Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
0%
Compounding Annual Return
-0.665%
Drawdown
0.000%
Expectancy
0
Net Profit
-0.016%
Sharpe Ratio
-2.59
Probabilistic Sharpe Ratio
23.609%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.002
Beta
-0.005
Annual Standard Deviation
0.002
Annual Variance
0
Information Ratio
-12.101
Tracking Error
0.132
Treynor Ratio
1.106
Total Fees
$40.00
 
class ParticleQuantumComputer(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 6, 29)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        # self.AddEquity("SPY", Resolution.Minute)
        # self.AddEquity('SPY', Resolution.Minute)
        
        self.SetSecurityInitializer(self.CustomSecurityInitializer)
        
        self.AddEquity('SPY', Resolution.Daily)
        self.AddEquity('QQQ', Resolution.Daily)

    def OnData(self, data):
        if not self.Portfolio.Invested:
            for security in self.Securities.Keys:
                self.MarketOrder(security, 1)
 
    def CustomSecurityInitializer(self, security):
        security.SetFeeModel(CustomFeeModel())
        
class CustomFeeModel:
    def GetOrderFee(self, parameters):
        return OrderFee(CashAmount(20, 'USD'))