Add Starting and Ending KPI's (QuantConnect#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
ebengtso · Mar 25, 2024 · ead2efe · ead2efe
1 parent ca99f32
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diff --git a/Algorithm.CSharp/AccumulativeInsightPortfolioRegressionAlgorithm.cs b/Algorithm.CSharp/AccumulativeInsightPortfolioRegressionAlgorithm.cs
@@ -90,6 +90,8 @@ public override void OnEndOfAlgorithm()
             {"Compounding Annual Return", "-12.611%"},
             {"Drawdown", "0.200%"},
             {"Expectancy", "-0.585"},
+            {"Start Equity", "100000"},
+            {"End Equity", "99827.80"},
             {"Net Profit", "-0.172%"},
             {"Sharpe Ratio", "-11.13"},
             {"Sortino Ratio", "-16.704"},

diff --git a/Algorithm.CSharp/AddAlphaModelAlgorithm.cs b/Algorithm.CSharp/AddAlphaModelAlgorithm.cs
@@ -126,6 +126,8 @@ public override IEnumerable<Insight> Update(QCAlgorithm algorithm, Slice data)
             {"Compounding Annual Return", "184.364%"},
             {"Drawdown", "1.700%"},
             {"Expectancy", "1.781"},
+            {"Start Equity", "100000"},
+            {"End Equity", "101441.92"},
             {"Net Profit", "1.442%"},
             {"Sharpe Ratio", "4.836"},
             {"Sortino Ratio", "10.481"},

diff --git a/Algorithm.CSharp/AddAndRemoveOptionContractRegressionAlgorithm.cs b/Algorithm.CSharp/AddAndRemoveOptionContractRegressionAlgorithm.cs
@@ -103,6 +103,8 @@ public override void OnEndOfAlgorithm()
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "100000"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs b/Algorithm.CSharp/AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
@@ -100,6 +100,8 @@ public override void OnEndOfAlgorithm()
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "100000"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs b/Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs
@@ -120,6 +120,8 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Compounding Annual Return", "12.939%"},
             {"Drawdown", "0.300%"},
             {"Expectancy", "0"},
+            {"Start Equity", "10000"},
+            {"End Equity", "10028.93"},
             {"Net Profit", "0.289%"},
             {"Sharpe Ratio", "3.924"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AddFutureContractWithContinuousRegressionAlgorithm.cs b/Algorithm.CSharp/AddFutureContractWithContinuousRegressionAlgorithm.cs
@@ -134,6 +134,8 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
             {"Compounding Annual Return", "-2.594%"},
             {"Drawdown", "0.000%"},
             {"Expectancy", "-1"},
+            {"Start Equity", "100000"},
+            {"End Equity", "99966.4"},
             {"Net Profit", "-0.034%"},
             {"Sharpe Ratio", "-10.666"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AddFutureOptionContractDataStreamingRegressionAlgorithm.cs b/Algorithm.CSharp/AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
@@ -182,6 +182,8 @@ public override void OnEndOfAlgorithm()
             {"Compounding Annual Return", "5512.811%"},
             {"Drawdown", "1.000%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "105332.8"},
             {"Net Profit", "5.333%"},
             {"Sharpe Ratio", "64.084"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs b/Algorithm.CSharp/AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
@@ -111,6 +111,8 @@ public override void OnData(Slice data)
             {"Compounding Annual Return", "386219349.202%"},
             {"Drawdown", "5.200%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "111911.55"},
             {"Net Profit", "11.912%"},
             {"Sharpe Ratio", "1604181.904"},
             {"Sortino Ratio", "0"},

