Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-14.232%
Drawdown
24.900%
Expectancy
0
Net Profit
-7.433%
Sharpe Ratio
-0.454
Probabilistic Sharpe Ratio
10.451%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.161
Beta
0.624
Annual Standard Deviation
0.189
Annual Variance
0.036
Information Ratio
-1.129
Tracking Error
0.182
Treynor Ratio
-0.137
Total Fees
$0.00
Estimated Strategy Capacity
$120000.00
Lowest Capacity Asset
XAGUSD 8I
 
class WellDressedLightBrownArmadillo(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 4, 14)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.xag = self.AddCfd("XAGUSD", Resolution.Minute, Market.Oanda).Symbol


    def OnData(self, data):
        if not self.Portfolio.Invested:
            self.SetHoldings(self.xag, 1)