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 -0.015 Tracking Error 0.121 Treynor Ratio 0 Total Fees $0.00 |
using QuantConnect.Statistics; namespace QuantConnect.Algorithm.CSharp { public class UncoupledModulatedAtmosphericScrubbers : QCAlgorithm { public override void Initialize() { SetStartDate(2020, 1, 1); SetEndDate(2020, 2, 1); AddEquity("QQQ", Resolution.Minute); Debug("PL RATIO: " + QuantConnect.Statistics.Statistics.ProfitLossRatio(0.5m, 0.5m)); Quit("Test Complete"); } } }