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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
}

Usages#