Overall Statistics
Total Orders
11
Average Win
6.04%
Average Loss
-1.30%
Compounding Annual Return
1416.886%
Drawdown
2.800%
Expectancy
3.508
Start Equity
100000
End Equity
125667.11
Net Profit
25.667%
Sharpe Ratio
17.701
Sortino Ratio
52.782
Probabilistic Sharpe Ratio
99.821%
Loss Rate
20%
Win Rate
80%
Profit-Loss Ratio
4.63
Alpha
6.185
Beta
-0.015
Annual Standard Deviation
0.349
Annual Variance
0.122
Information Ratio
17.043
Tracking Error
0.364
Treynor Ratio
-424.231
Total Fees
$147.75
Estimated Strategy Capacity
$660000000.00
Lowest Capacity Asset
TSLA UNU3P8Y3WFAD
Portfolio Turnover
29.31%
Drawdown Recovery
5
 
# region imports
from AlgorithmImports import *
# endregion

import random

class VirtualMagentaBeaver(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2020, 1, 1)
        self.set_end_date(2020, 2, 1)
        self.set_cash(100000)
        self.add_equity('TSLA', Resolution.DAILY)
    
    def on_data(self, data):
        self.set_holdings('TSLA', round(random.random()))