dema-trading-ai / engine

https://docs.dematrading.ai
GNU Affero General Public License v3.0
46 stars 11 forks source link

[ENG-57] Add longest drawdown to backtest #531

Closed WillemGerritzen closed 2 years ago

WillemGerritzen commented 2 years ago

What has been changed?

Adds a new metric to the printouts: Longest drawdown (length, and start and end dates).

Actions to be performed before this can be merged

dpulls[bot] commented 2 years ago

:tada: All dependencies have been resolved !

WillemGerritzen commented 2 years ago

Move to #532 due to wrong branch