Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return -88.594% Drawdown 72.300% Expectancy 0 Net Profit -58.771% Sharpe Ratio -0.42 Probabilistic Sharpe Ratio 12.862% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha -0.561 Beta 0.853 Annual Standard Deviation 1.362 Annual Variance 1.856 Information Ratio -0.427 Tracking Error 1.311 Treynor Ratio -0.671 Total Fees $6.98 |
namespace QuantConnect { public class BuyOneSecurity : QCAlgorithm { string _ticker = "tecs"; private Symbol _symbol; private Identity _price; public override void Initialize() { SetStartDate(2020, 01, 1); //SetEndDate(2017, 01, 1); SetCash(100000); _symbol = AddEquity(_ticker, Resolution.Daily, Market.USA).Symbol; _price = Identity(_symbol); PlotIndicator($"{_symbol.Value} Price", _price); } public override void OnData(Slice data) { if (!Portfolio.Invested) { SetHoldings(_symbol, 1); Log($"Purchased Security {_symbol.ID}"); } } public override void OnEndOfAlgorithm() { Liquidate(); } } }