Max Drawdown Calculator — Compute Worst Peak-to-Trough Loss
Paste an equity curve and instantly compute max drawdown, peak-to-trough duration and recovery status. Free, no login, embeddable.
Max drawdown calculator
-12.38% max drawdownPeak $112.00 (point #3) → trough at point #6 · 3 bar(s)Recovered above peak in this window.
Frequently asked questions
What is max drawdown?
The largest peak-to-trough decline of an equity curve, expressed as a percentage of the peak. A 30% drawdown means at one point the strategy lost 30% from its highest equity.
Why does it matter for copy trading?
It is a hard floor for the worst-case scenario you have observed. If a trader has a 60% historical max drawdown, you should expect a similar or worse drawdown in your copy. Use it to size your allocation.
Is max drawdown forward-looking?
No. It is a historical measure. Always combine with Sharpe ratio, fill count and length of track record before drawing conclusions.