How to access equity history during backtest

[eervin123]

I'm looking to calculate the max drawdown point and measure my current distance from that point since I started opening trades. Something like the following:

# Deleverage if we are over a certain percent invested and the market is recovering from the low point
elif highly_leveraged and bounce_from_low_pct > 2*atr_threshold_pct: 
     if self.position.pl_pct > decayed_take_profit:
                self.position.close(size = 0.2)

the bounce_from_low_pct is

low_point_in_trade = self.equity[-bars_since_trade_open:].min() # The lowest value our account hit since the first trade was entered if we are in a trade
bounce_from_low_pct = (self.equity[-1] - low_point_in_trade)/low_point_in_trade

but obviously this doesn't work because self.equity is simply the current equity. I can't access the history.

Should I keep a list that I append the new equity every run of the next() method?

Is there a way to access the _equity[-bars_since_trade_open:] ?

[eervin123]

this is what i came up with but I'm sure I'm not doing this the best way.

if self.position.size > 0:
    self.equity_during_trade.append(self.equity)
else:
    self.equity_during_trade = []

[eervin123]

The above works btw, I just wasn't sure if there was a more proper way.

[kernc]

Here's an alternative:

if buy_condition:
    order = self.buy(...)

if order not in self.orders:  # trade was executed
    self.low_point_in_trade = self.equity

self.low_point_in_trade = min(self.equity, self.low_point_in_trade)

I think I like yours better.