MAEXO

Drawdown recovery maths

Guide

Money & psychology4 min

Drawdown recovery maths

Recovering a drawdown always takes a bigger percentage gain than the loss itself, because you are earning it on a smaller base. A 20% loss needs 25% back; a 50% loss needs 100%; an 80% loss needs 400%.

The recovery table

The formula is simple: required gain = loss ÷ (1 − loss). What makes it dangerous is how fast it accelerates once losses pass about 30%.

  • 10% loss → 11.1% gain to recover
  • 20% loss → 25% gain
  • 30% loss → 42.9% gain
  • 50% loss → 100% gain
  • 70% loss → 233% gain
  • 90% loss → 900% gain

Why it changes how you size trades

If you risk 2% per trade, ten consecutive losses leave you down about 18% and needing 22% to get level — hard, but recoverable. Risk 10% per trade and the same losing streak leaves you down 65%, needing a 186% gain. The strategy did not change; only the sizing did.

Example

A £10,000 account down to £5,000 must double to get back to break-even. To grow from £10,000 to £20,000 in the first place would be considered an excellent year — that is the scale of what the drawdown just cost you.

Time is the hidden cost

The recovery percentage is only half the problem. A deep drawdown also burns the years of compounding you would otherwise have had, and it does it while your confidence is at its lowest — which is exactly when traders start deviating from the plan that would have recovered it.

Keeping drawdowns survivable

  • Cap risk per trade at a level ten consecutive losses would not break
  • Set a monthly loss limit and stop trading when it is hit
  • Reduce size during a losing streak, not after it ends
  • Measure drawdown from the equity peak, not from the starting balance
Drawdown calculator

Enter a loss and see the exact gain needed to recover it.

FAQ

Common questions

What is an acceptable drawdown?

It depends on strategy and temperament, but most retail traders should treat anything beyond 20% of the account as a signal to cut size and review, not to trade harder.

Does this maths apply to investing too?

Yes. It is arithmetic, not a trading rule. It is the main argument for diversification and for avoiding concentrated positions you cannot afford to lose.

How do I calculate my current drawdown?

Take the difference between your highest equity peak and your current equity, and divide by the peak.

Related

Read next

Latest Macro news

HIGH RISK WARNING: Trading Forex and leveraged derivative products (CFDs) or crypto involves significant risk and is not suitable for all investors. Leverage magnifies both gains and losses. You do not own or have rights to the underlying assets. You may lose all your invested capital; never speculate with funds you cannot afford to lose. Information on this site is general and does not constitute personalized financial advice. Past performance does not guarantee future results. Please ensure you fully understand the risks and review our legal documents section.