Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
29.240%
Drawdown
27.500%
Expectancy
0
Start Equity
100000
End Equity
143166.48
Net Profit
43.166%
Sharpe Ratio
0.651
Sortino Ratio
0.696
Probabilistic Sharpe Ratio
36.904%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.038
Beta
1.568
Annual Standard Deviation
0.274
Annual Variance
0.075
Information Ratio
0.398
Tracking Error
0.223
Treynor Ratio
0.114
Total Fees
$1.52
Estimated Strategy Capacity
$4700000.00
Lowest Capacity Asset
ADBE R735QTJ8XC9X
Portfolio Turnover
0.19%
 
from AlgorithmImports import *

class TopCryptoStrategy(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  # 20% allocation to each stock
            self.SetHoldings("ADBE", weight)