Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0.255%
Drawdown
0%
Expectancy
0
Net Profit
0.129%
Sharpe Ratio
34.488
Probabilistic Sharpe Ratio
100%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.002
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-2.136
Tracking Error
0.151
Treynor Ratio
-252.891
Total Fees
$0.00
 
class OptimizedVerticalAntennaArray(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 7, 28)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.AddEquity("SPY", Resolution.Daily)


    def OnData(self, data):
        current_cash = self.Portfolio.CashBook[self.AccountCurrency].Amount
        self.Portfolio.CashBook.Add(self.AccountCurrency, current_cash + 1, 1)
        self.Plot("Cash", self.AccountCurrency, self.Portfolio.CashBook[self.AccountCurrency].Amount)