Hopefully some other (non-recovering) backtesters/coders will find this widget interesting. Great demonstration of returns, standard deviation and associated maximum drawdown:

Brownian Motion Path and Maximum Drawdown - Wolfram Demonstrations Project

"We illustrate the evolution of a geometric Brownian motion simulating a daily stock return series.. Adjusting the mean and standard deviation sliders demonstrates how the cumulative return and maximum drawdown change with respect to these parameters for a given underlying set of random shocks."

Hey, I just searched to see if Wolfram has any tools available and I'm glad I did. This thing is nifty! WolframAlpha (wolframalpha.com) utilizes some of its features, I think.

I guess there are better tools out there, but I love Wolfram's stuff!