Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
59.157%
Drawdown
1.600%
Expectancy
0
Net Profit
5.493%
Sharpe Ratio
6.214
Probabilistic Sharpe Ratio
89.730%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.59
Beta
-0.139
Annual Standard Deviation
0.076
Annual Variance
0.006
Information Ratio
-1.318
Tracking Error
0.274
Treynor Ratio
-3.411
Total Fees
$1.00
 
class Example(QCAlgorithm):

    def Initialize(self):
        self.UniverseSettings.Resolution = Resolution.Minute
        # stopMarketOrderFillTime = datetime.min
        self.SetStartDate(2020, 5, 12)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.AddEquity("SPY", Resolution.Daily)
        self.AddEquity("AAPL", Resolution.Daily)
        self.Schedule.On(self.DateRules.EveryDay("SPY"),self.TimeRules.AfterMarketOpen("SPY", 1), self.Rebalance)
        
        self.bought = False

    def Rebalance(self):
        if not self.bought:
            self.LimitOrder("AAPL",100,304)
            self.bought = True