Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
6.200%
Drawdown
18.100%
Expectancy
0
Net Profit
71.901%
Sharpe Ratio
0.507
Probabilistic Sharpe Ratio
6.689%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.09
Beta
-0.249
Annual Standard Deviation
0.134
Annual Variance
0.018
Information Ratio
-0.071
Tracking Error
0.287
Treynor Ratio
-0.274
Total Fees
$2657.90
 
using QuantConnect.Algorithm;
using QuantConnect.Data;
using QuantConnect.Indicators;

namespace QuantConnect
{
    public class BuyOneSecurity : QCAlgorithm
    {
        string _ticker = "tlo";
        private Symbol _symbol;
        private Identity _price;

        public override void Initialize()
        {
            SetStartDate(2008, 01, 01);
            SetEndDate(2017, 01, 01);

            SetCash(10000000);

            _symbol = AddEquity(_ticker, Resolution.Daily).Symbol;
            _price = Identity(_symbol);
            PlotIndicator($"{_symbol.Value} Price", _price);
        }

        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings(_symbol, 1);
                Log($"Purchased Security {_symbol}");
            }
        }
    }
}