Dear there. I show the following examples to show some differences identified in the results of the functions that I indicate in the title.
With perf_stats: max_drowdown, -002874
With perf_display: drawdown_max, -0.29%
Wouldn't it be convenient, in order not to give rise to errors, that the results of both functions are the same? In any case, perhaps it should be noted somewhere that perf_stats results are not in %. Thank you
Dear there. I show the following examples to show some differences identified in the results of the functions that I indicate in the title. With perf_stats: max_drowdown, -002874 With perf_display: drawdown_max, -0.29% Wouldn't it be convenient, in order not to give rise to errors, that the results of both functions are the same? In any case, perhaps it should be noted somewhere that perf_stats results are not in %. Thank you