Update drawdown calculation to account drawdown

This commit is contained in:
Matthias
2022-01-04 15:57:58 +01:00
parent 42579c0268
commit 7a2b50ce8b
4 changed files with 29 additions and 17 deletions

View File

@@ -161,7 +161,7 @@ def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame,
Add scatter points indicating max drawdown
"""
try:
max_drawdown, highdate, lowdate, _, _ = calculate_max_drawdown(trades)
_, highdate, lowdate, _, _, max_drawdown = calculate_max_drawdown(trades)
drawdown = go.Scatter(
x=[highdate, lowdate],