Expected Behavior

UPI Reported in the portfolio summary statistics at the end of the backtest.

Actual Behavior

Not included in our summary statistics.

Potential Solution

Calculate and add UPI as part of the baked in statistics of LEAN.
https://www.investopedia.com/terms/u/ulcerindex.asp

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues