A strategy's return means little without knowing what it cost to get there — drawdown, risk-adjusted return, and position sizing are how we quantify that.
The largest peak-to-trough decline observed, a core measure of downside risk.
How often trades succeed, and gross profit relative to gross loss.
Risk-adjusted return measures accounting for volatility and downside deviation.
How capital is allocated per trade and what limits exposure during drawdowns.
The probability of losing enough capital that recovery becomes impractical, given position sizing and win rate.
Limiting concentrated exposure across correlated instruments so one move doesn't hit every position at once.
Send us your backtest or strategy rules — we'll help you quantify the risk properly.
