util_max_drawdown
Computes the maximum drawdown percentage from peak to trough in a given equity or price series, enabling assessment of historical loss severity.
Instructions
计算最大回撤 (Max Drawdown) = 净值曲线中最高点到最低点的最大跌幅百分比
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| equity | Yes | 净值/价格序列 |