Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
649.000%
Expectancy
0
Net Profit
-649.015%
Sharpe Ratio
-0.024
Probabilistic Sharpe Ratio
1.048%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-1.001
Beta
-0.204
Annual Standard Deviation
42.061
Annual Variance
1769.124
Information Ratio
-0.024
Tracking Error
42.061
Treynor Ratio
4.895
Total Fees
$35.46
 
class CalmAsparagusDragonfly(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2007, 3, 1)  # Set Start Date
        self.SetEndDate(2007, 3, 15)
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity("LUV", Resolution.Minute).Symbol


    def OnData(self, data):
        if data.Time.day == 9 and data.Time.hour == 9 and data.Time.minute == 35:
            self.SetHoldings(self.symbol, 1)