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 -0.527 Tracking Error 0.191 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
class CryingYellowGreenDonkey(QCAlgorithm): def Initialize(self): self.SetStartDate(1998, 1, 1) self.SetCash(100000) tickers = ["EAGL", "EAGL.1"] self.symbols = [] for ticker in tickers: symbol = self.AddEquity(ticker, Resolution.Daily).Symbol self.symbols.append(symbol) self.Log(symbol.ID.Date)