mdd metrics incorrect?

[jsenjobs]

Describe the bug

mdd incorrect?

Steps to reproduce

1. Use template SMA strategy.
2. Run backtest.

Expected behavior

No response

Deployment method

Docker Compose

Relevant logs

[subaoyan16]

Hi! I looked into this report. I traced the drawdown computation in StrategyV2Broker._result and the insolvency path in liquidate_if_insolvent, and reproduced it with the Dual Moving Average template (BTC swap, 20x leverage). The reported MDD seems tied to the liquidation path: equity is marked at bar close, liquidation triggers at the same close, and the curve is floored at zero, so maxDrawdown can show -100% while the visible curve suggests a different story. I'd like to (1) extract the drawdown calculation into a pure, unit-tested function with regression tests for monotonic decline, peak-to-trough, and bankruptcy cases, and (2) confirm the expected semantics with you — should liquidation clamp MDD at -100%, or should the trough reflect a maintenance-margin level? Do you already have plans for metrics semantics around liquidation? Happy to open a small PR.