Risk of 20% Account Loss

Hi Mathew

My system ( Reddy Fx) maximum DD is 16.5%, But all of sudden Risk of Account loss shows 2.4%,

Could you please clarify how this parameter is calculated.

In fact maximum DD was in the month of November, But this 2.4 %is appearing only in the month of Jan & did not appear prior to this

Monte Carlo simulations are run on your trading system once each week. They calculate the probability of a given drawdown. Your system’s maximum peak-to-valley drawdown statistic is unrelated to this.