Module Drawdown.Tracker

type t
val create : ?initial_equity:float -> unit -> t
val update : t -> equity:float -> ts_ns:int64 -> unit
val peak_equity : t -> float
val current_drawdown : t -> float

Fractional drawdown from the running peak. 0.0 when equity is at or above the peak.

val max_drawdown : t -> float
val time_under_water_ns : t -> int64

Nanoseconds since equity dropped below the peak. 0L when at/above peak.

val n_updates : t -> int