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Drawdown and risk limits

Drawdown floor

The account level at which a maximum drawdown breach is recorded. It is the starting balance minus the drawdown allowance, expressed as a dollar figure rather than a percentage, and it is the single number to trade against.

Also called: Breach level · Stop-out level

GFN’s figure

On a $100,000 GFN account the floor starts at $92,000 on the 2 Step and stays there, $92,000 on the 1 Step before the add-on, and $95,000 on Instant before it trails.

InstantOpening floor on $100,000
$95,000, then trails up
1 StepOpening floor on $100,000
$92,000 standard, $90,000 with the add-on
2 StepFloor on $100,000
$92,000, fixed

In detail

Drawdown floor,explained

Percentages are what firms publish; the floor is what you actually need. Converting the rule into one dollar figure removes the arithmetic from the moment you are least able to do it, which is mid-trade with a position running against you.

Whether the floor moves is the whole question. A fixed floor is set once. A trailing floor recalculates every time the account makes a new high, so the number has to be re-read rather than remembered.

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