dema-trading-ai / engine

https://docs.dematrading.ai
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[ENG-57] Add longest drawdown #532

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