Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
57.048%
Drawdown
12.600%
Expectancy
0
Start Equity
100000
End Equity
220582.70
Net Profit
120.583%
Sharpe Ratio
2.129
Sortino Ratio
2.429
Probabilistic Sharpe Ratio
89.913%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.037
Beta
1.089
Annual Standard Deviation
0.181
Annual Variance
0.033
Information Ratio
0.718
Tracking Error
0.092
Treynor Ratio
0.355
Total Fees
$2.84
Estimated Strategy Capacity
$480000000.00
Lowest Capacity Asset
QQQ RIWIV7K5Z9LX
Portfolio Turnover
0.15%
Drawdown Recovery
89
 
from AlgorithmImports import *

class BuyHoldQQQ(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2020, 4, 1)
        self.set_end_date(2022, 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)