Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
128.123%
Drawdown
3.500%
Expectancy
0
Net Profit
15.038%
Sharpe Ratio
4.922
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.286
Beta
27.639
Annual Standard Deviation
0.17
Annual Variance
0.029
Information Ratio
4.808
Tracking Error
0.17
Treynor Ratio
0.03
Total Fees
$26.07
 
using QuantConnect.Indicators; 

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

        public override void Initialize()
        {
            SetStartDate(2005,05,26);
            SetEndDate(2005,07,26);

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

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