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Description

Fix trades drawdown (Trade.EndTradeDrawdown) calculation.

Related Issue

Related to #9234

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

Unit tests

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

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// We expect a drawdown of 20 (from 70 to 90 which is higher than the first one from 100 to 110)
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Nice tests

@jhonabreul jhonabreul merged commit ecb8e8d into QuantConnect:master Jan 30, 2026
7 of 8 checks passed
@jhonabreul jhonabreul deleted the bug-trade-drawdown branch January 30, 2026 19:46
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3 participants