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Adjust algorithms statistics

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Martin Molinero
2019-07-25 10:38:34 -03:00
parent 0d6d66cd09
commit cb4c574eeb
78 changed files with 486 additions and 470 deletions
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Algorithm.CSharp/AddRemoveSecurityRegressionAlgorithm.cs
+9 -9
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@@ -114,21 +114,21 @@ namespace QuantConnect.Algorithm.CSharp
{"Total Trades", "5"},
{"Average Win", "0.49%"},
{"Average Loss", "0%"},
{"Compounding Annual Return", "305.340%"},
{"Compounding Annual Return", "269.231%"},
{"Drawdown", "1.400%"},
{"Expectancy", "0"},
{"Net Profit", "1.805%"},
{"Sharpe Ratio", "6.475"},
{"Sharpe Ratio", "5.931"},
{"Loss Rate", "0%"},
{"Win Rate", "100%"},
{"Profit-Loss Ratio", "0"},
{"Alpha", "0.003"},
{"Beta", "82.247"},
{"Annual Standard Deviation", "0.141"},
{"Annual Variance", "0.02"},
{"Information Ratio", "6.401"},
{"Tracking Error", "0.141"},
{"Treynor Ratio", "0.011"},
{"Alpha", "0.748"},
{"Beta", "0.135"},
{"Annual Standard Deviation", "0.128"},
{"Annual Variance", "0.016"},
{"Information Ratio", "3.302"},
{"Tracking Error", "0.203"},
{"Treynor Ratio", "5.644"},
{"Total Fees", "$26.40"}
};
}