Account size ($)
Starting balance
Drawdown allowance ($)
Distance from peak to breach
Trading days
Length of the simulated run
Daily P&L volatility ($)
Std-dev of daily close-to-close
Daily edge ($)
Average daily P&L
Intraday excursion ($)
Avg unrealized peak above the close
Re-run path
—
Static drawdown
—
EOD trailing
—
Intraday trailing
—
Intraday vs EOD floor gap at end
Equity (close)
Static floor
EOD trailing floor
Intraday trailing floor
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