https://tradetron.tech/strategy/6811289
Enduring drawdown is worth it only if the strategy has a robust long‑term edge and you are mentally and financially prepared to sit through cold months without abandoning it.
Most traders love to talk about returns but hate to talk about drawdowns. Yet both are two sides of the same coin. A strategy that can double capital over time will almost always test your patience in between.
Take the natural gas futures strategy whose statistics are shared in the report. With about 3 lakh capital, it has generated a total profit of roughly ₹3.88 lakhs, translating into a total ROI of around 129% and an average monthly ROI close to 10%. The equity curve is not a straight line, and that is exactly the point.
If you scan the month-wise P&L, you will notice something interesting. There are multiple months with negative or flat returns: losses in November 2024, May 2025, August 2025, September 2025, and October 2025, plus some months where the gains are modest compared to others. In other words, there are stretches of time where nothing exciting happens, or worse, the strategy is in a drawdown.
And then comes a month like December 2025, delivering about 17% returns in a single month on the same capital base. This “mind-blowing” month does not exist in isolation; it exists because the strategy was continuously deployed through the boring and painful months.
The real question: Can you endure the middle?
Most traders conceptually agree with long-term compounding but emotionally trade in the short term. They love the backtest or the live statistics that show:
- Win rate of around 57%.
- Strong total ROI of more than 100%.
- Max drawdown under 10%, with an annualised Sharpe comfortably above 2.
However, the same traders panic the moment there are two or three losing weeks or a couple of bad months. They start tweaking logic, jumping strategies, or reducing capital just before the strategy is about to recover.
The statistics of this strategy clearly show how performance is unevenly distributed across months. A few powerful months (like March, April, June, and now December 2025) contribute disproportionately to the overall returns. If you abandon the strategy during a drawdown, you voluntarily opt out of the very months that make the entire journey worthwhile.
What “long term” practically means
Looking at the numbers, “long term” is not one or two weeks; it is at least several months, ideally a full year (or more) of live deployment. Across 273 total trading days and more than 50 trades in many months, the edge of the strategy reveals itself only over a large sample size, not over a handful of trades.
Being “ready to endure drawdown” is not a motivational quote; it is a practical requirement:
- You size your capital so that a 10% drawdown is uncomfortable but not catastrophic.
- You accept in advance that there can be 2–3, even 4 consecutive months with little to no new equity highs.
- You judge the strategy on its process and risk metrics, not on the P&L of the last 10–15 days.
So, is it worth enduring drawdowns?
Looking at this strategy, the answer is yes—provided you respect the process, the risk profile, and your own psychological limits. The reward for enduring the dull and red phases has been a more than 100% total ROI with controlled drawdown and robust risk-adjusted returns. The cost is emotional discomfort, temporary doubt, and the discipline to stay the course when the numbers aren’t exciting.
The next time you stare at a three-month flat or negative period, remember this: those months are not proof that your strategy is broken; they are often the tuition you pay to be present when a 17% month shows up. Long-term profitability does not come from avoiding drawdowns, but from surviving them with a sound, well-tested strategy and sensible position sizing.
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