export type DrawdownDurationResult = {
    durations: Int32Array;
    maxDuration: number;
};
export type MaxDrawdownInfo = {
    maxDrawdown: number;
    peakIndex: number;
    troughIndex: number;
    startIndex: number;
    endIndex: number;
};
/**
 * Compute the drawdown series from an equity/price series.
 * For valid points: out[i] = equity[i]/peak - 1 (<= 0). NaNs propagate and do not update the peak.
 * @param equity Array-like equity or price series
 * @returns Float64Array of drawdowns (same length)
 */
export declare function dd(equity: ArrayLike<number>): Float64Array;
/**
 * Compute the maximum drawdown magnitude over the entire series.
 * Returns a positive number (0..+inf) or NaN when no valid points.
 * @param equity Array-like equity or price series
 * @returns Maximum drawdown magnitude (positive) or NaN
 */
export declare function maxdd(equity: ArrayLike<number>): number;
/**
 * Compute detailed information about the maximum drawdown, including peak, trough, and recovery indices.
 * When no valid points exist returns NaN/placeholder indices (-1).
 * @param equity Array-like equity or price series
 * @returns MaxDrawdownInfo with `maxDrawdown`, `peakIndex`, `troughIndex`, `startIndex`, and `endIndex`
 */
export declare function maxddDetails(equity: ArrayLike<number>): MaxDrawdownInfo;
/**
 * Rolling maximum drawdown over a trailing window.
 * For each index i computes the max drawdown observed within the trailing window.
 * @param equity Array-like equity or price series
 * @param window Rolling window length (positive integer)
 * @returns Float64Array of rolling max drawdowns
 */
export declare function rollmaxdd(equity: ArrayLike<number>, window: number): Float64Array;
/**
 * Compute drawdown durations (consecutive periods in current drawdown) and the maximum duration.
 * Positions where equity is NaN are marked with -1.
 * @param equity Array-like equity or price series
 * @returns DrawdownDurationResult { durations: Int32Array, maxDuration: number }
 */
export declare function dduration(equity: ArrayLike<number>): DrawdownDurationResult;
/**
 * Recovery factor: ratio of annualized return (CAGR) to maximum drawdown magnitude.
 * Returns NaN if insufficient data, invalid start value, or zero/NaN max drawdown.
 * @param equity Array-like equity or price series
 * @param freq Periods per year (default 252)
 * @returns Recovery factor or NaN
 */
export declare function recoveryfactor(equity: ArrayLike<number>, freq?: number): number;
/**
 * Calmar ratio: CAGR over a lookback period divided by the max drawdown magnitude over the same period.
 * If `lookbackPeriodYears` is null uses the entire series. Returns NaN on invalid inputs or zero drawdown.
 * @param equity Array-like equity or price series
 * @param lookbackPeriodYears Lookback window in years (null = full span)
 * @param freq Periods per year (default 252)
 * @returns Calmar ratio or NaN
 */
export declare function calmar(equity: ArrayLike<number>, lookbackPeriodYears?: number | null, freq?: number): number;
/**
 * Ulcer Index: measures depth and duration of drawdowns (root-mean-square of depths).
 * Returns NaN for empty input.
 * @param equity Array-like equity or price series
 * @returns Ulcer Index (>=0) or NaN
 */
export declare function ulcer(equity: ArrayLike<number>): number;
/**
 * Rolling Ulcer Index computed over a trailing window.
 * Returns NaN for windows with insufficient valid samples (< minPeriod) or invalid window.
 * @param equity Array-like equity or price series
 * @param window Rolling window length (positive integer)
 * @param minPeriod Minimum number of valid points required in window
 * @returns Float64Array of rolling ulcer index values
 */
export declare function rollulcer(equity: ArrayLike<number>, window: number, minPeriod?: number): Float64Array;