Drawdown period statistics#
About#
Drawdown period statistics
Fields#
| Name | Type | Required | Description |
|---|---|---|---|
| startBrokerTime | string(datetime) | Yes | period start time in broker timezone (in YYYY-MM-DD HH:mm:ss.SSS format) |
| endBrokerTime | string(datetime) | period end time in broker timezone (in YYYY-MM-DD HH:mm:ss.SSS format) | |
| period | string | Yes | period length. One of day, date, week, week-to-date, month, month-to-date, quarter, quarter-to-date, year, year-to-date, lifetime |
| initialBalance | number | Yes | balance at period start time |
| maxDrawdownTime | string(datetime) | time max drawdown was observed at in broker timezone (in YYYY-MM-DD HH:mm:ss.SSS format) | |
| maxAbsoluteDrawdown | number | the value of maximum absolute drawdown observed | |
| maxRelativeDrawdown | number | the value of maximum relative drawdown observed | |
| thresholdExceeded | boolean | Yes | the flag indicating that max allowed total drawdown was exceeded |
Example#
{
"startBrokerTime": "2020-08-24 00:00:00.000",
"endBrokerTime": "2020-08-25 00:00:00.000",
"period": "day",
"initialBalance": 10000,
"maxDrawdownTime": "2020-08-25 00:00:00.000",
"maxAbsoluteDrawdown": 1.1,
"maxRelativeDrawdown": 0.1,
"thresholdExceeded": true
}