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We build a drawdown analytics dashboard that derives the equity curve from deals and finds every episode's depth and recovery duration. Results appear on a CCanvas timeline spaced by point index with alternating bold annotations, and in a terminal table sorted by duration, allowing you to prioritize risk by time spent underwater rather than depth alone.

Most drawdown reports reduce risk to one figure: maximum drawdown. Depth alone hides what wears on a trader most: how long the account stays underwater. Two strategies with an identical 15% maximum drawdown can have completely different recovery profiles: one snaps back in a week, the other grinds sideways for a month and a half. Standard reporting cannot tell them apart because it was never built to measure time.

This article builds a script that reconstructs the equity curve from closed deals. It then identifies each drawdown episode (start, through, recovery) and computes its duration in calendar days. The output includes a CCanvas timeline chart with shaded drawdowns and labels for depth and duration. It also prints a terminal table sorted by duration, so long shallow drawdowns appear first.

Author: Ushana Kevin Iorkumbul