Equity curve

An equity curve is the running total of a trading account's results plotted against time or trade number. It is the primary picture of how a strategy or a trader performed, and most performance statistics, including drawdown and recovery, are read directly from it.

Senzoukria · Glossary · Updated September 2026


Two ways to build the curve

The simplest equity curve adds each closed trade's net result to the previous total. It moves only when a trade closes, so it hides whatever happened while a position was open. A mark-to-market curve instead revalues open positions at each bar or tick, so it dips and rises during the trade. The two curves end at the same place but tell different stories along the way, and a drawdown rule that follows open profit can only be checked on the second.

Closed-trade versus mark-to-market equity
PropertyClosed-trade curveMark-to-market curve
UpdatesAt each trade exitAt each bar or tick
Data neededTrade listPrice path inside each trade
Drawdown shownBetween exits onlyIncluding open losses
Typical useJournal, quick backtestProp firm rules, risk limits

What to look at

  • Slope: the average result per trade or per session, which is the expectancy.
  • Smoothness: a curve that climbs in a straight line with small dips is easier to trade than one that gains everything in a few jumps.
  • Peaks and troughs: the largest peak-to-trough drop is the maximum drawdown; the longest gap between peaks is the underwater period.
  • Halves: compare the first half with the second. A curve that rose early and flattened later describes an edge that may have ended.
  • Currency versus R: a curve in dollars mixes position sizes; a curve in R-multiples compares trades on the risk they took.

In Senzoukria

The journal's "Previous sessions" panel draws the "Session equity curve" from closed trades, with an "Equity" series and an "Underwater" series, and a "Rolling expectancy" line that shows the average result of the last N trades at each point. A separate chart, "Equity curve, split by account", redraws the same trades as a sequence of prop firm accounts: when one account dies at the bottom of a drawdown, the next starts from its own initial balance.

The backtest results panel shows the "In-sample vs out-of-sample" chart, which overlays the curve the optimiser saw with the curve that a walk-forward would actually have produced, each drawn over its own trade count. The empty state of the journal reads: "No closed trades yet. Log a trade or import a CSV to see your P&L and equity curve here."

Common mistakes

  • Judging a curve by its end point instead of its path.
  • Plotting the curve before fees and slippage; the shape can change sign at high trade frequency.
  • Comparing a closed-trade curve with a broker statement that marks positions to market.
  • Reading a smooth in-sample curve as evidence when the out-of-sample part is flat.

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Frequently asked questions

Should the equity curve be plotted per trade or per day?
Per trade shows the effect of each decision and is the natural axis for expectancy and R-multiples. Per day aligns with account rules and with how a prop firm evaluates a trader. Senzoukria's journal uses sessions, and the backtest panel draws per-trade curves; keep the axis in mind when comparing the two.
Does a rising equity curve prove a strategy works?
No. A curve can rise because of a favourable period, parameter selection or optimistic fills. Walk-forward testing, explicit costs and a comparison of the first and second halves of the curve are the usual checks before trusting it.
Why does the split-by-account curve look different from the plain one?
A personal curve never resets, but a prop firm account does when it breaches its drawdown. In the split view, a recovery that only returns the plain curve to break-even is a full gain for the new account, which is why the two charts diverge.

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