RichardandClaude Opus 4.8 dcac62165e H1: risk-adjusted return metrics (equity-curve smoothness = copyability)
New RiskMetricsCalculator (pure) derives max drawdown (USD), daily-PnL volatility
and longest losing streak from the trader's TraderDailySnapshot equity curve; the
PnL engine computes them each recalc and stores them on TraderAnalytics (+ computed
ReturnOverMaxDrawdown, Calmar-like). Two traders with identical final PnL but a
smoother path are very differently copyable — this captures that. Exposed on
TraderDetailDto. Migration AddRiskAdjustedMetrics. +5 unit tests (63 total, 1 skip).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-20 09:14:15 +02:00
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