Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
20.291%
Drawdown
17.200%
Expectancy
0
Start Equity
100000
End Equity
129623.23
Net Profit
29.623%
Sharpe Ratio
0.563
Sortino Ratio
0.731
Probabilistic Sharpe Ratio
38.335%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.014
Beta
1.152
Annual Standard Deviation
0.181
Annual Variance
0.033
Information Ratio
0.009
Tracking Error
0.132
Treynor Ratio
0.089
Total Fees
$3.53
Estimated Strategy Capacity
$35000000.00
Lowest Capacity Asset
AAPL R735QTJ8XC9X
Portfolio Turnover
0.19%
 
from AlgorithmImports import *

class FormalFluorescentYellowFlamingo(QCAlgorithm):

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

    def on_data(self, data: Slice):
        if not self.Portfolio.Invested:
            # Equal weight allocation
            weight = 1.0 # 20% allocation to each stock
            self.SetHoldings("AAPL", weight)