Trend following algorithm backtest doesn't have lot of data

thats strange , AlgoFramework algos produce extra stats but i thought winrate would be in all backtest stats. I would rename that self.data variable just in case.

Pardhu Nani  i think add some debug statements to confirm you are closing positions , not just buying/shorting

Hello.

1. For insights, I think you need explicitly create them if you want to use them and see them in the report.

2. I believe you need to delete not in if statement when you liquidate a position: 

            if self.data[symbol].sma45.Current.Value < self.data[symbol].sma44.Current.Value:
                if self.Portfolio[symbol].Invested:
                    self.Liquidate(symbol)

3.  In the init part it makes sense to put self.UniverseSettings.Resolution = Resolution.Daily otherwise it uses resolution by default(which minutely?) 

Hi All

The statistics is not available because the positions had not been closed. Thus, they were not logged in the summary statistics. You may simply liquidate your portfolio by the OnEndOfAlgorithm event handler to obtain that:

def OnEndOfAlgorithm(self):
    self.Liquidate()

Best
Louis