| Overall Statistics |
|
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 33.470% Drawdown 1.200% Expectancy 0 Net Profit 2.401% Sharpe Ratio 2.937 Probabilistic Sharpe Ratio 71.129% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.014 Beta 0.994 Annual Standard Deviation 0.079 Annual Variance 0.006 Information Ratio 3.325 Tracking Error 0.004 Treynor Ratio 0.234 Total Fees $1.24 Estimated Strategy Capacity $850000000.00 Lowest Capacity Asset SPY R735QTJ8XC9X |
namespace QuantConnect.Algorithm.CSharp
{
public class CrawlingTanBat : QCAlgorithm
{
public override void Initialize()
{
SetStartDate(2021, 4, 5); //Set Start Date
SetEndDate(2021, 5, 4); //Set Start Date
SetCash(100000); //Set Strategy Cash
AddEquity("SPY", Resolution.Daily);
}
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// Slice object keyed by symbol containing the stock data
public override void OnData(Slice data)
{
if (!Portfolio.Invested)
{
SetHoldings("SPY", 1);
Debug("Purchased Stock");
}
}
}
}