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Comments for https://ctrader.com/products/2082

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    2025-11-07 12:48:23.519Z
    • 2 comments
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      BacktestBoss
        2025-11-07 12:48:23.555Z

        What’s the historical max drawdown and how was it measured?

        1. PPipLabs
            2025-11-07 17:17:25.482Z

            The historical maximum drawdown is 16.86%, measured over a 2-year backtesting period from November 7, 2023, to November 7, 2025.
            Measurement Methodology:
            The max equity drawdown was calculated using cTrader's backtesting engine, which measures the largest peak-to-trough percentage decline in account equity throughout the entire testing period. This measurement includes both realized and unrealized losses, tracking equity changes on a tick-by-tick basis as the algorithm executed trades on the EURUSD H1 timeframe.
            Additional Context:

            The backtest was conducted with realistic trading conditions including commissions and spreads
            Starting capital: £5,000
            The strategy also recorded a max balance drawdown of 4.25% (realized losses only)
            Total trades executed: 20 (50% win rate)
            The drawdown was recovered within the testing period, with the strategy achieving a net profit of 62.58%