Adjust algorithms statistics

2019-07-25 10:38:34 -03:00
parent 0d6d66cd09
commit cb4c574eeb
78 changed files with 486 additions and 470 deletions
@@ -121,13 +121,13 @@ namespace QuantConnect.Algorithm.CSharp
            {"Loss Rate", "33%"},
            {"Win Rate", "67%"},
            {"Profit-Loss Ratio", "3.87"},
-            {"Alpha", "0"},
-            {"Beta", "59.491"},
+            {"Alpha", "0.773"},
+            {"Beta", "-1.007"},
            {"Annual Standard Deviation", "0.244"},
            {"Annual Variance", "0.06"},
-            {"Information Ratio", "2.756"},
-            {"Tracking Error", "0.244"},
-            {"Treynor Ratio", "0.012"},
+            {"Information Ratio", "1.479"},
+            {"Tracking Error", "0.403"},
+            {"Treynor Ratio", "-0.679"},
            {"Total Fees", "$10.88"},
            {"Total Insights Generated", "3"},
            {"Total Insights Closed", "3"},