Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 14.960% Drawdown 10.000% Expectancy 0 Net Profit 2.359% Sharpe Ratio 0.649 Probabilistic Sharpe Ratio 42.957% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.137 Beta 0.087 Annual Standard Deviation 0.229 Annual Variance 0.053 Information Ratio 0.07 Tracking Error 0.248 Treynor Ratio 1.717 Total Fees $46.81 |
namespace QuantConnect { public class BuyOneSecurity : QCAlgorithm { string _ticker = "ibn"; private Symbol _symbol; private Identity _price; public override void Initialize() { SetStartDate(2014, 11, 1); SetEndDate(2015, 01, 1); SetCash(100000); _symbol = AddEquity(_ticker, Resolution.Daily, Market.USA).Symbol; //_symbol = AddForex(_ticker, Resolution.Minute, Market.FXCM).Symbol; _price = Identity(_symbol); PlotIndicator($"{_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(); } } }