Overall Statistics
Total Trades
11
Average Win
0%
Average Loss
-5.36%
Compounding Annual Return
-96.645%
Drawdown
91.600%
Expectancy
-1
Net Profit
-81.704%
Sharpe Ratio
-0.297
Probabilistic Sharpe Ratio
15.747%
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.651
Beta
-1.831
Annual Standard Deviation
2.29
Annual Variance
5.244
Information Ratio
-0.281
Tracking Error
2.483
Treynor Ratio
0.372
Total Fees
$11.40
 
namespace QuantConnect.Algorithm.CSharp
{
    public class ResistanceCalibratedAntennaArray : QCAlgorithm
    {

        public override void Initialize()
        {
            SetStartDate(2019, 11, 21);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            AddEquity("TSLA", Resolution.Minute);


        }

        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings("TSLA", -1);
            }
        }

    }
}