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@@ -3195,13 +3195,21 @@ If <code>trade_limit</code> or more trades resulted in stoploss, trading will st
<code>trade_limit</code> and <code>lookback_period</code> will need to be tuned for your strategy.</p>
</div>
<h4 id="maxdrawdown">MaxDrawdown<a class="headerlink" href="#maxdrawdown" title="Permanent link">&para;</a></h4>
<p><code>MaxDrawdown</code> uses all trades within <code>lookback_period</code> in minutes (or in candles when using <code>lookback_period_candles</code>) to determine the maximum drawdown. If the drawdown is below <code>max_allowed_drawdown</code>, trading will stop for <code>stop_duration</code> in minutes (or in candles when using <code>stop_duration_candles</code>) after the last trade - assuming that the bot needs some time to let markets recover.</p>
<p>The <code>MaxDrawdown</code> protection evaluates trades that closed within the current <code>lookback_period</code> (or <code>lookback_period_candles</code>). It supports 2 calculation modes:</p>
<ul>
<li><code>calculation_mode: "ratios"</code> (default): Legacy approximation based on cumulative profit ratios.</li>
<li><code>calculation_mode: "equity"</code>: Standard peak-to-trough drawdown on the account equity curve, using starting balance and cumulative absolute profit.</li>
</ul>
<p>With <code>calculation_mode: "ratios"</code>, drawdown is derived from cumulative trade profit ratios, not from the account equity curve. This is kept for backward compatibility and can differ from account-level drawdown when position sizing changes over time.</p>
<p>For new setups, <code>calculation_mode: "equity"</code> is recommended. Prefer <code>calculation_mode: "ratios"</code> only when you intentionally rely on legacy behavior, especially with fixed stake amount configurations where ratio-based behavior is easier to reason about.</p>
<p>If the observed drawdown exceeds <code>max_allowed_drawdown</code>, trading will stop for <code>stop_duration</code> after the last trade - assuming that the bot needs some time to let markets recover.</p>
<p>The below sample stops trading for 12 candles if max-drawdown is &gt; 20% considering all pairs - with a minimum of <code>trade_limit</code> trades - within the last 48 candles. If desired, <code>lookback_period</code> and/or <code>stop_duration</code> can be used.</p>
<div class="highlight"><pre><span></span><code><span class="nd">@property</span>
<span class="k">def</span><span class="w"> </span><span class="nf">protections</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
<span class="k">return</span> <span class="p">[</span>
<span class="p">{</span>
<span class="s2">&quot;method&quot;</span><span class="p">:</span> <span class="s2">&quot;MaxDrawdown&quot;</span><span class="p">,</span>
<span class="s2">&quot;calculation_mode&quot;</span><span class="p">:</span> <span class="s2">&quot;equity&quot;</span><span class="p">,</span>
<span class="s2">&quot;lookback_period_candles&quot;</span><span class="p">:</span> <span class="mi">48</span><span class="p">,</span>
<span class="s2">&quot;trade_limit&quot;</span><span class="p">:</span> <span class="mi">20</span><span class="p">,</span>
<span class="s2">&quot;stop_duration_candles&quot;</span><span class="p">:</span> <span class="mi">12</span><span class="p">,</span>
@@ -3272,7 +3280,8 @@ All protections are evaluated in the sequence they are defined.</p>
<span class="s2">&quot;lookback_period_candles&quot;</span><span class="p">:</span> <span class="mi">48</span><span class="p">,</span>
<span class="s2">&quot;trade_limit&quot;</span><span class="p">:</span> <span class="mi">20</span><span class="p">,</span>
<span class="s2">&quot;stop_duration_candles&quot;</span><span class="p">:</span> <span class="mi">4</span><span class="p">,</span>
<span class="s2">&quot;max_allowed_drawdown&quot;</span><span class="p">:</span> <span class="mf">0.2</span>
<span class="s2">&quot;max_allowed_drawdown&quot;</span><span class="p">:</span> <span class="mf">0.2</span><span class="p">,</span>
<span class="s2">&quot;calculation_mode&quot;</span><span class="p">:</span> <span class="s2">&quot;equity&quot;</span>
<span class="p">},</span>
<span class="p">{</span>
<span class="s2">&quot;method&quot;</span><span class="p">:</span> <span class="s2">&quot;StoplossGuard&quot;</span><span class="p">,</span>