Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-100.000%
Drawdown
66.600%
Expectancy
0
Net Profit
-65.908%
Sharpe Ratio
-3.363
Probabilistic Sharpe Ratio
0.735%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-4.878
Beta
-7.824
Annual Standard Deviation
2.308
Annual Variance
5.326
Information Ratio
-3.465
Tracking Error
2.346
Treynor Ratio
0.992
Total Fees
$1.63
 
class JNKTest(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019,3,15)  # Set Start Date
        self.SetEndDate(2019,4,15)  # Set End Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("JNK", Resolution.Minute)


    def OnData(self, data):

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