TradeJournalOS
Sign in Create account

Drawdown Duration

Drawdown duration is the longest stretch your equity spent below a prior peak — from the high to the day it finally made a new high. It measures how long you would have waited in the red, the time dimension that the drawdown depth misses.

Formula 

Drawdown Duration = longest peak → recovery span on the equity curve

Worked example

Equity peaks on day 1, falls, and has not made a new high by day 3.

Peak day Day 1
New-high day Not yet recovered
Duration (to latest point) 2 days and counting
Result 2 days
Why it matters

A shallow drawdown that lasts months can be harder on discipline than a deep, quick one. Duration tells you how long an edge can stay underwater before it works again.

Common pitfalls

An unrecovered drawdown is measured to the latest point, so it keeps growing until a new high is made. It tracks calendar time between equity points, not the number of trades.

How TradeJournalOS shows it

Reported next to maximum drawdown on the equity curve as the longest peak-to-recovery span in days.

Create a free account to see drawdown duration on your own trades.

Related metrics
Maximum Drawdown Recovery Factor Time-Weighted Return (TWR)

Frequently asked questions

How is drawdown duration measured if I never recovered? +

It runs from the prior peak to the most recent equity point, so an ongoing drawdown’s duration keeps increasing until you set a new high.

Is duration counted in trades or days? +

In calendar days between equity-curve points (closed trades and cash flows), not in trade count.