Interface MaxDrawdownEvent

Single max drawdown event recorded for a position.

interface MaxDrawdownEvent {
    backtest: boolean;
    currentPrice: number;
    maxDrawdown: IStrategyPnL;
    peakProfit: IStrategyPnL;
    pnl: IStrategyPnL;
    position: "long" | "short";
    priceOpen: number;
    priceStopLoss: number;
    priceTakeProfit: number;
    signalId: string;
    strategyName: string;
    symbol: string;
    timestamp: number;
}

Properties

backtest: boolean

Whether the event occurred in backtest mode

currentPrice: number

Record price reached in the loss direction

maxDrawdown: IStrategyPnL

Maximum drawdown experienced during the life of this position up to the moment this public signal was created

peakProfit: IStrategyPnL

Peak profit achieved during the life of this position up to the moment this public signal was created

Total PNL of the closed position (including all entries and partials)

position: "long" | "short"

Position direction

priceOpen: number

Effective entry price at the time of the update

priceStopLoss: number

Stop loss price

priceTakeProfit: number

Take profit price

signalId: string

Signal unique identifier

strategyName: string

Strategy name

symbol: string

Trading pair symbol

timestamp: number

Unix timestamp in milliseconds when the record was set