Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
15.824%
Drawdown
53.300%
Expectancy
0
Start Equity
100000
End Equity
1703379.90
Net Profit
1603.380%
Sharpe Ratio
0.565
Sortino Ratio
0.607
Probabilistic Sharpe Ratio
2.978%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.035
Beta
1.06
Annual Standard Deviation
0.184
Annual Variance
0.034
Information Ratio
0.568
Tracking Error
0.069
Treynor Ratio
0.098
Total Fees
$13.36
Estimated Strategy Capacity
$18000000.00
Lowest Capacity Asset
QQQ RIWIV7K5Z9LX
Portfolio Turnover
0.01%
Drawdown Recovery
1135
 
# region imports
from AlgorithmImports import *
# endregion

class AlertVioletCoyote(QCAlgorithm):

    def initialize(self):
        # self.set_start_date(self.end_date - timedelta(5*365))
        self.set_start_date(2007,1,1)
        self.set_cash(100_000)
        self.add_equity("QQQ")

    def on_data(self, data: Slice):
        if not self.portfolio.invested:
            self.set_holdings("QQQ", 1)