Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
-0.90%
Compounding Annual Return
-22.347%
Drawdown
0.900%
Expectancy
-1
Net Profit
-0.897%
Sharpe Ratio
-6.086
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.314
Beta
4.871
Annual Standard Deviation
0.037
Annual Variance
0.001
Information Ratio
-6.586
Tracking Error
0.037
Treynor Ratio
-0.046
Total Fees
$20.89
 
using QuantConnect.Indicators; 

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

        public override void Initialize()
        {
            SetStartDate(2018, 05, 20);  //Set Start Date
            SetEndDate(2018, 06, 01);    //Set End Date
            SetCash(100000);             //Set Strategy Cash

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

        public override void OnData(Slice data)
        {
            if (Time.Date == new DateTime(2018, 05, 24).Date)
            {
                SetHoldings(_symbol, 1);
            }
            
            if (Time.Date == new DateTime(2018, 05, 25).Date)
            {
                Liquidate();
            }
            Log($"{Time} Price identity: {data.Bars[_symbol].Close.ToString()}");
        }
        
        public override void OnOrderEvent(OrderEvent orderEvent)
        {
            Log(orderEvent.ToString());
        }
    }
}