Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
9.003%
Drawdown
34.700%
Expectancy
0
Start Equity
100000
End Equity
129534.21
Net Profit
29.534%
Sharpe Ratio
0.204
Sortino Ratio
0.249
Probabilistic Sharpe Ratio
10.728%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.002
Beta
1.273
Annual Standard Deviation
0.194
Annual Variance
0.038
Information Ratio
0.14
Tracking Error
0.072
Treynor Ratio
0.031
Total Fees
$1.27
Estimated Strategy Capacity
$1100000000.00
Lowest Capacity Asset
QQQ RIWIV7K5Z9LX
Portfolio Turnover
0.09%
Drawdown Recovery
707
 
from AlgorithmImports import *

class BuyHoldQQQ(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2022, 1, 1)
        self.set_end_date(2025, 1, 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)