Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
16.971%
Drawdown
10.800%
Expectancy
0
Start Equity
100000
End Equity
105906.72
Net Profit
5.907%
Sharpe Ratio
0.702
Sortino Ratio
0.844
Probabilistic Sharpe Ratio
40.653%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.189
Beta
1.328
Annual Standard Deviation
0.188
Annual Variance
0.035
Information Ratio
-1.093
Tracking Error
0.1
Treynor Ratio
0.1
Total Fees
$1.66
Estimated Strategy Capacity
$400000000.00
Lowest Capacity Asset
QQQ RIWIV7K5Z9LX
Portfolio Turnover
0.73%
Drawdown Recovery
52
 
from AlgorithmImports import *

class BuyHoldQQQ(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2021, 1, 1)
        self.set_end_date(2021, 5, 15)
        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)