Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
13.062%
Drawdown
24.500%
Expectancy
0
Start Equity
1000000
End Equity
1848571.62
Net Profit
84.857%
Sharpe Ratio
0.406
Sortino Ratio
0.465
Probabilistic Sharpe Ratio
4.509%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0
Beta
1
Annual Standard Deviation
0.142
Annual Variance
0.02
Information Ratio
-0.395
Tracking Error
0.001
Treynor Ratio
0.058
Total Fees
$12.40
Estimated Strategy Capacity
$1000000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0.05%
Drawdown Recovery
708
 
from AlgorithmImports import *

class BuyHoldSPY(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2021, 7, 1)
        self.set_end_date(2026, 7, 1)
        self.set_cash(1_000_000)
        self.add_equity("SPY", Resolution.DAILY)
        self.set_benchmark("SPY")
    def on_data(self, data):
        if not self.portfolio.invested:
            self.set_holdings("SPY", 1.0)