Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 263.209% Drawdown 2.200% Expectancy 0 Net Profit 1.663% Sharpe Ratio 4.41 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.007 Beta 76.134 Annual Standard Deviation 0.192 Annual Variance 0.037 Information Ratio 4.354 Tracking Error 0.192 Treynor Ratio 0.011 Total Fees $3.29 |
namespace QuantConnect { public class BasicTemplateAlgorithm : QCAlgorithm { public override void Initialize() { SetStartDate(2013, 10, 07); //Set Start Date SetEndDate(2013, 10, 11); //Set End Date SetCash(100000); //Set Strategy Cash AddEquity("SPY", Resolution.Minute); Identity("SPY", Resolution.Hour).Updated += PlotHourlyData; } private void PlotHourlyData(object sender, IndicatorDataPoint data) { Plot("SPY", "Hourly", data.Value); } public override void OnData(Slice data) { if (!Portfolio.Invested) { SetHoldings("SPY", 1); } } } }