diff --git a/...thm.CSharp/AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs b/...thm.CSharp/AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
@@ -238,6 +238,8 @@ public override void OnEndOfAlgorithm()
             {"Compounding Annual Return", "347.065%"},
             {"Drawdown", "0.900%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "101950.53"},
             {"Net Profit", "1.951%"},
             {"Sharpe Ratio", "15.402"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AddOptionContractExpiresRegressionAlgorithm.cs b/Algorithm.CSharp/AddOptionContractExpiresRegressionAlgorithm.cs
@@ -135,6 +135,8 @@ public override void OnData(Slice data)
             {"Compounding Annual Return", "-4.619%"},
             {"Drawdown", "0.300%"},
             {"Expectancy", "-0.042"},
+            {"Start Equity", "100000"},
+            {"End Equity", "99668"},
             {"Net Profit", "-0.332%"},
             {"Sharpe Ratio", "-4.614"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AddOptionContractFromUniverseRegressionAlgorithm.cs b/Algorithm.CSharp/AddOptionContractFromUniverseRegressionAlgorithm.cs
@@ -187,6 +187,8 @@ public override void OnEndOfAlgorithm()
             {"Compounding Annual Return", "-15.596%"},
             {"Drawdown", "0.200%"},
             {"Expectancy", "-1"},
+            {"Start Equity", "100000"},
+            {"End Equity", "99768"},
             {"Net Profit", "-0.232%"},
             {"Sharpe Ratio", "-8.903"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AddOptionContractTwiceRegressionAlgorithm.cs b/Algorithm.CSharp/AddOptionContractTwiceRegressionAlgorithm.cs
@@ -134,6 +134,8 @@ public override void OnEndOfAlgorithm()
             {"Compounding Annual Return", "-4.548%"},
             {"Drawdown", "0.100%"},
             {"Expectancy", "-1"},
+            {"Start Equity", "100000"},
+            {"End Equity", "99949"},
             {"Net Profit", "-0.051%"},
             {"Sharpe Ratio", "0"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs b/Algorithm.CSharp/AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
@@ -106,6 +106,8 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "100000"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AddRemoveOptionUniverseRegressionAlgorithm.cs b/Algorithm.CSharp/AddRemoveOptionUniverseRegressionAlgorithm.cs
@@ -221,6 +221,8 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "99079"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AddRemoveSecurityCacheRegressionAlgorithm.cs b/Algorithm.CSharp/AddRemoveSecurityCacheRegressionAlgorithm.cs
@@ -101,6 +101,8 @@ public override void OnData(Slice data)
             {"Compounding Annual Return", "271.720%"},
             {"Drawdown", "2.500%"},
             {"Expectancy", "-1"},
+            {"Start Equity", "100000"},
+            {"End Equity", "101753.84"},
             {"Net Profit", "1.754%"},
             {"Sharpe Ratio", "11.954"},
             {"Sortino Ratio", "29.606"},

diff --git a/Algorithm.CSharp/AddRemoveSecurityRegressionAlgorithm.cs b/Algorithm.CSharp/AddRemoveSecurityRegressionAlgorithm.cs
@@ -127,6 +127,8 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Compounding Annual Return", "296.356%"},
             {"Drawdown", "1.400%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "101776.32"},
             {"Net Profit", "1.776%"},
             {"Sharpe Ratio", "12.966"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AddRiskManagementAlgorithm.cs b/Algorithm.CSharp/AddRiskManagementAlgorithm.cs
@@ -80,6 +80,8 @@ public override void Initialize()
             {"Compounding Annual Return", "296.066%"},
             {"Drawdown", "2.200%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "101775.37"},
             {"Net Profit", "1.775%"},
             {"Sharpe Ratio", "9.34"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs b/Algorithm.CSharp/AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
@@ -119,6 +119,8 @@ public override void OnEndOfAlgorithm()
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "99930"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AddUniverseSelectionModelAlgorithm.cs b/Algorithm.CSharp/AddUniverseSelectionModelAlgorithm.cs
@@ -99,6 +99,8 @@ public override void OnEndOfAlgorithm()
             {"Compounding Annual Return", "-14.233%"},
             {"Drawdown", "3.300%"},
             {"Expectancy", "-1"},
+            {"Start Equity", "100000"},
+            {"End Equity", "99831.88"},
             {"Net Profit", "-0.168%"},
             {"Sharpe Ratio", "62.464"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AddUniverseSelectionModelCoarseAlgorithm.cs b/Algorithm.CSharp/AddUniverseSelectionModelCoarseAlgorithm.cs
@@ -110,6 +110,8 @@ public override void OnEndOfAlgorithm()
             {"Compounding Annual Return", "-75.275%"},
             {"Drawdown", "5.800%"},
             {"Expectancy", "-0.609"},
+            {"Start Equity", "100000"},
+            {"End Equity", "94419.21"},
             {"Net Profit", "-5.581%"},
             {"Sharpe Ratio", "-3.288"},
             {"Sortino Ratio", "-3.828"},

