计算平均回撤

. 平均回撤

平均回撤是在某个投资期间内，平均连续负收益的水平

li = [-0.6651,0.120,-0.1251,-0.0651,0.6051,-0.651,-0.1351,-0.0651,0.003,-0.03,-0.2,0.1,-0.25,-0.23,0.25]

count = 0
l = []

for index, value in enumerate(li):
    if value < 0:
        l.append(value)
        if li[index-1] >= 0 or index == 0:
            count += 1

print(count)
print(l)
print(sum(l) / count)