Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return -71.148% Drawdown 13.800% Expectancy 0 Net Profit -9.917% Sharpe Ratio -2.573 Probabilistic Sharpe Ratio 5.876% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha -0.399 Beta 0.477 Annual Standard Deviation 0.267 Annual Variance 0.071 Information Ratio -0.306 Tracking Error 0.27 Treynor Ratio -1.441 Total Fees $20.91 |
namespace QuantConnect { public class BuyOneSecurity : QCAlgorithm { string _ticker = "fr"; private Symbol _symbol; private Identity _price; public override void Initialize() { SetStartDate(2008, 6, 1); SetEndDate(2008, 7, 1); SetCash(100000); _symbol = AddEquity(_ticker, Resolution.Minute, Market.USA).Symbol; _price = Identity(_symbol); PlotIndicator($"{_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(); } } }