diff --git a/Algorithm.CSharp/AdjustedVolumeRegressionAlgorithm.cs b/Algorithm.CSharp/AdjustedVolumeRegressionAlgorithm.cs
@@ -174,6 +174,8 @@ public override void OnData(Slice data)
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "100146.57"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AlgorithmModeAndDeploymentTargetAlgorithm.cs b/Algorithm.CSharp/AlgorithmModeAndDeploymentTargetAlgorithm.cs
@@ -88,6 +88,8 @@ public override void Initialize()
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "100000"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs b/Algorithm.CSharp/AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
@@ -256,6 +256,8 @@ public Dictionary<Symbol, long> AllShortableSymbols(DateTime localTime)
             {"Compounding Annual Return", "19.147%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
+            {"Start Equity", "10000000"},
+            {"End Equity", "10019217.27"},
             {"Net Profit", "0.192%"},
             {"Sharpe Ratio", "221.176"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs b/Algorithm.CSharp/AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
@@ -94,6 +94,8 @@ public override void OnData(Slice slice)
             {"Compounding Annual Return", "0.096%"},
             {"Drawdown", "0.100%"},
             {"Expectancy", "3.321"},
+            {"Start Equity", "100000"},
+            {"End Equity", "100089.09"},
             {"Net Profit", "0.089%"},
             {"Sharpe Ratio", "-8.214"},
             {"Sortino Ratio", "-9.025"},

diff --git a/Algorithm.CSharp/AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs b/Algorithm.CSharp/AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
@@ -164,6 +164,8 @@ protected override decimal ComputeNextValue(QuoteBar input)
             {"Compounding Annual Return", "733913.744%"},
             {"Drawdown", "15.900%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "106827.7"},
             {"Net Profit", "6.828%"},
             {"Sharpe Ratio", "203744786353.299"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/AutomaticIndicatorWarmupRegressionAlgorithm.cs b/Algorithm.CSharp/AutomaticIndicatorWarmupRegressionAlgorithm.cs
@@ -126,6 +126,8 @@ protected override decimal ComputeNextValue(IReadOnlyWindow<IndicatorDataPoint>
             {"Compounding Annual Return", "271.453%"},
             {"Drawdown", "2.200%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "101691.92"},
             {"Net Profit", "1.692%"},
             {"Sharpe Ratio", "8.854"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/BacktestingBrokerageRegressionAlgorithm.cs b/Algorithm.CSharp/BacktestingBrokerageRegressionAlgorithm.cs
@@ -314,6 +314,8 @@ public override OrderEvent MarketFill(Security asset, MarketOrder order)
             {"Compounding Annual Return", "-22.717%"},
             {"Drawdown", "0.400%"},
             {"Expectancy", "-1"},
+            {"Start Equity", "100000"},
+            {"End Equity", "99671.06"},
             {"Net Profit", "-0.329%"},
             {"Sharpe Ratio", "-14.095"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/BasicSetAccountCurrencyAlgorithm.cs b/Algorithm.CSharp/BasicSetAccountCurrencyAlgorithm.cs
@@ -90,6 +90,8 @@ public override void OnData(Slice data)
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000.00"},
+            {"End Equity", "92395.59"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/BasicSetAccountCurrencyWithAmountAlgorithm.cs b/Algorithm.CSharp/BasicSetAccountCurrencyWithAmountAlgorithm.cs
@@ -60,6 +60,8 @@ public override void SetAccountCurrency()
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
+            {"Start Equity", "200000.00"},
+            {"End Equity", "184791.19"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/BasicTemplateAlgorithm.cs b/Algorithm.CSharp/BasicTemplateAlgorithm.cs
@@ -93,6 +93,8 @@ public override void OnData(Slice data)
             {"Compounding Annual Return", "271.453%"},
             {"Drawdown", "2.200%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "101691.92"},
             {"Net Profit", "1.692%"},
             {"Sharpe Ratio", "8.854"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/BasicTemplateAxosAlgorithm.cs b/Algorithm.CSharp/BasicTemplateAxosAlgorithm.cs
@@ -87,6 +87,8 @@ public override void OnData(Slice data)
             {"Compounding Annual Return", "39.143%"},
             {"Drawdown", "0.500%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "100423.24"},
             {"Net Profit", "0.423%"},
             {"Sharpe Ratio", "5.498"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs b/Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs
@@ -136,6 +136,8 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
             {"Compounding Annual Return", "13.087%"},
             {"Drawdown", "1.100%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "106387.1"},
             {"Net Profit", "6.387%"},
             {"Sharpe Ratio", "1.532"},
             {"Sortino Ratio", "871.704"},

diff --git a/Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs b/Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
@@ -141,6 +141,8 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
             {"Compounding Annual Return", "8.423%"},
             {"Drawdown", "0.800%"},
             {"Expectancy", "8.202"},
+            {"Start Equity", "100000"},
+            {"End Equity", "104162.1"},
             {"Net Profit", "4.162%"},
             {"Sharpe Ratio", "0.951"},
             {"Sortino Ratio", "2.8"},

