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 -3.495 Tracking Error 0.094 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset Portfolio Turnover 0% |
# region imports from AlgorithmImports import * # endregion class GeekyAsparagusKangaroo(QCAlgorithm): def Initialize(self): self.SetStartDate(2023, 5, 1) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.AddEquity("ACRS", Resolution.Daily) def OnData(self, data: Slice): self.Log(str(self.Time) + ",HIGH," + str(self.Securities["ACRS"].High) + ",LOW," + str(self.Securities["ACRS"].Low))