Performance: Avg equity run-up

The average growth of equity during all upward phases of the strategy (from a local minimum to a new peak). Shows how much, on average, the capital increases during growth periods.

Calculation:

1. Identify all equity growth periods
2. Calculate the run-up for each period:

3. 
   Average the run-ups:
   

Notes:

• If a run-up is less than 1 unit, display <1 or No Data.
• Uses close-to-close equity.