How to calculate drawdown

[prnvat8197]

I have a simple strategy and just wanted to calculate its drawdown. Tried understanding the documentation but was still confused as to how to apply it to my code.

Code is below :

#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
Created on Wed Dec 22 22:35:06 2021


"""

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)
import datetime  # For datetime objects
import backtrader as bt
import backtrader.indicators as btind
import backtrader.feeds as btfeeds
from getPriceData_series import getOHLC

ohlc1 = getOHLC('TCS.NS','6mo', '1d')
data1 = bt.feeds.PandasData(dataname=ohlc1)
ohlc2 = getOHLC('BRITANNIA.NS','6mo', '1d')
data2 = bt.feeds.PandasData(dataname=ohlc1)
cash = 30000
investment = 20000
qty = int(investment/ohlc1['Close'][-1])

class MyStrategy(bt.Strategy):
    
    params = (
        ('exitbars', 5),
        ('qty', qty),
        ('brokerage', 0.0003),
        ('cash', cash),
        ('maperiod', 20)
    )
    
    def log(self, txt, dt=None):
        ''' Logging function fot this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close
        self.sma = bt.indicators.SimpleMovingAverage(
            self.datas[0], period=self.params.maperiod)
        # self.sma = self.datas[0].SMA
        # To keep track of pending orders and buy price/commission
        self.order = None
        self.buyprice = None
        self.buycomm = None

    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            # Buy/Sell order submitted/accepted to/by broker - Nothing to do
            return

        # Check if an order has been completed
        # Attention: broker could reject order if not enough cash
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log(
                    'BUY EXECUTED, Price: %.2f, Qty: %.2f, Cost: %.2f, Comm %.2f' %
                    (order.executed.price,
                     self.params.qty,
                     order.executed.value,
                     order.executed.comm))
                self.buyprice = order.executed.price
                self.buycomm = order.executed.comm
            else:  # Sell
                self.log('SELL EXECUTED, Price: %.2f, Qty: %.2f, Comm %.2f' %
                         (order.executed.price,
                          self.params.qty,                         
                          order.executed.comm))
                self.sellprice = order.executed.price
                self.sellcomm = order.executed.comm

            self.bar_executed = len(self)

        elif order.status in [order.Canceled, order.Margin, order.Rejected]:
            self.log('Order Canceled/Margin/Rejected')

        # Write down: no pending order
        self.order = None
    def notify_trade(self, trade):
        if not trade.isclosed:
            return

        self.log('GROSS %.2f, P/L per stock %.2f, NET %.2f' %
                 (trade.pnl, trade.pnl/self.params.qty, trade.pnlcomm))    
    def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Close, %.2f' % self.dataclose[0])

        # Check if an order is pending ... if yes, we cannot send a 2nd one
        if self.order:
            return

        # Check if we are in the market
        if not self.position:

            # Not yet ... we MIGHT BUY if ...
            if self.dataclose[0] > self.sma[0]:
                    # BUY, BUY, BUY!!! (with default parameters)
                    self.log('BUY CREATE, %.2f' % self.dataclose[0])

                    # Keep track of the created order to avoid a 2nd order
                    self.order = self.buy(size = self.params.qty)

        else:

            # Already in the market ... we might sell
            if self.dataclose[0] < self.sma[0]:
                # SELL, SELL, SELL!!! (with all possible default parameters)
                self.log('SELL CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.sell(size = self.params.qty)



if __name__ == '__main__':
    
    
    cerebro = bt.Cerebro()
    cerebro.addstrategy(MyStrategy)
    
    cerebro.adddata(data1)
    cerebro.adddata(data2)
    cerebro.broker.setcash(MyStrategy.params.cash)
    cerebro.broker.setcommission(commission=MyStrategy.params.brokerage)
    # Add a FixedSize sizer according to the stake
    # cerebro.addsizer(bt.sizers.FixedSize, stake=TestStrategy.params.qty)
    
    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())

    cerebro.run()

    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
    

Can someone edit the code and help me understand it thanks!