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GitHubandClaude Opus 4.8
46298e68d7
Previous formula was: max(absolute_drawdown) / initial_capital, which exceeds 100% when the portfolio grows then drops (e.g. from 600k to 300k on a 100k initial = 300% drawdown, which is nonsensical). Fixed to use drawdown_pct (drawdown / peak) which is always in [0, 1]. This correctly measures the maximum percentage drop from the highest equity peak, matching the standard financial definition. Also added regression test: test_max_drawdown_never_exceeds_100_pct. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>