DrawdownMetrics
DrawdownMetrics(drawdown: float, recovery_time: int)
Bases: Object
Represents the result of a drawdown analysis, including the maximum drawdown percentage and the maximum recovery time in days.
Initializes a new instance of the DrawdownMetrics class with the specified maximum drawdown and recovery time.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
drawdown
|
float
|
The maximum drawdown as a positive percentage. |
required |
recovery_time
|
int
|
The maximum number of days it took to recover from a drawdown. |
required |
drawdown: float
Gets the maximum drawdown as a positive percentage.
drawdown_recovery: int
Gets the maximum recovery time in days from peak to full recovery.