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Most systems today, such as a Metatrader 4 account statement, express drawdown only in terms of closed trades, so if the trade goes into a huge loss but is never closed and eventually recovers and is closed at a profit, the drawdown is hidden and never expressed - this could be referred to as 'balance drawdown' or 'closed trades drawdown'.
The opposite of 'closed trades dawdown' is 'equity drawdown', where unrealized losses (and gains or draw-ups) occur regardless of whether a position is closed or open; that is, everything that happens between the opening and closing of the position is recorded and unrealized losses are recorded as drawdown. The main reason many systems report in terms of closed trades drawdown is not necessarily to hide the truth from you (although sometimes that certainly can be a factor) but also because the algorithm to calculate it is extremely easy, whereas calculating true equity drawdown is extremely difficult, requiring huge amounts of high-quality, fully-complete data and algorithms that require thousands of times more processing power than calculating closed trades, or even logging of equity.
CBF uses a historical price feed together with other configurations like time zone settings per broker server and advanced algorithms to calculate the equity value of an account for every moment the account exists, and then takes the largest peak-to-valley difference as the 'drawdown' figure, which in facts represents the maximal drawdown.
CBF records the equity high and low for each day and reports it on the graph, thus you can easily see the full range of values the account has been 'worth' and see for yourself the typical drawdowns that occur from various peaks to various subsequent valleys. Note new Razor graph features: Peak-to-Valley drawdown displayed as point on graph; also, Peak and Valley of largest drawdown now displayed as points on graph.
Time weighted return, explained above, is an algorithm applied to remove the misleading affects of withdrawals and deposits to ensure they do not appear as large profits or losses, so the primary and most important graph displays the gain or loss in equity, both high and low for the day, as Time Weighted Equity Return High (TWERH) and Time Weighted Equity Return Low (TWERL).
It may not seem fair that an unrealized draw-up can then come down and create a drawdown even where the trade has not dropped below it's initial opening point. However, keep in mind if you were investing in a fund you could get in at the top of that peak and suffer that drawdown without having been there for the benefit of the previous climb up.
هذا شرح باللغه الانجليزيه ..المعادله مختلفه عن الموجود في الميتا تريدر مثال Equity Drawdown (DD) is a measure of the biggest loss in equity from an Equity High (EH) point to a subsequent Equity Low (EL) point.
If the 1st trade you place loses $2,500 equity from $10,000 (EH = $10,000 EL = $7,500) then yes you would be DQ'd as you would have hit 25% DD
However if the 1st trade lost $1,000 in equity (DD = 10%) then it gained $2,000 then you new EH is $11,000 and you would need to lose 25% equity ($2,750) from the new EH
Note there is a link in the rules to understanding drawdown.
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