Agregué esto a mi Global.asax.cs:

protected void Application_BeginRequest()
{
    if (Request.IsLocal)
    {
        MiniProfiler.Start();
    }
}

protected void Application_EndRequest()
{
    MiniProfiler.Stop();
}

yo añadí

@MiniProfiler.RenderIncludes()

justo debajo de la</body> etiqueta en _Layout.cshtml.

En mi controlador estoy usando:

 public class HomeController : Controller
    {
        public ActionResult Index()
        {    
            var profiler = MiniProfiler.Current; // it's ok if this is null
            using (profiler.Step("Set page title"))
            {
                ViewBag.Title = "Home Page";
            }
            using (profiler.Step("Doing complex stuff"))
            {
                using (profiler.Step("Step A"))
                { // something more interesting here
                    Thread.Sleep(100);
                }
                using (profiler.Step("Step B"))
                { // and here
                    Thread.Sleep(250);
                }
            }

            return View("~/Views/Home/Index.cshtml");
        }
    }

Pero nada se muestra en mi página, no hay cuadro de perfil.

Al ver el código fuente solo veo esto:

<script async type="text/javascript" id="mini-profiler" src="/mini-profiler-resources/includes.js?v=xwYPDDH1blvqmxgsBweNC++H7CFU3KGQ+zFcVlJPsXw=" data-version="xwYPDDH1blvqmxgsBweNC++H7CFU3KGQ+zFcVlJPsXw=" data-path="/mini-profiler-resources/" data-current-id="6d24704e-3003-44f8-9965-437c6275d639" data-ids="8ec2c718-4375-4d3f-9b69-4092e534143e,6d24704e-3003-44f8-9965-437c6275d639" data-position="left" data-trivial="false" data-children="false" data-max-traces="15" data-controls="false" data-authorized="true" data-toggle-shortcut="Alt+P" data-start-hidden="false"></script>