Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-0.604
Tracking Error
0.278
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
class UglyGreenTermite(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 1)  # Set Start Date
        self.SetEndDate(2020,12,31)
        self.SetCash(100000)  # Set Strategy Cash

        self.aapl = self.AddEquity("AAPL",Resolution.Daily).Symbol
        
    def OnData(self, data):
        if(data[self.aapl]):
            if(data[self.aapl].Close > data[self.aapl].Open):
                self.Log("El día "+str(self.Time)+" Apple subió en bolsa")