Hi Ddlv the answer is in the manual:

"When modeling drawdown depth mathematically with a diffusion model, the maximum drawdown of a break-even system is proportional to the square root of the number of trades, and therefore also to the square root of the trading time. This also means that drawdowns have no limit. A trading system will suffer a drawdown of any depth when you wait long enough."

But, if you have a beak even system, why are you trading it? Stop it, and forget the square root rule. The point is what to do if you have a profitable system and want to keep it running and profitable (and remaining profitable), reinvesting the capital or withdraw some of the money. This is where the square rool plays its role.

Ciao