Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
-47.40%
Compounding Annual Return
-93.650%
Drawdown
66.400%
Expectancy
-1
Net Profit
-63.642%
Sharpe Ratio
-1.435
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-2.796
Beta
63.811
Annual Standard Deviation
1.083
Annual Variance
1.173
Information Ratio
-1.453
Tracking Error
1.083
Treynor Ratio
-0.024
Total Fees
$2.91
 
class JNKDataError(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 1, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("JNK", 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("JNK", 1)