Overall Statistics
Total Trades
1
Average Win
3.33%
Average Loss
0%
Compounding Annual Return
1546.436%
Drawdown
4.400%
Expectancy
0
Net Profit
3.332%
Sharpe Ratio
4.42
Loss Rate
0%
Win Rate
100%
Profit-Loss Ratio
0
Alpha
-0.026
Beta
2.025
Annual Standard Deviation
0.388
Annual Variance
0.151
Information Ratio
4.353
Tracking Error
0.197
Treynor Ratio
0.848
Total Fees
$12.30
 
package QuantConnect;
import cli.QuantConnect.Resolution;
import cli.QuantConnect.SecurityType;
import cli.QuantConnect.Algorithm.QCAlgorithm;
import cli.QuantConnect.Data.Market.TradeBars;


/*
*   QuantConnect University: Strategy Example: Basic Template 
*   In this example we import all the basic components required to support the basic template.
*/
public class BasicTemplateAlgorithm extends QCAlgorithm 
{
	public void Initialize() 
	{
		SetStartDate(2013, 10, 07);  //Set Start Date
        SetEndDate(2013, 10, 11);    //Set End Date
        SetCash(100000);             //Set Strategy Cash
        // Find more symbols here: http://quantconnect.com/data
        AddSecurity(SecurityType.wrap(SecurityType.Equity), "SPY", Resolution.wrap(Resolution.Second),true,false);
	}
	
	 public void OnData(TradeBars data)
     {
         if (!get_Portfolio().get_Invested())
         {
             SetHoldings("SPY", 1, false);
             Debug("Hello From Java");
         }
     } 
}