Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-99.986%
Drawdown
58.300%
Expectancy
0
Net Profit
-55.723%
Sharpe Ratio
-0.902
Probabilistic Sharpe Ratio
0.145%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.142
Beta
1.159
Annual Standard Deviation
1.108
Annual Variance
1.227
Information Ratio
-0.023
Tracking Error
0.627
Treynor Ratio
-0.863
Total Fees
$94.87
class TransdimensionalNadionFlange(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 2, 19)  # Set Start Date
        self.SetEndDate(2020, 3, 23)
        self.SetCash(1000000)  # Set Strategy Cash
        
        self.AddEquity("XLE", Resolution.Minute)


    def OnData(self, data):
        if not self.Portfolio.Invested:
            self.SetHoldings("XLE", 1)