Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
33.470%
Drawdown
1.200%
Expectancy
0
Net Profit
2.401%
Sharpe Ratio
2.937
Probabilistic Sharpe Ratio
71.129%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.014
Beta
0.994
Annual Standard Deviation
0.079
Annual Variance
0.006
Information Ratio
3.325
Tracking Error
0.004
Treynor Ratio
0.234
Total Fees
$1.24
Estimated Strategy Capacity
$850000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
 
namespace QuantConnect.Algorithm.CSharp
{
    public class CrawlingTanBat : QCAlgorithm
    {

        public override void Initialize()
        {
            SetStartDate(2021, 4, 5);  //Set Start Date
            SetEndDate(2021, 5, 4);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            
            AddEquity("SPY", Resolution.Daily);
        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
               SetHoldings("SPY", 1);
               Debug("Purchased Stock");
            }
        }

    }
}