Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
43.183%
Drawdown
2.000%
Expectancy
0
Net Profit
2.961%
Sharpe Ratio
2.759
Probabilistic Sharpe Ratio
69.447%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0
Beta
0.995
Annual Standard Deviation
0.079
Annual Variance
0.006
Information Ratio
-3.108
Tracking Error
0
Treynor Ratio
0.22
Total Fees
$1.24
Estimated Strategy Capacity
$100000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
 
namespace QuantConnect.Algorithm.CSharp
{
    public class CrawlingTanBat : QCAlgorithm
    {

        public override void Initialize()
        {
            SetStartDate(2021, 4, 5);  //Set Start Date
            SetEndDate(2021, 5, 4);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            
            AddEquity("SPY", Resolution.Minute);
        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
               SetHoldings("SPY", 1);
               Debug("Purchased Stock");
            }
        }

    }
}