Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
139.742%
Drawdown
8.800%
Expectancy
0
Net Profit
16.012%
Sharpe Ratio
2.401
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
1.667
Beta
-40.196
Annual Standard Deviation
0.376
Annual Variance
0.141
Information Ratio
2.35
Tracking Error
0.376
Treynor Ratio
-0.022
Total Fees
$12.30
 
namespace QuantConnect
{
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        private Symbol _eq;

        public override void Initialize()
        {
            SetStartDate(2018, 04, 01);  //Set Start Date
            SetEndDate(2018, 06, 01);    //Set End Date
            SetCash(100000);             //Set Strategy Cash

            _eq = AddEquity("UPRO", Resolution.Daily).Symbol;
        }

        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings(_eq, 1);
                Debug("Purchased Stock");
            }
        }
    }
}