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GetFitnessArgs.MaxEquityDrawdown

property · GetFitnessArgs · cAlgo.API

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

Definition

double MaxEquityDrawdown {get;}

getFitnessArgs.MaxEquityDrawdown: float

Returns double

Examples

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

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