Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
19.093%
Drawdown
35.100%
Expectancy
0
Start Equity
100000
End Equity
904303.55
Net Profit
804.304%
Sharpe Ratio
0.682
Sortino Ratio
0.729
Probabilistic Sharpe Ratio
5.690%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.028
Beta
1.158
Annual Standard Deviation
0.178
Annual Variance
0.032
Information Ratio
0.592
Tracking Error
0.068
Treynor Ratio
0.105
Total Fees
$6.33
Estimated Strategy Capacity
$120000000.00
Lowest Capacity Asset
QQQ RIWIV7K5Z9LX
Portfolio Turnover
0.02%
Drawdown Recovery
715
 
from AlgorithmImports import *


class BuyAndHold(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2014, 1, 2)
        self.set_end_date(2026, 8, 6)
        self.set_cash(100_000)
        self._asset = self.add_equity("QQQ", Resolution.DAILY).symbol

    def on_data(self, data: Slice) -> None:
        if not self.portfolio.invested:
            self.set_holdings(self._asset, 1)