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 -3.277 Tracking Error 0.175 Treynor Ratio 0 Total Fees $0.00 |
class ParticleTransdimensionalAtmosphericScrubbers(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 6, 29) # Set Start Date self.SetEndDate(2020,12,1) self.SetCash(100000) # Set Strategy Cash self.SetBenchmark("SPY")