Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return -31.157% Drawdown 93.300% Expectancy 0 Net Profit -67.373% Sharpe Ratio 0.091 Probabilistic Sharpe Ratio 4.610% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.069 Beta -0.104 Annual Standard Deviation 0.611 Annual Variance 0.374 Information Ratio -0.119 Tracking Error 0.624 Treynor Ratio -0.533 Total Fees $2.56 |
namespace QuantConnect { public class BuyOneSecurity : QCAlgorithm { string _ticker = "SVXY"; private Symbol _symbol; private Identity _price; public override void Initialize() { SetStartDate(2017, 1, 1); SetEndDate(2020, 1, 1); SetCash(100000); _symbol = AddEquity(_ticker, Resolution.Daily, Market.USA).Symbol; _price = Identity(_symbol); PlotIndicator($"{_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(); } } }