Performance: Avg equity run-up duration

The average number of calendar days during which equity was in a growth phase (from minimum to new peak). Shows how long, on average, the equity growth lasts.

Calculation:

  1. For each run-up, calculate the duration:
  1. Average the durations:

Notes:

  • If duration is less than 1 day, display <1 or No Data.
  • Uses close-to-close equity.