Overall Statistics
Total Trades
2
Average Win
126.30%
Average Loss
0%
Compounding Annual Return
3.440%
Drawdown
81.800%
Expectancy
0
Net Profit
126.243%
Sharpe Ratio
0.222
Probabilistic Sharpe Ratio
0.000%
Loss Rate
0%
Win Rate
100%
Profit-Loss Ratio
0
Alpha
0.018
Beta
0.329
Annual Standard Deviation
0.185
Annual Variance
0.034
Information Ratio
-0.143
Tracking Error
0.207
Treynor Ratio
0.124
Total Fees
$52.57
Estimated Strategy Capacity
$3500000.00
Lowest Capacity Asset
RGNC TFSTYQ0CPQW5
 
class CalmFluorescentYellowShark(QCAlgorithm):

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


    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("RGP", 1)