Overall Statistics
Total Orders
3
Average Win
0%
Average Loss
0%
Compounding Annual Return
4.309%
Drawdown
17.000%
Expectancy
0
Start Equity
100000
End Equity
106545.83
Net Profit
6.546%
Sharpe Ratio
-0.191
Sortino Ratio
-0.187
Probabilistic Sharpe Ratio
15.740%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.08
Beta
0.635
Annual Standard Deviation
0.104
Annual Variance
0.011
Information Ratio
-1.64
Tracking Error
0.07
Treynor Ratio
-0.031
Total Fees
$4.43
Estimated Strategy Capacity
$12000000.00
Lowest Capacity Asset
BND TRO5ZARLX6JP
Portfolio Turnover
0.18%
 
# region imports
from AlgorithmImports import *
# endregion

class JumpingAsparagusBeaver(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2023, 12, 3)
        self.set_cash(100000)
        self.add_equity("SPY", Resolution.MINUTE)
        self.add_equity("BND", Resolution.MINUTE)
        self._appl = 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)
        
        if self.time.year == 2025 and not self._appl.invested:
            self.set_holdings("AAPL", 0.33)