Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
53.872%
Drawdown
32.300%
Expectancy
0
Net Profit
24.860%
Sharpe Ratio
1.196
Probabilistic Sharpe Ratio
46.447%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.785
Beta
0.015
Annual Standard Deviation
0.658
Annual Variance
0.433
Information Ratio
0.94
Tracking Error
0.677
Treynor Ratio
52.701
Total Fees
$1.05
Estimated Strategy Capacity
$210000000.00
 
class CreativeTanBison(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 9, 2)
        self.SetCash(100000)
        self.symbol = self.AddEquity("TSLA", Resolution.Daily).Symbol


    def OnData(self, data):
        if not self.Portfolio.Invested:
            quantity = self.CalculateOrderQuantity("TSLA", 1)
            self.MarketOrder("TSLA", quantity)
            self.Log(f"Ordering {quantity} TSLA shares at price {data[self.symbol].Price}")
        self.Plot("Custom", "Cash", self.Portfolio.Cash)
    
    def OnOrderEvent(self, orderEvent):
        if orderEvent.Status == OrderStatus.Filled:
            self.Log(f"Filled at price {orderEvent.FillPrice}")