Equity Curve Analyzer
Inspect maximum peak-to-trough drawdown magnitude from an ordered series of entered balance or equity values. The page describes only the supplied path; it does not infer missing observations, adjust cash flows or predict recovery.
Enter one ordered account-value path
Start with the earliest value and place each later observation on a new line.
One non-negative value per line, earliest first. Use one currency and one balance-or-equity definition.
Observed path summary
Observed Equity Drawdown 1.0.0.
How the observed equity path is analyzed
Drawdown amountᵢ = Running peakᵢ − Valueᵢ
Drawdown %ᵢ = Drawdown amountᵢ ÷ Running peakᵢ × 100
The model walks the supplied rows in their entered order. A new higher value becomes the running peak; a lower value creates a drawdown from the latest peak.
The maximum monetary drawdown is the largest currency-unit decline. Maximum percentage drawdown is the largest decline relative to its own preceding peak.
Assumptions and limits
- The page does not inspect broker records, timestamps or values between entered observations.
- Deposits, withdrawals, rebates and other external cash flows can create false peaks, troughs or endpoint returns.
- Balance and equity series are not interchangeable; use one definition consistently.
- Sparse sampling can miss a deeper intraperiod drawdown.
- No result is a risk limit, suitability assessment, strategy grade or forecast.
Worked example from the audited fixture
The audited six-value path is 10,000 → 10,500 → 9,800 → 11,000 → 9,000 → 12,100. It starts at 10,000, ends at 12,100 and therefore has an endpoint change of +2,100, or +21.0000%.
Maximum percentage drawdown = (11,000 − 9,000) ÷ 11,000 × 100 = 18.1818%
How to interpret the result
Both maxima happen in this fixture’s 11,000-to-9,000 episode, but that need not be true for every path. Monetary drawdown uses currency units; percentage drawdown divides each decline by its own preceding peak. The final 12,100 is a new high, so current drawdown is zero.
Frequently asked questions
- It measures maximum monetary and percentage peak-to-trough drawdown plus endpoint and current-drawdown summaries from the ordered values you enter.
- Drawdown depends on a peak occurring before a later trough. Reordering the same values can therefore change the result.
- For each row, the model subtracts the value from the running peak and divides that decline by the same running peak. The largest percentage is reported.
- Yes. A larger currency decline from a larger peak can differ from the episode with the largest percentage decline.
- No. This route has no timestamps. Use the Drawdown Duration Analyzer for observed time below a peak.
- Yes. External cash flows can create false peaks, troughs and endpoint changes unless the series is adjusted consistently.
- Use one consistent series. Balance excludes unrealized position changes, while equity can include them; mixing the two makes the path inconsistent.
- No. It describes the supplied historical or hypothetical path and does not estimate future losses, recovery or persistence.
Sources and methodology
- MQL5 Reference — Testing Statistics — Official definitions for maximum balance and equity drawdown statistics.
- CFTC — Trading system claims advisory — Official caution on hypothetical and past-performance presentations.
Continue the performance review
Verify account records and charges
Confirm valuation basis, deposits, withdrawals and trading charges before deriving the path.
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