Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
20.036%
Drawdown
3.600%
Expectancy
0
Net Profit
20.317%
Sharpe Ratio
2.539
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.015
Beta
8.517
Annual Standard Deviation
0.072
Annual Variance
0.005
Information Ratio
2.267
Tracking Error
0.072
Treynor Ratio
0.022
Total Fees
$2.37
 
namespace QuantConnect.Algorithm.CSharp
{
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        private Symbol _spy = QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA);

        public override void Initialize()
        {
            SetStartDate(2016, 10, 07);  //Set Start Date
            SetEndDate(2017, 10, 11);    //Set End Date
            SetCash(100000);             //Set Strategy Cash
            AddEquity("SPY", Resolution.Minute);
        }

        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings(_spy, 1);
                Debug("Purchased Stock");
            }
        }
    }
}