Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
-44.84%
Compounding Annual Return
-2.436%
Drawdown
96.500%
Expectancy
-1
Net Profit
-44.864%
Sharpe Ratio
0.171
Probabilistic Sharpe Ratio
0.000%
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.008
Beta
0.911
Annual Standard Deviation
0.425
Annual Variance
0.181
Information Ratio
0.005
Tracking Error
0.4
Treynor Ratio
0.08
Total Fees
$19.60
Estimated Strategy Capacity
$160000.00
Lowest Capacity Asset
IS R735QTJ8XC9X
 
class CalmFluorescentYellowShark(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(1998, 1, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("IS", Resolution.Daily)


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''

        if not self.Portfolio.Invested:
            self.SetHoldings("IS", 1)