diff --git a/Algorithm.CSharp/BasicTemplateCryptoAlgorithm.cs b/Algorithm.CSharp/BasicTemplateCryptoAlgorithm.cs
@@ -219,6 +219,8 @@ public override void OnEndOfAlgorithm()
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
+            {"Start Equity", "31588.24"},
+            {"End Equity", "30866.71"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/BasicTemplateCryptoFutureAlgorithm.cs b/Algorithm.CSharp/BasicTemplateCryptoFutureAlgorithm.cs
@@ -251,6 +251,8 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
+            {"Start Equity", "1000200.00"},
+            {"End Equity", "1000278.02"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/BasicTemplateCryptoFutureHourlyAlgorithm.cs b/Algorithm.CSharp/BasicTemplateCryptoFutureHourlyAlgorithm.cs
@@ -214,6 +214,8 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
+            {"Start Equity", "1000200"},
+            {"End Equity", "1000189.47"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/BasicTemplateDailyAlgorithm.cs b/Algorithm.CSharp/BasicTemplateDailyAlgorithm.cs
@@ -84,6 +84,8 @@ public override void OnData(Slice data)
             {"Compounding Annual Return", "246.546%"},
             {"Drawdown", "1.200%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "103463.69"},
             {"Net Profit", "3.464%"},
             {"Sharpe Ratio", "19.094"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/BasicTemplateFrameworkAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFrameworkAlgorithm.cs
@@ -105,6 +105,8 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Compounding Annual Return", "261.134%"},
             {"Drawdown", "2.200%"},
             {"Expectancy", "-1"},
+            {"Start Equity", "100000"},
+            {"End Equity", "101655.30"},
             {"Net Profit", "1.655%"},
             {"Sharpe Ratio", "8.472"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/BasicTemplateFutureRolloverAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFutureRolloverAlgorithm.cs
@@ -194,6 +194,8 @@ public void Dispose()
             {"Compounding Annual Return", "3.011%"},
             {"Drawdown", "0.000%"},
             {"Expectancy", "0"},
+            {"Start Equity", "1000000"},
+            {"End Equity", "1005283.2"},
             {"Net Profit", "0.528%"},
             {"Sharpe Ratio", "1.285"},
             {"Sortino Ratio", "0"},

diff --git a/Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs
@@ -169,6 +169,8 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
             {"Compounding Annual Return", "-99.777%"},
             {"Drawdown", "4.400%"},
             {"Expectancy", "-0.724"},
+            {"Start Equity", "1000000"},
+            {"End Equity", "955700.5"},
             {"Net Profit", "-4.430%"},
             {"Sharpe Ratio", "-31.63"},
             {"Sortino Ratio", "-31.63"},

diff --git a/Algorithm.CSharp/BasicTemplateFuturesDailyAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesDailyAlgorithm.cs
@@ -135,6 +135,8 @@ select futuresContract
             {"Compounding Annual Return", "-0.071%"},
             {"Drawdown", "0.400%"},
             {"Expectancy", "-0.116"},
+            {"Start Equity", "1000000"},
+            {"End Equity", "999287.06"},
             {"Net Profit", "-0.071%"},
             {"Sharpe Ratio", "-1.999"},
             {"Sortino Ratio", "-1.806"},

diff --git a/Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs
@@ -154,6 +154,8 @@ public override IEnumerable<IPortfolioTarget> CreateTargets(QCAlgorithm algorith
             {"Compounding Annual Return", "-81.734%"},
             {"Drawdown", "4.100%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "97830.76"},
             {"Net Profit", "-2.169%"},
             {"Sharpe Ratio", "-10.299"},
             {"Sortino Ratio", "-10.299"},

diff --git a/Algorithm.CSharp/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
@@ -54,6 +54,8 @@ public class BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm : BasicTem
             {"Compounding Annual Return", "-92.667%"},
             {"Drawdown", "5.000%"},
             {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "96685.76"},
             {"Net Profit", "-3.314%"},
             {"Sharpe Ratio", "-6.359"},
             {"Sortino Ratio", "-11.237"},

diff --git a/Algorithm.CSharp/BasicTemplateFuturesHistoryAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesHistoryAlgorithm.cs
@@ -158,6 +158,8 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
+            {"Start Equity", "1000000"},
+            {"End Equity", "1000000"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
             {"Sortino Ratio", "0"},