Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
1.533%
Drawdown
11.200%
Expectancy
0
Net Profit
2.869%
Sharpe Ratio
0.199
Probabilistic Sharpe Ratio
9.459%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.004
Beta
0.389
Annual Standard Deviation
0.063
Annual Variance
0.004
Information Ratio
-0.311
Tracking Error
0.099
Treynor Ratio
0.032
Total Fees
$0.00
Estimated Strategy Capacity
$230000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
 
#region imports
    using QuantConnect.Brokerages;
    using QuantConnect.Data;
    using QuantConnect.Orders;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class WolverineBrokerageExampleAlgorithm : QCAlgorithm
    {
        private Symbol _symbol;
        
        public override void Initialize()
        {
            SetStartDate(2021, 1, 1);
            SetCash(100000);

            SetBrokerageModel(BrokerageName.Wolverine, AccountType.Margin);
            
            _symbol = AddEquity("SPY", Resolution.Minute).Symbol;
        }

        public override void OnData(Slice data)
        {
            if (Portfolio.Invested)
            {
                return;
            }
            
            // Place an order
            MarketOrder(_symbol, 100);
        }
    }
}