| Overall Statistics |
|
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 12027120883.823% Drawdown 0.200% Expectancy 0 Net Profit 29.029% Sharpe Ratio 523014.675 Probabilistic Sharpe Ratio 100.000% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 655879.889 Beta 12.58 Annual Standard Deviation 1.254 Annual Variance 1.573 Information Ratio 531875.611 Tracking Error 1.233 Treynor Ratio 52138.564 Total Fees $1.97 |
class HorizontalNadionCoreWave(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2019, 10, 21) # Set Start Date
self.SetEndDate(2019, 10, 27) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.AddEquity("TSLA", Resolution.Daily) # Add data feed
self.max_train_seconds = 5 # Specify max training time
def train(self):
start_time = datetime.now() # Current time
while True:
# Train function call...
# Stop looping if reached maximum training duration
if (datetime.now() - start_time).seconds >= self.max_train_seconds:
break
def OnData(self, data):
if not self.Portfolio.Invested:
self.SetHoldings("TSLA", 1)
self.train()