Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000.00
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino 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
-0.727
Tracking Error
0.144
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
Drawdown Recovery
0
 
# region imports
from AlgorithmImports import *
# endregion

class HipsterOrangeRabbit(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2010, 1, 1)
        self._security = self.add_future("FDAX", Resolution.DAILY)
        self._dax = self.add_index("DAX", Resolution.DAILY)
        self.set_time_zone(TimeZones.BERLIN)

    def on_data(self, data: Slice):
        self.plot("PRICE", "FDAX", self.securities[self._security.symbol].price)
        self.plot("PRICE", "DAX", self.securities[self._dax.symbol].price)