Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino 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
-1.307
Tracking Error
0.108
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
from AlgorithmImports import *

class TopCryptoStrategy(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2022, 12, 8)
        self.set_cash(100000)
        
        # Adding equity symbols
        self.add_equity("SPLX", Resolution.MINUTE)
        

    def on_data(self, data: Slice):
        if not self.Portfolio.Invested:
            # Equal weight allocation
            weight = 1  # 20% allocation to each stock
            self.SetHoldings("SPLX", weight)