DrawdownPeriod

QuantConnect.Report.DrawdownPeriod

DrawdownPeriod(
    start: Union[datetime, date],
    end: Union[datetime, date],
    drawdown: float,
)

Bases: Object

Represents a period of time where the drawdown ranks amongst the top N drawdowns.

Creates an instance with the given start, end, and drawdown

Parameters:

Name	Type	Description	Default
`start`	`Union[datetime, date]`	Start of the drawdown period	required
`end`	`Union[datetime, date]`	End of the drawdown period	required
`drawdown`	`float`	Max drawdown of the period	required

start: datetime

Start of the drawdown period

end: datetime

End of the drawdown period

peak_to_trough: float

Loss in percent from peak to trough

drawdown: float

Loss in percent from peak to trough - Alias for peak_to_trough