Overall Statistics |
Total Trades 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Net Profit 0% Sharpe Ratio 0 Probabilistic Sharpe Ratio 0% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio -4.773 Tracking Error 0.048 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
class VentralTachyonAtmosphericScrubbers(QCAlgorithm): def Initialize(self): self.SetStartDate(2017, 12, 6) self.SetEndDate(2018, 1, 1) self.vix = self.AddData(CBOE, "VIX").Symbol def OnData(self, data): self.Plot("VIX Data", "VIX", data[self.vix].Close)