Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
15.755%
Drawdown
33.200%
Expectancy
0
Start Equity
100000
End Equity
255842.10
Net Profit
155.842%
Sharpe Ratio
0.533
Sortino Ratio
0.545
Probabilistic Sharpe Ratio
17.542%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0
Beta
0.985
Annual Standard Deviation
0.166
Annual Variance
0.028
Information Ratio
-0.262
Tracking Error
0.005
Treynor Ratio
0.09
Total Fees
$1.68
Estimated Strategy Capacity
$960000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0.04%
Drawdown Recovery
708
 
from AlgorithmImports import *


class BuyHoldSPY(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2020, 1, 1)
        self.set_end_date(2026, 6, 1)
        self.set_cash(100_000)
        self.add_equity("SPY", Resolution.DAILY)

    def on_data(self, data: Slice):
        if not self.portfolio.invested:
            self.set_holdings("SPY", 1)