Concept

Trailing drawdown, explained without spreadsheets

Trailing drawdown is the single rule most evaluations fail to. It looks the same as static drawdown on paper. It is not the same.

What trailing drawdown actually is

Trailing drawdown is a moving floor under your account. It starts at starting balance − max loss and moves up every time your equity prints a new high. It never moves down. If your account drops back to the trailing floor at any point, the account is breached — even if you're still in profit overall.

End-of-day vs intra-trade trailing

  • End-of-day trailing (FundedNext, MyFundedFX): the floor updates from the previous day's closing balance. Intra-day swings don't push the floor up.
  • Intra-trade trailing (Apex, some futures firms): the floor updates from every new equity high during the trade. A trade that goes to +3% then back to entry can move your floor up by 3% — permanently.

Intra-trade trailing is much harsher. If you scale out of winners or let trades retrace, you ratchet your floor up without locking in profit.

A concrete example

$100k account, 6% trailing drawdown. Starting floor: $94,000.

  • Day 1: close at $102,000. Floor moves up to $96,000.
  • Day 2: close at $105,000. Floor moves up to $99,000.
  • Day 3: lose $6,000. Equity: $99,000. Account breached — even though you're up $5,000 overall and only down $6,000 from peak.

Under static 6% drawdown, the same scenario passes — floor stayed at $94,000 the whole time.

Why it changes your strategy

  • Your usable risk shrinks as you approach target. The closer to target you are, the less room to lose.
  • Scaling out of winners on intra-trade trailing firms is dangerous — you ratchet the floor up without taking the profit that justifies it.
  • Conservative position sizing pays off twice: less daily-loss exposure and a slower floor lift.

How to model it before you buy

Static-drawdown calculators wildly overestimate pass rate on trailing firms. A proper simulator updates the floor on every bar (or every trade for intra-trade variants), then breaches the account the moment equity touches it. PropFirmBacktester models both end-of-day and intra-trade trailing — pick the variant your firm uses and the math just works.

Related