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Update Regression algorithms

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This commit is contained in:
Juan José D'Ambrosio
2020-01-17 16:30:21 +00:00
committed by Martin Molinero
parent 1fa733a733
commit b7a503a096
31 changed files with 477 additions and 478 deletions
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Algorithm.CSharp/CustomDataUsingMapFileRegressionAlgorithm.cs
+13 -13
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@@ -124,28 +124,28 @@ namespace QuantConnect.Algorithm.CSharp
{"Total Trades", "1"},
{"Average Win", "0%"},
{"Average Loss", "0%"},
{"Compounding Annual Return", "-99.920%"},
{"Drawdown", "52.600%"},
{"Compounding Annual Return", "-99.912%"},
{"Drawdown", "10.700%"},
{"Expectancy", "0"},
{"Net Profit", "-10.486%"},
{"Sharpe Ratio", "-10.313"},
{"Probabilistic Sharpe Ratio", "0.001%"},
{"Net Profit", "-10.346%"},
{"Sharpe Ratio", "-8.596"},
{"Probabilistic Sharpe Ratio", "0.281%"},
{"Loss Rate", "0%"},
{"Win Rate", "0%"},
{"Profit-Loss Ratio", "0"},
{"Alpha", "-6.616"},
{"Beta", "-6.858"},
{"Annual Standard Deviation", "0.651"},
{"Annual Variance", "0.424"},
{"Information Ratio", "-9.239"},
{"Tracking Error", "0.728"},
{"Treynor Ratio", "0.979"},
{"Alpha", "-6.44"},
{"Beta", "-8.003"},
{"Annual Standard Deviation", "0.763"},
{"Annual Variance", "0.582"},
{"Information Ratio", "-7.826"},
{"Tracking Error", "0.84"},
{"Treynor Ratio", "0.819"},
{"Total Fees", "$0.00"},
{"Fitness Score", "0.127"},
{"Kelly Criterion Estimate", "0"},
{"Kelly Criterion Probability Value", "0"},
{"Sortino Ratio", "79228162514264337593543950335"},
{"Return Over Maximum Drawdown", "-11.144"},
{"Return Over Maximum Drawdown", "-9.376"},
{"Portfolio Turnover", "0.249"},
{"Total Insights Generated", "1"},
{"Total Insights Closed", "0"},