Fix PortfolioStatistics WinRate/LossRate documentation (#9431)

* Fix PortfolioStatistics win/loss inconsistency

* Update regression algorithms

* Revert changes

* Fix PortfolioStatistics win rate XML documentation

Author: JosueNina

Common/Api/Backtest.cs

@@ -239,7 +239,7 @@ public class BacktestSummary : BasicBacktest
         public decimal? Drawdown { get; set; }
 
         /// <summary>
-        /// The ratio of the number of losing trades to the total number of trades
+        /// The ratio of the number of trades with zero or negative profit loss to the total number of trades
         /// </summary>
         public decimal? LossRate { get; set; }
 
@@ -279,7 +279,7 @@ public class BacktestSummary : BasicBacktest
         public decimal? TreynorRatio { get; set; }
 
         /// <summary>
-        /// The ratio of the number of winning trades to the total number of trades
+        /// The ratio of the number of trades with positive profit loss to the total number of trades
         /// </summary>
         public decimal? WinRate { get; set; }
 

Common/Statistics/PerformanceMetrics.cs

@@ -36,12 +36,12 @@ public static class PerformanceMetrics
         public const string AnnualVariance = "Annual Variance";
 
         /// <summary>
-        /// The average rate of return for losing trades
+        /// The average rate of return for trades with zero or negative profit loss
         /// </summary>
         public const string AverageLoss = "Average Loss";
 
         /// <summary>
-        /// The average rate of return for winning trades
+        /// The average rate of return for trades with positive profit loss
         /// </summary>
         public const string AverageWin = "Average Win";
 
@@ -86,7 +86,7 @@ public static class PerformanceMetrics
         public const string InformationRatio = "Information Ratio";
 
         /// <summary>
-        /// The ratio of the number of losing trades to the total number of trades
+        /// The ratio of the number of trades with zero or negative profit loss to the total number of trades
         /// </summary>
         public const string LossRate = "Loss Rate";
 
@@ -142,7 +142,7 @@ public static class PerformanceMetrics
         public const string TreynorRatio = "Treynor Ratio";
 
         /// <summary>
-        /// The ratio of the number of winning trades to the total number of trades
+        /// The ratio of the number of trades with positive profit loss to the total number of trades
         /// </summary>
         /// <remarks>If the total number of trades is zero, WinRate is set to zero</remarks>
         public const string WinRate = "Win Rate";

Common/Statistics/PortfolioStatistics.cs

@@ -30,13 +30,13 @@ namespace QuantConnect.Statistics
     public class PortfolioStatistics
     {
         /// <summary>
-        /// The average rate of return for winning trades
+        /// The average rate of return for trades with positive profit loss
         /// </summary>
         [JsonConverter(typeof(JsonRoundingConverter))]
         public decimal AverageWinRate { get; set; }
 
         /// <summary>
-        /// The average rate of return for losing trades
+        /// The average rate of return for trades with zero or negative profit loss
         /// </summary>
         [JsonConverter(typeof(JsonRoundingConverter))]
         public decimal AverageLossRate { get; set; }
@@ -49,14 +49,14 @@ public class PortfolioStatistics
         public decimal ProfitLossRatio { get; set; }
 
         /// <summary>
-        /// The ratio of the number of winning trades to the total number of trades
+        /// The ratio of the number of trades with positive profit loss to the total number of trades
         /// </summary>
         /// <remarks>If the total number of trades is zero, WinRate is set to zero</remarks>
         [JsonConverter(typeof(JsonRoundingConverter))]
         public decimal WinRate { get; set; }
 
         /// <summary>
-        /// The ratio of the number of losing trades to the total number of trades
+        /// The ratio of the number of trades with zero or negative profit loss to the total number of trades
         /// </summary>
         /// <remarks>If the total number of trades is zero, LossRate is set to zero</remarks>
         [JsonConverter(typeof(JsonRoundingConverter))]

Common/Statistics/TradeStatistics.cs

@@ -154,14 +154,14 @@ public class TradeStatistics
         public decimal WinLossRatio { get; set; }
 
         /// <summary>
-        /// The ratio of the number of winning trades to the total number of trades
+        /// The ratio of the number of trades with positive profit loss to the total number of trades
         /// </summary>
         /// <remarks>If the total number of trades is zero, WinRate is set to zero</remarks>
         [JsonConverter(typeof(JsonRoundingConverter))]
         public decimal WinRate { get; set; }
 
         /// <summary>
-        /// The ratio of the number of losing trades to the total number of trades
+        /// The ratio of the number of trades with zero or negative profit loss to the total number of trades
         /// </summary>
         /// <remarks>If the total number of trades is zero, LossRate is set to zero</remarks>
         [JsonConverter(typeof(JsonRoundingConverter))]