Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
-0.96%
Compounding Annual Return
-0.125%
Drawdown
3.200%
Expectancy
-1
Net Profit
-0.964%
Sharpe Ratio
-0.091
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.001
Beta
0.001
Annual Standard Deviation
0.01
Annual Variance
0
Information Ratio
-0.383
Tracking Error
0.2
Treynor Ratio
-1.527
 
namespace QuantConnect 
{   
    public class TickFramework : QCAlgorithm
    {
        public override void Initialize()
        {
            SetStartDate(2007, 4, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1)); 
            SetCash(25000);
            AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Tick);
        }

        public void OnData(Ticks data) 
        {
            if (!Portfolio.Invested) Buy("EURUSD", 2000);
        }
    }
}