Overall Statistics
Total Orders
3
Average Win
0%
Average Loss
0%
Compounding Annual Return
20.068%
Drawdown
18.500%
Expectancy
0
Start Equity
100000
End Equity
134040.81
Net Profit
34.041%
Sharpe Ratio
0.691
Sortino Ratio
0.751
Probabilistic Sharpe Ratio
52.956%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.026
Beta
0.755
Annual Standard Deviation
0.128
Annual Variance
0.016
Information Ratio
0.068
Tracking Error
0.075
Treynor Ratio
0.117
Total Fees
$4.43
Estimated Strategy Capacity
$9200000.00
Lowest Capacity Asset
BND TRO5ZARLX6JP
Portfolio Turnover
0.17%
Drawdown Recovery
250
 
# region imports
from AlgorithmImports import *
# endregion

# Your New Python File

# region imports
from AlgorithmImports import *
# endregion

class PensiveRedDinosaur(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2024, 4, 9)
        self.set_cash(100000)
        self.add_equity("SPY", Resolution.MINUTE)
        self.add_equity("BND", Resolution.MINUTE)
        self.add_equity("AAPL", Resolution.MINUTE)

    def on_data(self, data: Slice):
        if not self.portfolio.invested:
            self.set_holdings("SPY", 0.33)
            self.set_holdings("BND", 0.33)
            self.set_holdings("AAPL", 0.33)