Add Starting and Ending KPI's (#7811)

* First draft of the solution

* Add missing changes

* Remove the new KPI's from report

* Fix bugs

* nit change

* Add improvements

* Fix regression tests

* Solve bugs in the regression algos

* Fix regression tests bugs

* Expand unit tests and add minor changes
This commit is contained in:
Ricardo Andrés Marino Rojas
2024-03-25 13:40:38 -05:00
committed by GitHub
parent ca99f329dd
commit ead2efe6b9
479 changed files with 970 additions and 3 deletions
@@ -137,6 +137,8 @@ namespace QuantConnect.Algorithm.CSharp
{"Compounding Annual Return", "-99.907%"},
{"Drawdown", "11.000%"},
{"Expectancy", "0"},
{"Start Equity", "100000"},
{"End Equity", "89657.2"},
{"Net Profit", "-10.343%"},
{"Sharpe Ratio", "-1.708"},
{"Sortino Ratio", "-1.361"},