Overall Statistics
Total Trades
3
Average Win
0%
Average Loss
0%
Compounding Annual Return
-1.006%
Drawdown
13.500%
Expectancy
0
Net Profit
-0.656%
Sharpe Ratio
-0.083
Probabilistic Sharpe Ratio
14.716%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.008
Beta
0.5
Annual Standard Deviation
0.103
Annual Variance
0.011
Information Ratio
0.231
Tracking Error
0.103
Treynor Ratio
-0.017
Total Fees
$4.14
Estimated Strategy Capacity
$7500000.00
Lowest Capacity Asset
BND TRO5ZARLX6JP
 
# region imports
from AlgorithmImports import *
# endregion 


class CreativeYellowGreenCormorant(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 10, 6)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash jijijijj
        self.AddEquity("SPY", Resolution.Minute) 
        self.AddEquity("BND", Resolution.Minute)
        self.AddEquity("AAPL", Resolution.Minute)

    def OnData(self, data: Slice):
        if not self.Portfolio.Invested:
            p = self.GetParameter("p")
            pf = float(p)
            self.SetHoldings("SPY", 0.33 * pf )
            self.SetHoldings("BND", 0.33 )
            self.SetHoldings("AAPL", 0.33)