DrawdownMetrics

neural_trader::risk

Struct DrawdownMetrics 

Source 
pub struct DrawdownMetrics {
    pub max_drawdown: f64,
    pub max_drawdown_duration: u32,
    pub current_drawdown: f64,
    pub recovery_factor: f64,
}
Expand description

Drawdown metrics

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§max_drawdown: f64§max_drawdown_duration: u32§current_drawdown: f64§recovery_factor: f64

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