Drawdown zones: how often a loss level is reached, not just the max
The Drawdown zones sub-panel of the prop firm simulation measures the consumed allowance of a trailing drawdown, reshuffles sessions two ways (daily and in blocks) over a bounded horizon, and shows the chance of reaching each level, how many times a zone is revisited, and where the account spends its time.
Senzoukria · Documentation · Updated September 2026
Where to find it
- Where
- Replay → Performance panel → Prop firm simulation → "Drawdown zones"
- Defaults
- 500 paths per method, block length 5 sessions, horizon 60 sessions or the rule set's maximum trading days, seed 20260910
- Levels
- 25, 50, 75, 90 and 100 % of the allowance; occupancy bands at 25, 50, 75 and 100 %
- Minimum sample
- 20 sessions; below, the warning "Fewer than 20 sessions" is shown
What it does
A maximum drawdown is one observation. This panel answers the other question: how often a given level comes back. It measures not the raw drawdown but the allowance consumed, allowance − (equity − floor), with the floor computed by the same liveFloor function as the account screen. On a trailing rule the floor rises with the account, so a raw drawdown would give reassuring and wrong probabilities.
Each path stops at the profit target or at the horizon. Without those bounds every path traded the whole series and eventually died, which produced "97.6 % of paths die" over five years, a correct number that answered nothing. The horizon defaults to the rule set's maximum trading days when it has one, otherwise 60 sessions.
Two shuffles are shown side by side. "Shuffled daily" destroys losing streaks and under-estimates drawdown when the strategy strings losses together. "Shuffled in blocks" keeps consecutive sessions together. The gap between them is named in a sentence: a wide gap tells you to read the block curve, a narrow gap that sessions are roughly independent.
Settings
| Setting | Default | What it changes |
|---|---|---|
| Paths per method | 500 (100–5,000, step 100) | Number of reshuffled paths for each of the two methods; values are deferred so the slider stays smooth |
| Block length | 5 sessions (2–30) | Length of the consecutive blocks kept intact in the block shuffle; longer keeps streaks but leaves fewer blocks to shuffle |
| Horizon (sessions) | Rule set's maximum trading days, else 60 (10–250, step 5) | When a path stops if it has neither passed nor died |
Reading the panel
- Outcome line: "Over {n} sessions:" pass · die · undecided, from the block method.
- Verdict on your observed worst: Accident (under 10 % of paths reach it), Common (10–40 %), Routine (40 % and above). If your own history already kills the account, the title changes to "Your account dies in your own history".
- Chance of reaching a level: share of accounts that touch 25, 50, 75, 90 or 100 % of the allowance at least once, per method, with the dollar amount of each level.
- How many times the zone is reached: your count, the median across paths, and the share of paths that come back at least twice. It counts entries, not sessions spent inside.
- Where the account lives: share of time in each band of consumed allowance, deaths included.
Limits or pitfalls
Block length changes the result and cannot be perfectly justified; the help text asks you to move it to see how sensitive your answer is rather than treating one value as the truth.
Like the other Monte Carlo panels, this shows a range of outcomes and does not rank strategies. Fewer than 20 sessions produce near-identical paths, and percentages then read as certainties when they are not.
Measured cost: on 1,062 sessions, 500 paths × two methods take about 33 ms and 1,000 take 79 ms, because paths die or pass early; no worker is used.
Related pages
- Prop firm simulation
- Monte Carlo on accounts
- Prop firm rules form
- Drawdown from high indicator
- Session risk budget indicator
This page in other languages
Frequently asked questions
- Why is the horizon not the length of my backtest?
- Neither an evaluation nor a funded account is judged over five years. A path run to the end of the data is guaranteed to die eventually, which answers nothing; the horizon asks whether the floor is touched before the challenge ends.
- Which curve should I trust, daily or blocks?
- Read the sentence under the table. A wide gap means your strategy strings losses together, and the daily shuffle flatters you by the stated number of points; read the block curve. A narrow gap means both agree.
- Why does the panel measure consumed allowance instead of drawdown?
- Because the firm does. On a trailing rule the floor follows the account upward, so a 1,800 $ give-back from +5,000 $ may have consumed the entire 2,000 $ allowance.