Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
13.161%
Drawdown
36.200%
Expectancy
0
Net Profit
13.187%
Sharpe Ratio
0.587
Probabilistic Sharpe Ratio
32.306%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.033
Beta
0.94
Annual Standard Deviation
0.338
Annual Variance
0.114
Information Ratio
-0.377
Tracking Error
0.126
Treynor Ratio
0.211
Total Fees
$12.07
 
class BootCampTask(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 1)
        self.SetEndDate(2020, 12, 31)

        self.cgw = self.AddEquity("CGW", Resolution.Minute)


    def OnData(self, data):
        if not self.Portfolio.Invested:
            self.SetHoldings("CGW", 1.0)