Drawdown and recovery calculator
Gain needed to recover a drawdown, maximum drawdown of a curve, losing streak to a limit.
Example inputs, not market prices: change them to your trade.
Result
How it is computed
Gain needed = D ÷ (1 − D)
After a loss, the account is smaller, so the gain needed to come back is larger than the loss: 50 % down needs +100 %. With a risk per trade, the calculator also counts the losses in a row that make the drawdown.
Worked example
Inputs
- Drawdown (%)
- 20
- Risk per trade (%)
- 1
- Position sizing
- Fixed (% of starting capital)
- Win rate (%)
- 45
Result
Gain needed to recover
25%
- Losses in a row
- 20
- Probability of that streak
- 0.0006%
Computed on the server by the same code as the form above (calculator table 2026-10-04.1).
Questions
Why is the recovery larger than the loss?
The gain applies to a smaller balance. From 100 to 80 is −20 %; from 80 back to 100 is +25 %.
How do I get the maximum drawdown of my account?
Under More options, paste your equity values in time order: the largest peak-to-trough fall is computed.
What is the probability of the streak?
With a win rate, the chance that a given trade starts that many losses in a row.
Related calculators
All toolsMaximum loss left
Room above the maximum loss floor, static or trailing.
Risk of ruin calculator
Probability of hitting a loss limit within a number of trades, computed exactly.
Required return
Return per period needed to reach a target in a given number of periods.
Compound interest and account growth
How a balance grows with a return per period, deposits or withdrawals.
Tools traders use
Charting, journals, backtesting and servers. Listed alphabetically; we may be paid when you sign up through these links.
A calculation, not a forecast. Not investment advice.