How much reserve capital do I need to survive my worst historical drawdown happening again?

How this is calculated

• This converts your worst historical drawdown percentage into a dollar figure at your current account size, then multiplies it by your chosen safety multiple.
• A safety multiple of 1.0 sets aside enough to survive an exact repeat of your worst drawdown. A multiple above 1.0 builds in room for a somewhat worse one.
• This reserve is meant to sit outside your active trading capital, not be traded with, so it is actually there if a drawdown happens again.
• A drawdown worse than anything in your history is always possible. This tool sizes a buffer against your documented worst case, not a theoretical maximum.
• This is a capital-planning calculation based on the numbers you enter, not a prediction that your next drawdown will match your last one.