Maximum Time to Recovery (MTR) is the other half of the drawdown story — Max DD tells you how deep the hole gets, MTR tells you how long you sit underwater before the equity curve makes a new high. A shallow-but-long drawdown can be more demoralizing than a deep-but-quick one.
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This is wonderful, thank you for sharing 
Very well put. Thanks for sharing @Shiv_Kumar
Any chance you could share the excel you’re working with?
Wow @Shiv_Kumar, great to see what you’ve done!
I am writing to share some feedback regarding the data provided by Stratzy. It would be extremely helpful if the data could be provided in an Excel format. Currently, I have to enter each day’s data manually, which is a very time-consuming and difficult process.
By having this data in a structured format, we could generate several useful reports for users. For example, we could identify which algo to avoid when the Nifty opens with a gap-down of more than 150 points, or highlight specific algo that perform well regardless of gap-up or gap-down openings. Additionally, we could identify specific weekday where credit spread algo typically perform poorly so that users can avoid trading on that day.
All info shared. What more you wanted?