optimise_max_drawdown#

API documentation for tradeexecutor.backtest.optimiser_functions.optimise_max_drawdown Python function.

optimise_max_drawdown(result)[source]#

Search for the lowest max drawdown.

  • Return absolute value of drawdown (negative sign removed).

  • Lower is better.

Parameters:

result (GridSearchResult) –

Return type:

OptimiserSearchResult