Overall Statistics
Total Trades
21547
Average Win
0.01%
Average Loss
-0.02%
Compounding Annual Return
-100.000%
Drawdown
88.100%
Expectancy
-0.962
Net Profit
-88.093%
Sharpe Ratio
-31.957
Loss Rate
98%
Win Rate
2%
Profit-Loss Ratio
0.71
Alpha
-33.13
Beta
504.831
Annual Standard Deviation
0.786
Annual Variance
0.618
Information Ratio
-31.982
Tracking Error
0.786
Treynor Ratio
-0.05
Total Fees
$0.00
 
class CalibratedModulatedInterceptor(QCAlgorithm):

    # Hello !
    def Initialize(self):
        self.SetStartDate(2019, 6, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddForex("EURUSD", Resolution.Minute) 
        self.counter = 0
        self.Log("Starting with counter at " + str(self.counter) )
    
    def OnData(self, data):
        self.Log("Preparing possitin")
        if not self.Portfolio.Invested:
            self.SetHoldings("EURUSD", 1)
            self.counter =  self.counter + 1
            self.Log("Invested " + str(self.counter) )
        else:
            self.Log("Not Invested " + str(self.counter))
            self.SetHoldings("EURUSD", 0)
        
        self.Log("Position done")
# Your New Python File