Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
5.206%
Drawdown
0.300%
Expectancy
0
Start Equity
100000
End Equity
106598.71
Net Profit
6.599%
Sharpe Ratio
-1.86
Sortino Ratio
-3.097
Probabilistic Sharpe Ratio
100.000%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.017
Beta
0.006
Annual Standard Deviation
0.009
Annual Variance
0
Information Ratio
-1.189
Tracking Error
0.109
Treynor Ratio
-2.727
Total Fees
$10.90
Estimated Strategy Capacity
$240000.00
Lowest Capacity Asset
VUSB XNGNT5DAZ7TX
Portfolio Turnover
0.22%
 
# region imports
from AlgorithmImports import *
# endregion

class CreativeSkyBlueGoat(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2022, 12, 12)
        self.set_cash(100000)
        self.add_equity("VUSB", Resolution.MINUTE)
        self.add_equity("VMFXX", Resolution.MINUTE)
        
    def on_data(self, data: Slice):
        if not self.portfolio.invested:
            self.set_holdings("VUSB", 1)
            self.set_holdings("VMFXX", 0)