily Recorded Values (at UTC 00:00)

Day daily_stats_equity end_of_day_cash_value reference_high max_drawdown Status

Visual Timeline

daily_stats_equity
end_of_day_cash_value
reference_high
max_drawdown (fail line)
ceiling (starting + threshold)

Interactive Sandbox

Drag the sliders to change any value and watch the chart, table, and fail detection update in real-time.

Configuration Sliders

starting_cash_value
$10,000
equity_based_max_drawdown_offset
$500
equity_based_max_drawdown_threshold
$100

Daily Values (drag to simulate trading days)

Live Chart

daily_stats_equity
end_of_day_cash
reference_high
max_drawdown
ceiling

Computed Results

Day daily_stats_equity end_of_day_cash reference_high max_drawdown Status