Overall Statistics
Total Orders
11
Average Win
0%
Average Loss
-5.12%
Compounding Annual Return
-44.182%
Drawdown
70.800%
Expectancy
-1
Start Equity
100000
End Equity
44091.16
Net Profit
-55.909%
Sharpe Ratio
-0.751
Sortino Ratio
-1.052
Probabilistic Sharpe Ratio
0.844%
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.089
Beta
-2.256
Annual Standard Deviation
0.422
Annual Variance
0.178
Information Ratio
-0.847
Tracking Error
0.493
Treynor Ratio
0.14
Total Fees
$11.52
Estimated Strategy Capacity
$9500000.00
Lowest Capacity Asset
ADBE R735QTJ8XC9X
Portfolio Turnover
0.67%
 
from AlgorithmImports import *

class FormalFluorescentYellowFlamingo(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2022, 12, 8)
        self.set_cash(100000)
        
        # Adding equity symbols
        self.add_equity("ADBE", Resolution.MINUTE)
        

    def on_data(self, data: Slice):
        if not self.Portfolio.Invested:
            # Equal weight allocation
            weight = -1.0  # 20% allocation to each stock
            self.SetHoldings("ADBE", weight)