Overall Statistics
Total Trades
3
Average Win
0%
Average Loss
-0.01%
Compounding Annual Return
-5.897%
Drawdown
0.000%
Expectancy
-1
Net Profit
-0.017%
Sharpe Ratio
-11.69
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.001
Beta
-3.042
Annual Standard Deviation
0.002
Annual Variance
0
Information Ratio
-11.575
Tracking Error
0.002
Treynor Ratio
0.007
Total Fees
$0.00
 
class ParticleQuantumProcessor(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 10, 24)  # Set Start Date
        self.SetEndDate(2018, 10, 24)    # Set End Date
        
        self.SetCash(100000)             # Set Strategy Cash
        
        # Add EURUSD to the security universe
        self.AddForex("EURUSD", Resolution.Daily)


    def OnData(self, data):
        if not data.ContainsKey("EURUSD"): return
        
        # Buy 3000 units of EURUSD if portfolio not invested
        if not self.Portfolio.Invested:
            self.MarketOrder("EURUSD",3000)
        else:
            # Sell 1000 units using MarketOrder()
            self.MarketOrder("EURUSD",-1000)
            # Sell 1000 units using Sell()
            self.Sell("EURUSD",1000)