You can simulate your trading system and see how high the drawdown, performance, total loss risk and other parameters are. When you start the simulation, you will find the values under the cash curve. In reality the actual probability of a total loss is never zero.
Parameters | |
Performance | |
Minimal Performance | |
Average Performance | |
Maximal Performance | |
Risk Indicators | |
Total Loss Risk | |
Drawdowns | |
Minimal Drawdown | |
Average Drawdown | |
Maximal Drawdown | |
Other Statistics | |
Profit Series | |
Shortest Winning Series | |
Average Winning Series | |
Longest Winning Series | |
Loss Series | |
Shortest Loss Series | |
Average Loss Series | |
Longest Loss Series |