Risk and position sizing

Drawdown Recovery Calculator

A loss and the gain that undoes it are not the same size, and the gap widens fast. Enter your drawdown to see what it actually takes to get back to even.

How much the account is down from its peak.
To see the gap in money, not just percent.
Per winning trade, on the current balance.
Gain needed to get back+25%
Balance after the drawdown
Money to make back
Winning trades neededenter average win
The asymmetry, in full
DrawdownGain neededWhat that means
5%+5.3%Recoverable inside a normal run
10%+11.1%Recoverable inside a normal run
20%+25%Recoverable inside a normal run
25%+33.3%Needs a strong stretch, not a good week
30%+42.9%Needs a strong stretch, not a good week
40%+66.7%Needs a strong stretch, not a good week
50%+100%Needs a strong stretch, not a good week
60%+150%You must multiply what is left
70%+233.3%You must multiply what is left
80%+400%You must multiply what is left
90%+900%Practically a new account

The gain is measured on the reduced balance, which is why it grows faster than the loss. Losing 10% then gaining 10% does not put you back — it leaves you at 99%.

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Why a 50% loss needs a 100% gain

Because the gain is measured on what is left, not on what you started with.

required gain % = drawdown ÷ (100 − drawdown) × 100

Start with $10,000 and lose 50%. You now have $5,000. To get back to $10,000 you need to make $5,000 — which is 100% of your current balance. The loss was measured against the larger number; the recovery is measured against the smaller one.

This is also why "I lost 10% then made 10% back" leaves you down. $10,000 → $9,000 → $9,900. The 10% gain was worth $900, but the 10% loss was worth $1,000. You are at 99%, not 100%.

The full curve

Drawdown Gain needed to break even
−5% +5.3%
−10% +11.1%
−20% +25%
−30% +42.9%
−40% +66.7%
−50% +100%
−60% +150%
−70% +233%
−80% +400%
−90% +900%

Read down the column and notice where it turns. Up to about 20% the recovery is a normal stretch of trading. Past 30% it needs a better run than the one that lost the money. Past 50% you are not recovering an account, you are building a new one out of the remainder.

What this changes about position sizing

The asymmetry is the argument for small per-trade risk, and it is a stronger argument than "be careful".

A trader risking 2% per trade who hits ten losses in a row is down about 18% — a 22% gain gets it back, which is a good quarter. A trader risking 10% per trade with the same ten losses is down about 65%, and needs +186%. Same losing streak, same skill, entirely different futures — decided before either trade was placed, by the size that was chosen.

The second cost, which the percentage hides

There is a behavioural half to this that no calculator prints. Deep drawdowns change how people trade: position sizes go up to "make it back faster", stops widen, and rules that held for months stop holding. The mathematical hole is 100%; the behavioural hole is usually what finishes the account.

The practical defence is a number decided in advance — a drawdown level at which you stop and review instead of continue. Chosen while the account is fine, it is arithmetic. Chosen at 40% down, it is negotiation.

FAQ

What is the formula for drawdown recovery?

Required gain percent equals the drawdown divided by (100 minus the drawdown), multiplied by 100. For a 25% drawdown: 25 ÷ 75 × 100 = 33.3%. The reason the numbers diverge is that the loss is a percentage of your old balance while the recovery is a percentage of your new, smaller one.

Is drawdown measured from the starting balance or the peak?

From the peak — the highest point the account reached, not the amount you deposited. An account that grew from $10,000 to $15,000 and fell to $12,000 is in a 20% drawdown even though it is still up 20% overall. Prop firms use the same convention for trailing drawdowns, which is why the limit moves up with your profits but never back down.

What is an acceptable drawdown?

That is a risk-tolerance question rather than a mathematical one, but the arithmetic gives a useful boundary: below roughly 20%, recovery stays inside the range of ordinary trading. Above 30%, you need a better run than the one that caused the loss. Most professional risk frameworks put a hard review point somewhere between 10% and 20%.

How many winning trades do I need to recover?

It depends on the size of your average win, and it compounds rather than adds. If each win adds 2% to the current balance, recovering a 20% drawdown (a 25% required gain) takes about 12 consecutive net-winning trades. The calculator above works this out if you enter your average win.

Does this apply to prop firm accounts?

The arithmetic does, but the deadline does not. On a funded or evaluation account, the drawdown limit closes the account before recovery becomes possible — so the relevant number is not what a comeback needs, it is [how much room is left before the limit](/tools/prop-firm-drawdown-calculator).

This is the plan. What did you actually do?

A calculator tells you the size you should have taken. It cannot tell you the size you took at 2pm after two losers, or how often your stop moved once price went against you. Drop in a statement from MT4/MT5, a broker CSV or a crypto export and see the answer for your own last 90 trades.

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