OPEN-SOURCE SCRIPT

Max Drawdown

14
Measures the max drawdown in relation to a benchmark over a lookback period.

Example 1:
To measure DOGE's drawdown in USD, set DOGEUSD in the main panel, leaving the "Use Benchmark" box unchecked.

Example 2:
To measure DOGE's drawdown in BTC, set DOGEUSD in the main panel, check the "Use Benchmark" box, and set INDEX:BTCUSD as the benchmark.

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