My Drawdown

Posted on April 22, 2006
Tags: Day Trading, Trading Plan |

I’m always looking to better understand my system and the results it produces. I have taken a total of 94 trades this year (every single one is recorded on this blog btw) and with the kind help of a number of smart readers I now have details of my drawdown todate. If you’re interested, here are the numbers, in R risk value:

Max Drawdown: -5.41R
Average Drawdown: -1.46R
Median Drawdown: -1.12R

The worse drawdown of -5.4 was a few weeks ago in the end of March, it’s also reflected in the equity curve and review of the quarter I posted a while back.

If anyone has similar information on their own trading they’d be willing to share then that would be great. Also if you can think of any other useful information that can be gleaned from trade results feel free to comment.

Thanks again for the help with calculating this.