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Losing streak calculator

Every strategy has losing streaks. Enter your risk per trade and a run of losses to see how deep the drawdown gets and how much you'd need to make back.

%
Up to 100
10 losses in a row at other risk levels
Risk per tradeAccount leftGain to recover
0.5%95.1%+5.1%
1%90.4%+10.6%
2%81.7%+22.4%
3%73.7%+35.6%
5%59.9%+67.0%
10%34.9%+186.8%
Account left after 10 losses81.7%
Drawdown−18.3%
Gain needed to recover+22.4%
Account left after each lossAccount left
Account left after each loss: Account left goes from 100.0% to 81.7%.0%25%50%75%100%Start2 losses4 losses6 losses8 losses10 losses
Show as table
LossesAccount left
Start100.0%
1 loss98.0%
2 losses96.0%
3 losses94.1%
4 losses92.2%
5 losses90.4%
6 losses88.6%
7 losses86.8%
8 losses85.1%
9 losses83.4%
10 losses81.7%

How it’s calculated

Each loss costs your risk % of the balance at that moment, because the next trade is sized from the smaller balance:

Account left = (1 − risk %)losses
Gain to recover = 1 ÷ account left − 1

Why the recovery is always bigger than the loss

After losing 20% you have 80% left, and 80% has to grow by 25% to get back to 100%. The deeper the drawdown, the faster this gets out of hand: a 50% drawdown needs a 100% gain.

How long can a losing streak be?

Longer than most people expect. With a 50% win rate, runs of 6 or 7 losses turn up regularly over a few hundred trades, and strategies that win less often see longer ones. Pick a risk per trade that you could live with through a streak like that, and stick to it.