Drawdown and the maths of recovery
The Math of an Edge
Losses are harder to undo than to make
This is the asymmetry that ends accounts. Lose 10% and you need 11% to get back. Lose 50% and you need 100% — you must double what's left simply to return to where you started. Lose 80% and you need 400%. Which is why capping the downside matters more than maximising the upside: the trader who never lets a drawdown get deep only ever needs ordinary returns to recover, and the one who does needs a miracle.