Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-3.018%
Drawdown
29.800%
Expectancy
0
Start Equity
100000
End Equity
96004.77
Net Profit
-3.995%
Sharpe Ratio
-0.083
Sortino Ratio
-0.111
Probabilistic Sharpe Ratio
9.059%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.029
Beta
1.268
Annual Standard Deviation
0.244
Annual Variance
0.06
Information Ratio
0.209
Tracking Error
0.087
Treynor Ratio
-0.016
Total Fees
$1.40
Estimated Strategy Capacity
$1200000000.00
Lowest Capacity Asset
QQQ RIWIV7K5Z9LX
Portfolio Turnover
0.21%
Drawdown Recovery
55
 
from AlgorithmImports import *

class BuyHoldQQQ(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2022, 2, 1)
        self.set_end_date(2023, 6, 1)
        self.set_cash(100_000)
        self.add_equity("QQQ", Resolution.DAILY)

    def on_data(self, data: Slice):
        if not self.portfolio.invested:
            self.set_holdings("QQQ", 1)