Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
13.865%
Drawdown
33.600%
Expectancy
0
Net Profit
131.338%
Sharpe Ratio
0.876
Probabilistic Sharpe Ratio
32.188%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.001
Beta
0.997
Annual Standard Deviation
0.18
Annual Variance
0.032
Information Ratio
-0.714
Tracking Error
0.002
Treynor Ratio
0.158
Total Fees
$2.72
Estimated Strategy Capacity
$130000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
 
# Buy And Hold SPY

class BuyAndHold(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2015, 1, 1)
        self.SetEndDate(2021, 6, 15)
        self.stock = self.AddEquity("SPY", Resolution.Hour).Symbol


    def OnData(self, data):
        if not self.Portfolio[self.stock].IsLong:
            self.SetHoldings(self.stock, 1.0 )