Skip to main content

Futures EoD Maximum Drawdown

3% End-of-Day Maximum Drawdown

The EoD Maximum Drawdown:

  • Does not reset daily

  • Can move upward when a new account high is recorded

  • Never moves downward

  • Is reviewed at 00:00 UTC

  • Eventually locks once its applicable maximum level is reached

Q: Is open P&L included?

Yes.

Drawdown is equity-sensitive, meaning unrealized P&L from open positions is included.

Therefore, an account can breach its Maximum Drawdown even if the losing position has not yet been closed.

Example: Starting balance = $100,000, EoD trailing max. drawdown = $3,000. Your floor starts at $97,000. Your account closes at $104,000 at UTC 0000, a new reference high, so the floor moves up to $101,000. The ceiling for the floor is +2% of initial balance = $102,000, so the floor can trail up to that point and no further.

Starting Drawdown Amounts

Account

3% Drawdown

Initial Level

$25,000

$750

$24,250

$50,000

$1,500

$48,500

$100,000

$3,000

$97,000

$125,000

$3,750

$121,250

Did this answer your question?