def drawdown(self):
"""Drawdown series."""
return self.wrap(self.to_2d_array() /
nb.expanding_max_nb(self.to_2d_array()) - 1)
def drawdown(self):
"""Drawdown series."""
equity = self.equity.vbt.to_2d_array()
return self.wrapper.wrap(equity / generic_nb.expanding_max_nb(equity) -
1)