AUM-scaled CAGR + drawdown duration distribution

Two additions for traders who care about deploying real capital, not just looking at curves.

AUM-scaled CAGR adjusts the headline return for the slippage and impact you'd realistically take at three notional account sizes — $10k, $100k, and $1M. The math uses the strategy's average position size, our existing slippage model, and the typical bid-ask on each name. The headline number stays the same; an extra row shows what's left after costs at scale.

Drawdown duration distribution shows you the full histogram of "time spent underwater" rather than only the worst drawdown depth. A strategy with a 15% max drawdown that recovers in three weeks is a very different beast from one with the same depth that takes eighteen months — and the median duration is often more useful than the worst.