Overall Statistics
Total Trades
1
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
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$5.30
Estimated Strategy Capacity
$1800000.00
Lowest Capacity Asset
BRKB R735QTJ8XC9X
 
class CrawlingLightBrownGalago(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2007, 12, 1)
        self.SetCash(100000) 
        self.brkb = self.AddEquity("BRKB", Resolution.Minute).Symbol

    def OnData(self, data): 
        if not self.Portfolio.Invested:
           self.SetHoldings(self.brkb, 1)