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underwater plot error

Open 0xstochastic opened this issue 4 years ago • 0 comments

Problem Description

My underwater plot is having trouble handling my very low drawdowns:

image

Versions

  • Pyfolio version: 0.9.2
  • Python version: 3.8.3
  • Pandas version: 1.0.5
  • Matplotlib version: 3.2.2

0xstochastic avatar Feb 16 '21 14:02 0xstochastic