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GetFitnessArgs.MaxEquityDrawdownPercentages

property · GetFitnessArgs · cAlgo.API

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Gets the maximum amount of equity drawdown in percentage (ex: 40%). It can return a positive value between 0-100.

Definition

double MaxEquityDrawdownPercentages {get;}

getFitnessArgs.MaxEquityDrawdownPercentages: float

Returns double

Examples

protected override double GetFitness(GetFitnessArgs args)
{
    return args.MaxEquityDrawdownPercentages > 20 ? 0 : args.NetProfit;
}

def get_fitness(self, args):
    return 0 if args.MaxEquityDrawdownPercentages > 20 else args.NetProfit