From d93b87225a205aa82a8a83f58c2362abf88b0258 Mon Sep 17 00:00:00 2001 From: FemtoTrader Date: Sat, 3 Jan 2026 19:46:09 +0100 Subject: [PATCH] Fix drawdown peak calculation logic Closes #132 --- R/DrawdownPeak.R | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/R/DrawdownPeak.R b/R/DrawdownPeak.R index 2545d87c..c9b423dd 100644 --- a/R/DrawdownPeak.R +++ b/R/DrawdownPeak.R @@ -33,13 +33,13 @@ DrawdownPeak <- function (R, ...) val = 1 borne = peak+1 for(j in (borne:i)) { - val = val*(1+R[j]/100) + val = val*(1+R[j]) } if (val > 1) { peak = i drawdownpeak[i] = 0 } else { - drawdownpeak[i] = (val-1)*100 + drawdownpeak[i] = val-1 } } result = drawdownpeak