Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
-26.49%
Compounding Annual Return
-1.269%
Drawdown
86.400%
Expectancy
-1
Net Profit
-26.521%
Sharpe Ratio
0.092
Probabilistic Sharpe Ratio
0.000%
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.019
Beta
0.089
Annual Standard Deviation
0.27
Annual Variance
0.073
Information Ratio
-0.149
Tracking Error
0.307
Treynor Ratio
0.282
Total Fees
$30.66
Estimated Strategy Capacity
$230000.00
Lowest Capacity Asset
ANGI V1OBWK1IM6HX
 
class CalmFluorescentYellowShark(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(1998, 1, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("ANGI", Resolution.Daily)


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''

        if not self.Portfolio.Invested:
            self.SetHoldings("ANGI", 1)