| Overall Statistics |
|
Total Trades 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Net Profit 0% Sharpe Ratio 0 Probabilistic Sharpe Ratio 0% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio -0.015 Tracking Error 0.121 Treynor Ratio 0 Total Fees $0.00 |
using QuantConnect.Statistics;
namespace QuantConnect.Algorithm.CSharp
{
public class UncoupledModulatedAtmosphericScrubbers : QCAlgorithm
{
public override void Initialize()
{
SetStartDate(2020, 1, 1);
SetEndDate(2020, 2, 1);
AddEquity("QQQ", Resolution.Minute);
Debug("PL RATIO: " + QuantConnect.Statistics.Statistics.ProfitLossRatio(0.5m, 0.5m));
Quit("Test Complete");
}
}
}