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Inspect a synthetic dataset, reproduce drawdown and recovery calculations, and explore how assumed trading costs change an illustrative gross outcome.

Published by Wealthoak Advisory LLP · Updated

A drawdown you can reproduce

Synthetic teaching data: six invented observations in arbitrary equity units. This is not a market dataset, engine backtest, live account or forecast.
Synthetic equity observationsEquity moves from 100 to 110, 99, 105, 120 and 108. The maximum peak-to-trough drawdown is 10 percent.10011102993105412051086
Observation number on the horizontal axis; arbitrary equity units labelled at each point.
Underlying observations and calculations
ObservationEquityRunning peakDrawdown
11001000.00%
21101100.00%
399110-10.00%
4105110-4.55%
51201200.00%
6108120-10.00%

Maximum drawdown: 10.00%. Drawdown at an observation equals equity / running peak − 1. A loss of 10% requires an 11.11% gain from the trough to return to the previous peak.

Download the synthetic observations (CSV) · Download the calculation source (JavaScript)

What does trading friction change?

Change assumed round trips and all-in cost per side. Gross outcome is fixed at 10,000 arbitrary units to isolate the arithmetic. These are illustrative inputs, not expected returns.

Net illustrative outcome6,000 units10,000 − (100 × 2 × 20) = 6,000

Each round trip has two charged sides. Cost is a constant per side; this example does not model spreads changing with size, financing, taxes, partial fills, market impact or compounding. With JavaScript disabled, the initial 100-trip, 20-unit example remains visible.

Reuse and limitations

The synthetic dataset and downloadable calculation source are dedicated to the public domain under CC0 1.0. They establish arithmetic only. They do not substantiate a strategy, investment recommendation, historical testing period or real-world execution quality.