Overall Statistics
Total Trades
33
Average Win
7.84%
Average Loss
-5.50%
Compounding Annual Return
-99.986%
Drawdown
44.200%
Expectancy
-0.545
Net Profit
-41.368%
Sharpe Ratio
-5.666
Loss Rate
81%
Win Rate
19%
Profit-Loss Ratio
1.43
Alpha
-6.047
Beta
-0.135
Annual Standard Deviation
1.071
Annual Variance
1.146
Information Ratio
-5.773
Tracking Error
1.075
Treynor Ratio
44.774
Total Fees
$1147.82
 
using QuantConnect.Scheduling;

namespace QuantConnect
{   
    public class CatchingTheBottom : QCAlgorithm
    {
        public override void Initialize() 
        {
        	SetStartDate(2016, 4, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1));
            SetCash(25000);
            
            AddSecurity(SecurityType.Equity, "DUST", Resolution.Second);
            AddSecurity(SecurityType.Equity, "NUGT", Resolution.Second);
            
            //Close all positions by end of day
            Schedule.On(DateRules.EveryDay("DUST"), TimeRules.BeforeMarketClose("DUST", .1), () =>
            {
                Liquidate();
            });
        }

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(TradeBars data) 
        {   
            
            if (!Portfolio.HoldStock) 
            {
                int quantity = (int)Math.Floor(Portfolio.Cash / data["DUST"].Close);
                
                Order("DUST",  quantity);
                
                Debug("Purchased DUST on " + Time.ToShortDateString());
            }
        }
    }
}