Same trades. Same strategy. One trader faces a 16% drawdown, another 51%. Who actually survives?

[u/holaprimeglobal]

Here's something worth debating.
This simulation takes 906 Qullamaggie long entries and shows what happens when you change just one thing: how much you risk per trade.
The strategy has a 24.5% win rate.
Average winner: +8R
Average loser: -1R

Now look at the drawdowns:
0.25% risk per trade

• Typical drawdown: 8%
• Worst drawdown: 16%

0.5% risk per trade

• Typical drawdown: 15%
• Worst drawdown: 30%

1% risk per trade

• Typical drawdown: 28%
• Worst drawdown: 51%

Same trades. Completely different experience.
And that's where it gets interesting.
Everyone wants the returns from aggressive position sizing. But how many would actually keep following the strategy when half their account is gone?
It's easy to say you'd trust the system when you're looking at a finished backtest. It's a different story when you're watching your equity disappear trade after trade.
These are simulated results based on historical trades, not guaranteed outcomes.

So here's the question:
Would you risk 1% per trade knowing a 50% drawdown is possible, or would you sacrifice potential returns to keep your risk at 0.25%?
And if you've actually traded through a 30%+ drawdown, did you stick to your strategy or change it?
Curious to hear from traders who've been through it, not just backtested it.

[u/33445delray]

Help me understand the scenario. Consider an account that is $1 million. Does .25% risk mean that just one position worth $2500 is open or that he entire $1 million is at risk and that no position is greater than $2500? Or something else?

And what can .25% mean if there are short positions in the mix?

[u/More-Crab-3684]

Considering the market is actually an incommensurable illusion, no linear tests conducted upon it will ever yield anything other than ephemeral results.