Overall Statistics
Total Trades
11
Average Win
0.08%
Average Loss
0%
Compounding Annual Return
0.153%
Drawdown
2.900%
Expectancy
0
Net Profit
0.539%
Sharpe Ratio
0.089
Probabilistic Sharpe Ratio
3.044%
Loss Rate
0%
Win Rate
100%
Profit-Loss Ratio
0
Alpha
0.003
Beta
-0.01
Annual Standard Deviation
0.016
Annual Variance
0
Information Ratio
-0.768
Tracking Error
0.199
Treynor Ratio
-0.139
Total Fees
$11.00
Estimated Strategy Capacity
$240000000.00
Lowest Capacity Asset
IBM R735QTJ8XC9X
using System.Collections.Generic;
using QuantConnect.Data;
using QuantConnect.Interfaces;

namespace QuantConnect
{
    public class VirtualApricotGalago : QCAlgorithm
    {
    	 private Symbol _symbol;
    	 private OrderTicket _limitTicket;
    	 private OrderTicket _stopLimitTicket;
    	 decimal TP1;
    	 decimal TP2;
        public override void Initialize()
        {
            SetStartDate(2017, 12, 1);
            SetCash(100000);
            _symbol = AddEquity( "IBM", Resolution.Daily).Symbol;
        }
        public override void OnOrderEvent(OrderEvent orderEvent){
        	if (orderEvent.Status == OrderStatus.Filled){
        		if(_limitTicket == null || orderEvent.OrderId != _limitTicket.OrderId){
        			return;
        		}
        		Debug("Sold at TP1");
        		var limitPrice = orderEvent.FillPrice * 1.01m;
        		_stopLimitTicket = StopLimitOrder(_symbol, -50, orderEvent.FillPrice, limitPrice);
        		
        	}
        	
        	if(_stopLimitTicket != null && orderEvent.OrderId == _stopLimitTicket.OrderId) {
        		Debug("Stop Limit order Executed");
        	}
        	
        }

        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
	        	var close = Securities[_symbol].Close;
            	
                MarketOrder(_symbol, 100);
                Debug("Purchased Stock");
                _limitTicket = LimitOrder(_symbol, -50, close*1.01m);
                Debug("Limit order sent at TP1");
            }
        }
    }
}