Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
8.025%
Drawdown
33.300%
Expectancy
0
Start Equity
100000
End Equity
112634.83
Net Profit
12.635%
Sharpe Ratio
0.128
Sortino Ratio
0.146
Probabilistic Sharpe Ratio
15.920%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.082
Beta
1.186
Annual Standard Deviation
0.243
Annual Variance
0.059
Information Ratio
-0.371
Tracking Error
0.172
Treynor Ratio
0.026
Total Fees
$2.67
Estimated Strategy Capacity
$150000000.00
Lowest Capacity Asset
AAPL R735QTJ8XC9X
Portfolio Turnover
0.18%
 
# region imports
from AlgorithmImports import *
# endregion
class CrawlingRedOrangeGoat(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2024, 1, 1)
        self.set_cash(100000)
        self.add_equity("AAPL")
    def on_data(self, data: Slice):
        if not self.portfolio.invested:
            self.set_holdings("AAPL", 1)