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Update regression test statistics

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This commit is contained in:
Jack Simonson
2020-03-26 18:29:29 -07:00
parent 61432ffc29
commit c6767780c2
103 changed files with 393 additions and 393 deletions
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Algorithm.CSharp/CustomDataUsingMapFileRegressionAlgorithm.cs
+4 -4
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@@ -128,18 +128,18 @@ namespace QuantConnect.Algorithm.CSharp
{"Drawdown", "52.600%"},
{"Expectancy", "0"},
{"Net Profit", "-10.486%"},
{"Sharpe Ratio", "-10.313"},
{"Sharpe Ratio", "-1.534"},
{"Probabilistic Sharpe Ratio", "0.001%"},
{"Loss Rate", "0%"},
{"Win Rate", "0%"},
{"Profit-Loss Ratio", "0"},
{"Alpha", "-6.616"},
{"Alpha", "-0.899"},
{"Beta", "-6.858"},
{"Annual Standard Deviation", "0.651"},
{"Annual Variance", "0.424"},
{"Information Ratio", "-9.239"},
{"Information Ratio", "-1.391"},
{"Tracking Error", "0.728"},
{"Treynor Ratio", "0.979"},
{"Treynor Ratio", "0.146"},
{"Total Fees", "$0.00"},
{"Fitness Score", "0.127"},
{"Kelly Criterion Estimate", "0"},