risk-of-ruin asks about total loss, which is rarely the relevant question - almost nobody trades to zero, they quit first. Risk of drawdown asks the practical version: what is the chance this account sees a 20% decline in the next year?
Estimate it by simulation rather than formula. Take your realised r-distribution, draw a year's worth of trades at random a few thousand times, apply your sizing rules, and count how often each path touches minus 10%, minus 20% and minus 30%. A profitable system risking 1% per trade over 250 trades a year typically shows a 20% drawdown probability well above 50%, which surprises nearly everyone the first time.
The number is what your loss limits must be set against. A limit tighter than your routine drawdown probability will fire in normal conditions and teach you to ignore it.
Related: risk-of-ruin, monte-carlo-reshuffle, drawdown-throttle, consecutive-losses