Overall Statistics
Total Orders
8
Average Win
0%
Average Loss
-4.63%
Compounding Annual Return
-35.861%
Drawdown
65.700%
Expectancy
-1
Start Equity
100000
End Equity
57094.00
Net Profit
-42.906%
Sharpe Ratio
-0.621
Sortino Ratio
-0.917
Probabilistic Sharpe Ratio
2.113%
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.031
Beta
-2.242
Annual Standard Deviation
0.41
Annual Variance
0.168
Information Ratio
-0.742
Tracking Error
0.478
Treynor Ratio
0.114
Total Fees
$8.36
Estimated Strategy Capacity
$1200000.00
Lowest Capacity Asset
ADBE R735QTJ8XC9X
Portfolio Turnover
0.56%
 
from AlgorithmImports import *

class ShortAdobeWithoutRule(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2023, 1, 29)
        self.SetCash(100000)
        self.adobe = self.AddEquity("ADBE", Resolution.Minute).Symbol
        
        self.SetWarmup(1)  # Ensure the data is warmed up for 1 minute before trading starts

        self.Schedule.On(self.DateRules.EveryDay(self.adobe), self.TimeRules.AfterMarketOpen(self.adobe, 1), self.ShortAdobe)

    def ShortAdobe(self):
        if not self.Portfolio[self.adobe].Invested:
            self.SetHoldings(self.adobe, -1)  # Short Adobe

    def OnData(self, data: Slice):
        pass  # No rules for exiting the position in this strategy