Drawdown numbers on C2 - and all the other stats there - are not based on 1 contract, etc., but on actual position sizing as contained in each system provider's signals. Hey, this isn't TradeStation, who's been getting away with that crime, I mean, omission, for years...
As a vendor, you start off with a virtual $100K account and can apply whatever position sizing you want from there (subject only to margin constraints), separately for each trade. Some providers appear to have major trouble with MM / position sizing, even if their signals show evidence of significant positive expectancy (edge) over time. The real secret to getting the most out of C2, as a subscriber (if that's your cup of tea), is this:
Disregard completely the providers' published position sizing and analyze & compare the risk/ return and expectancy of their trade signals, normalized by signal frequency, i.e., expectancy per unit of time, not per signal.
Yes, time-consuming, but doable. (Hint: make good use of "P/L per unit" - except for forex systems, where it's missing, so you'll have to compute your own.) Then apply a roughly optimal MM (given your risk profile) to your selected system(s).
