How Many Losses Can Your Strategy Survive?
Strategy-Survival and Drawdown Calculator
Reviewed 2026-07-31

Formula:
Recovery gain required = drawdown / remaining balance. Loss capacity is the number of losses before the drawdown threshold is breached.

Checklist:
- Choose a drawdown limit before the streak begins.
- Compare fixed risk and percentage risk.
- Check recovery gain, not just dollar loss.
- Reduce risk when a normal streak threatens the account.

Educational use only. Options involve risk and results depend on your assumptions.