Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
20.697%
Drawdown
2.600%
Expectancy
0
Start Equity
1000000
End Equity
1205517.05
Net Profit
20.552%
Sharpe Ratio
2.229
Sortino Ratio
2.498
Probabilistic Sharpe Ratio
94.152%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.006
Beta
0.985
Annual Standard Deviation
0.056
Annual Variance
0.003
Information Ratio
-1.166
Tracking Error
0.007
Treynor Ratio
0.127
Total Fees
$25.28
Estimated Strategy Capacity
$770000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0.27%
 
from AlgorithmImports import *

class BuyAndHoldMSFT(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2017, 1, 1)
        self.SetEndDate(2018, 1, 1)
        self.SetCash(1000_000)
        
        self.ms = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.bought = False

    def OnData(self, data):
        if not self.bought and self.ms in data:
            self.SetHoldings(self.ms, 1.0) 
            self.bought = True
            self.Debug(f"Bought SPY at {data[self.ms].Close}")