Calculate Drawdown Duration

Calculate the duration of each drawdown period.

Usage

calc_drawdown_duration(equity_curve = NULL, returns = NULL)

Arguments

equity_curve

Numeric vector of equity values

returns

Numeric vector of returns

Value

Data frame with drawdown periods and durations

Examples

if (FALSE) { # \dontrun{
equity <- c(100, 105, 110, 108, 115, 112, 120, 125)
dd_duration <- calc_drawdown_duration(equity_curve = equity)
} # }