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Sheet2

Drawdown Calculation

Risk % Losses In row


10.00% 1
Win Rate
50.00%
Max DD 10.00%

Probability of it occurring 50.00000%


1 in how many chances 2.00

MAXDD 1-((1-Risk%) to the power of losses in a row

Probability (1-Winrate) to the power of losses in a row

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Sheet2

Losses In row
2 3 4 5 6 7

19.00% 27.10% 34.39% 40.95% 46.86% 52.17%

25.00000% 12.50000% 6.25000% 3.12500% 1.56250% 0.78125%


4.00 8.00 16.00 32.00 64.00 128.00

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8 9 10 11 12 13

56.95% 61.26% 65.13% 68.62% 71.76% 74.58%

0.39063% 0.19531% 0.09766% 0.04883% 0.02441% 0.01221%


256.00 512.00 1,024.00 2,048.00 4,096.00 8,192.00

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14 15 16 17 18 19

77.12% 79.41% 81.47% 83.32% 84.99% 86.49%

0.00610% 0.00305% 0.00153% 0.00076% 0.00038% 0.00019%


16,384.00 32,768.00 65,536.00 131,072.00 262,144.00 524,288.00

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20

87.84%

0.00010%
1,048,576.00

Page 5

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