Overall Statistics |
Total Trades 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Net Profit 0% Sharpe Ratio 0 Probabilistic Sharpe Ratio 0% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio -0.824 Tracking Error 0.157 Treynor Ratio 0 Total Fees $0.00 |
class VentralNadionAtmosphericScrubbers(QCAlgorithm): def Initialize(self): self.SetStartDate(2010, 1, 1) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.AddUniverse(self.CoarseSelectionFunction) self.UniverseSettings.Resolution = Resolution.Daily def CoarseSelectionFunction(self, coarse): symbols = [ x.Symbol for x in coarse ] self.Plot("Stocks", "Stocks", len(symbols)) return []