GetFitnessArgs.MaxBalanceDrawdown

property · GetFitnessArgs · cAlgo.API

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Gets the maximum amount of balance drawdown in account deposit currency.

Definition

C#Python

double MaxBalanceDrawdown {get;}

getFitnessArgs.MaxBalanceDrawdown: float

Returns double

Examples

C#Python

protected override double GetFitness(GetFitnessArgs args)
{
    return args.NetProfit / Math.Max(args.MaxBalanceDrawdown, 1);
}

def get_fitness(self, args):
    return args.NetProfit / max(args.MaxBalanceDrawdown, 1)