Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
18.636%
Drawdown
1.600%
Expectancy
0
Net Profit
3.332%
Sharpe Ratio
2.884
Probabilistic Sharpe Ratio
77.534%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.157
Beta
0.001
Annual Standard Deviation
0.055
Annual Variance
0.003
Information Ratio
-1.595
Tracking Error
0.131
Treynor Ratio
191.833
Total Fees
$1.00
 
namespace QuantConnect
{
    public class BuyOneSecurity : QCAlgorithm
    {
        string _ticker = "TQQQ";
        private Symbol _symbol;
        private Identity _price;

        public override void Initialize()
        {
           SetStartDate(2020, 12, 01); 
           //SetEndDate(2021, 02, 01);
            
            SetCash(100000);
            
            _symbol = AddEquity(_ticker, Resolution.Daily, Market.USA).Symbol;
            
            _price = Identity(_symbol);
            PlotIndicator($"{_symbol.Value} Price", _price);
        }

        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings(_symbol, 0.1);
                Log($"Purchased Security {_symbol.ID}");
            }
        }
        
        public override void OnSecuritiesChanged(SecurityChanges changes)
        {
            foreach (var securityChange in changes.RemovedSecurities)
            {
                Log(securityChange.Symbol.ID.ToString() + " - Delisted");
            }
            
        }

        
        public override void OnEndOfAlgorithm()
        {
            Liquidate();
        }
    }
}