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
-0.5
Tracking Error
0.196
Treynor Ratio
0
Total Fees
$0.00
 
# Ray Dalio's portfolio idea with futures.

class FuturePortfolio(QCAlgorithm):

    def Initialize(self):
        pass