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Function: drawdown()

ts
function drawdown(equity): Drawdown;

Defined in: finance/transforms.ts:305

The underwater curve of an equity series: how far below its running high-water mark the strategy sat at each point. Plot values as a filled area under zero — the standard companion to an equity curve.

Parameters

ParameterType
equityArrayLike<number>

Returns

Drawdown

MIT licensed. WebGL2 required.