Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
-35.71%
Compounding Annual Return
-75.943%
Drawdown
79.600%
Expectancy
-1
Net Profit
-73.989%
Sharpe Ratio
-1.326
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-1.777
Beta
35.8
Annual Standard Deviation
0.807
Annual Variance
0.651
Information Ratio
-1.35
Tracking Error
0.807
Treynor Ratio
-0.03
Total Fees
$2.00
 
using QuantConnect.Indicators; 

namespace QuantConnect
{
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
    	string _ticker = "dgaz"; 
        private Symbol _symbol;
        private Identity _price; 

        public override void Initialize()
        {
            SetStartDate(2018, 01, 01);
            SetEndDate(2018, 12, 11);

            _symbol = AddEquity(_ticker, Resolution.Daily).Symbol;
            //_symbol = AddCfd(_ticker, Resolution.Hour, Market.Oanda).Symbol;
            
            _price = Identity(_symbol.Value);
            PlotIndicator($"{_symbol.Value} Price", _price);
        }

        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings(_symbol, 1);
                Log($"Purchased Security {_symbol}");
            }
        }
    }
}