strategy_drawdowns: Calulate a strategy's drawdowns
In jonaselm/fluxcapacitor: A Quantitative Backtesting Engine
Description
Usage
Arguments
Value
Description
Drawdowns measure the performance deterioration from a previous high water mark.
Usage
1
strategy_drawdowns(strategy_object)
Arguments
strategy_object
a strategy object
Value
a tibble containing per-period drawdown statistics
jonaselm/fluxcapacitor documentation built on May 16, 2019, 2:53 a.m.
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Description Usage Arguments Value
Description
Drawdowns measure the performance deterioration from a previous high water mark.
Usage
1 | strategy_drawdowns(strategy_object)
|
Arguments
strategy_object |
a strategy object |
Value
a tibble containing per-period drawdown statistics
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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