Seeking Code for Calculating Average and Standard Deviation of All DrawDowns

I would like to request the official Quant Analyzer software to provide the code for calculating the average and standard deviation of all DrawDowns, not just the Max DrawDown. Additionally, I would like to ask if anyone in the community has insights or suggestions regarding this matter.

I have the following opinion that I’d like to share:

I personally believe that if DrawDowns within the sample period are concentrated in a specific time frame and are exceptionally large, it may lead to unpredictable drawdowns in out-of-sample data. Therefore, I would like to develop a Fitness function that ensures a relatively uniform distribution of DrawDowns within the sample period. However, in the Java environment of the software, I can access the Max DrawDown using ‘StatsConst.DRAWDOWN,’ but I cannot obtain the DrawDown for each trading day to calculate the uniformity of DrawDowns.

Could anyone please provide insights or suggestions on how to obtain the DrawDown values for each trading day and calculate the standard deviation of all DrawDowns? Your input would be greatly appreciated.

You can add your own metrics by extending QA using snippets. See here https://strategyquant.com/doc/quantanalyzer/getting-started-extending-the-programs/

It requires some Java knowledge

QA API index is here https://strategyquant.com/qa_api/