Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
37.904%
Drawdown
38.500%
Expectancy
0
Net Profit
200.072%
Sharpe Ratio
0.991
Sortino Ratio
1.101
Probabilistic Sharpe Ratio
42.961%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.148
Beta
1.229
Annual Standard Deviation
0.286
Annual Variance
0.082
Information Ratio
0.948
Tracking Error
0.182
Treynor Ratio
0.231
Total Fees
$12.28
Estimated Strategy Capacity
$170000000.00
Lowest Capacity Asset
AAPL R735QTJ8XC9X
Portfolio Turnover
0.08%
#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Algorithm.Selection;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion

using QuantConnect.DataSource;

namespace QuantConnect
{
    public class USEquityDataAlgorithm : QCAlgorithm
    {
        private Symbol _symbol;
        
        public override void Initialize()
        {
            SetStartDate(2018, 1, 1);
            SetEndDate(2021, 6, 1);
            SetCash(100000);

            // Requesting data
            _symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
            
            // Historical data
            var history = History(_symbol, 60, Resolution.Daily);
            Debug($"We got {history.Count()} items from our history request");
        }

        public override void OnData(Slice slice)
        {
            if (slice.ContainsKey(_symbol) && slice[_symbol] != null && !Portfolio.Invested)
            {
                SetHoldings(_symbol, 1);
            }
        }
    }
}