Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
8.454%
Drawdown
12.700%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0.461
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.079
Beta
-0.139
Annual Standard Deviation
0.178
Annual Variance
0.032
Information Ratio
0.424
Tracking Error
0.245
Treynor Ratio
-0.594
Total Fees
$1.00
 
namespace QuantConnect 
{  
    public class LABDAlgorithm : QCAlgorithm
    {
        public override void Initialize() 
        {
            SetStartDate(2015, 2, 1);         
            SetEndDate(2016, 3, 1);
            SetCash(25000);
            AddSecurity(SecurityType.Equity, "LABD", Resolution.Minute);
        }

        public void OnData(TradeBars data) 
        {   
            if (!Portfolio.HoldStock) 
            {
                Order("LABD",  100);
                Debug("Purchased LABD on " + Time.ToShortDateString());
            }
        }
    }
}