Overall Statistics
class algorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2012,1,1)  #Set Start Date
        self.SetEndDate(2012,2,5)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        self.market_window = 200
        self.AddEquity('SPY', Resolution.Daily)
        self.Schedule.On(self.DateRules.MonthStart("SPY"), 
                         self.TimeRules.AfterMarketOpen("SPY", 60), 
                         Action(self.Rebalance))
                         
    def Rebalance(self):
        history = self.History(["SPY"],  20, Resolution.Daily)
        self.Debug(history.head())