diff --git a/freqtrade/data/metrics.py b/freqtrade/data/metrics.py
index 0bee68326..1f353aab7 100644
--- a/freqtrade/data/metrics.py
+++ b/freqtrade/data/metrics.py
@@ -1,5 +1,6 @@
 import logging
 import math
+from dataclasses import dataclass
 from datetime import datetime
 from typing import Dict, Tuple
 
@@ -160,14 +161,33 @@ def calculate_underwater(
     return max_drawdown_df
 
 
-def calculate_max_drawdown(
+@dataclass()
+class DrawDownResult:
+    __slots__ = [
+        "drawdown_abs",
+        "high_date",
+        "low_date",
+        "high_value",
+        "low_value",
+        "relative_account_drawdown",
+    ]
+
+    drawdown_abs: float
+    high_date: datetime
+    low_date: datetime
+    high_value: float
+    low_value: float
+    relative_account_drawdown: float
+
+
+def calc_max_drawdown(
     trades: pd.DataFrame,
     *,
     date_col: str = "close_date",
     value_col: str = "profit_abs",
     starting_balance: float = 0,
     relative: bool = False,
-) -> Tuple[float, pd.Timestamp, pd.Timestamp, float, float, float]:
+) -> DrawDownResult:
     """
     Calculate max drawdown and the corresponding close dates
     :param trades: DataFrame containing trades (requires columns close_date and profit_ratio)
@@ -201,13 +221,51 @@ def calculate_max_drawdown(
     low_val = max_drawdown_df.loc[idxmin, "cumulative"]
     max_drawdown_rel = max_drawdown_df.loc[idxmin, "drawdown_relative"]
 
+    return DrawDownResult(
+        drawdown_abs=abs(max_drawdown_df.loc[idxmin, "drawdown"]),
+        high_date=high_date,
+        low_date=low_date,
+        high_value=high_val,
+        low_value=low_val,
+        relative_account_drawdown=max_drawdown_rel,
+    )
+
+
+def calculate_max_drawdown(
+    trades: pd.DataFrame,
+    *,
+    date_col: str = "close_date",
+    value_col: str = "profit_abs",
+    starting_balance: float = 0,
+    relative: bool = False,
+) -> Tuple[float, pd.Timestamp, pd.Timestamp, float, float, float]:
+    """
+    Calculate max drawdown and the corresponding close dates
+    Deprecated, favor calc_max_drawdown instead!
+    :param trades: DataFrame containing trades (requires columns close_date and profit_ratio)
+    :param date_col: Column in DataFrame to use for dates (defaults to 'close_date')
+    :param value_col: Column in DataFrame to use for values (defaults to 'profit_abs')
+    :param starting_balance: Portfolio starting balance - properly calculate relative drawdown.
+    :return: Tuple (float, highdate, lowdate, highvalue, lowvalue, relative_drawdown)
+             with absolute max drawdown, high and low time and high and low value,
+             and the relative account drawdown
+    :raise: ValueError if trade-dataframe was found empty.
+    """
+    # TODO: add deprecation warning
+    res = calc_max_drawdown(
+        trades,
+        date_col=date_col,
+        value_col=value_col,
+        starting_balance=starting_balance,
+        relative=relative,
+    )
     return (
-        abs(max_drawdown_df.loc[idxmin, "drawdown"]),
-        high_date,
-        low_date,
-        high_val,
-        low_val,
-        max_drawdown_rel,
+        res.drawdown_abs,
+        res.high_date,
+        res.low_date,
+        res.high_value,
+        res.low_value,
+        res.relative_account_drawdown,
     )