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
-10.133
Tracking Error
0.041
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class SquareMagentaHornet(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 10, 20)
        self.SetEndDate(2021, 10, 25)
        self.SetCash(100000)  
        self.period = 5
        self.stock = self.AddEquity("AAPL", Resolution.Daily).Symbol


    def OnData(self, data):
        history = self.History(self.stock, self.period, Resolution.Daily)
        self.Log(history)