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Boki 2025-06-11 10:38:05 -04:00
parent 597c6efc9b
commit 8b5e06954a
26 changed files with 532 additions and 186 deletions
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4
libs/vector-engine/src/index.ts
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@ -326,7 +326,9 @@ export class VectorEngine {
let peak = equity[0];
for (const eq of equity) {
if (eq > peak) {peak = eq;}
if (eq > peak) {
peak = eq;
}
drawdown.push((peak - eq) / peak);
}