Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
13.931%
Drawdown
33.700%
Expectancy
0
Start Equity
100000
End Equity
517361.80
Net Profit
417.362%
Sharpe Ratio
0.564
Sortino Ratio
0.572
Probabilistic Sharpe Ratio
2.263%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0
Beta
0.999
Annual Standard Deviation
0.143
Annual Variance
0.02
Information Ratio
-0.424
Tracking Error
0
Treynor Ratio
0.08
Total Fees
$3.37
Estimated Strategy Capacity
$630000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0.02%
Drawdown Recovery
708
 
from AlgorithmImports import *


class BuyAndHold(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2014, 1, 2)
        self.set_end_date(2026, 8, 6)
        self.set_cash(100_000)
        self._asset = self.add_equity("SPY", Resolution.DAILY).symbol

    def on_data(self, data: Slice) -> None:
        if not self.portfolio.invested:
            self.set_holdings(self._asset, 1)