Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
23.764%
Drawdown
13.200%
Expectancy
0
Start Equity
1000000
End Equity
1235955.56
Net Profit
23.596%
Sharpe Ratio
0.925
Sortino Ratio
1.172
Probabilistic Sharpe Ratio
47.012%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.09
Beta
1.893
Annual Standard Deviation
0.173
Annual Variance
0.03
Information Ratio
0.192
Tracking Error
0.146
Treynor Ratio
0.085
Total Fees
$146.97
Estimated Strategy Capacity
$16000000.00
Lowest Capacity Asset
MWD R735QTJ8XC9X
Portfolio Turnover
0.27%
 
from AlgorithmImports import *

class BuyAndHoldMSFT(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2017, 1, 1)
        self.SetEndDate(2018, 1, 1)
        self.SetCash(1000_000)
        
        self.ms = self.AddEquity("MS", Resolution.Daily).Symbol
        self.bought = False

    def OnData(self, data):
        if not self.bought and self.ms in data:
            self.SetHoldings(self.ms, 1.0) 
            self.bought = True
            self.Debug(f"Bought MS at {data[self.ms].Close}")