Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-31.157%
Drawdown
93.300%
Expectancy
0
Net Profit
-67.373%
Sharpe Ratio
0.091
Probabilistic Sharpe Ratio
4.610%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.069
Beta
-0.104
Annual Standard Deviation
0.611
Annual Variance
0.374
Information Ratio
-0.119
Tracking Error
0.624
Treynor Ratio
-0.533
Total Fees
$2.56
 
namespace QuantConnect
{
    public class BuyOneSecurity : QCAlgorithm
    {
        string _ticker = "SVXY";
        private Symbol _symbol;
        private Identity _price;

        public override void Initialize()
        {
            SetStartDate(2017, 1, 1);
            SetEndDate(2020, 1, 1);
            
            SetCash(100000);

            _symbol = AddEquity(_ticker, Resolution.Daily, Market.USA).Symbol;
            _price = Identity(_symbol);
            PlotIndicator($"{_symbol.Value} Price", _price);
        }

        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings(_symbol, 1);
                Log($"Purchased Security {_symbol.ID}");
            }
        }
        
        public override void OnEndOfAlgorithm()
        {
            Liquidate();
        }
    }
}