AlgorithmPerformance

QuantConnect.Statistics.AlgorithmPerformance

AlgorithmPerformance(
    trades: List[Trade],
    profit_loss: SortedDictionary[datetime, float],
    equity: SortedDictionary[datetime, float],
    portfolio_turnover: SortedDictionary[datetime, float],
    list_performance: List[float],
    list_benchmark: List[float],
    starting_capital: float,
    winning_transactions: int,
    losing_transactions: int,
    risk_free_interest_rate_model: IRiskFreeInterestRateModel,
    trading_days_per_year: int,
)

AlgorithmPerformance()

Bases: Object

The AlgorithmPerformance class is a wrapper for trade_statistics and portfolio_statistics

Initializes a new instance of the AlgorithmPerformance class

Parameters:

Name	Type	Description	Default
trades	Optional[List[Trade]]	The list of closed trades	None
profit_loss	Optional[SortedDictionary[datetime, float]]	Trade record of profits and losses	None
equity	Optional[SortedDictionary[datetime, float]]	The list of daily equity values	None
portfolio_turnover	Optional[SortedDictionary[datetime, float]]	The algorithm portfolio turnover	None
list_performance	Optional[List[float]]	The list of algorithm performance values	None
list_benchmark	Optional[List[float]]	The list of benchmark values	None
starting_capital	Optional[float]	The algorithm starting capital	None
winning_transactions	Optional[int]	Number of winning transactions	None
losing_transactions	Optional[int]	Number of losing transactions	None
risk_free_interest_rate_model	Optional[IRiskFreeInterestRateModel]	The risk free interest rate model to use	None
trading_days_per_year	Optional[int]	The number of trading days per year	None

trade_statistics

trade_statistics: TradeStatistics

The algorithm statistics on closed trades

portfolio_statistics

portfolio_statistics: PortfolioStatistics

The algorithm statistics on portfolio

closed_trades

closed_trades: List[Trade]

The list of closed trades