Overall Statistics
Total Trades
3
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Sortino Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$4.34
Estimated Strategy Capacity
$18000000.00
Lowest Capacity Asset
BND TRO5ZARLX6JP
Portfolio Turnover
49.46%
 
# region imports
from AlgorithmImports import *
# endregion

class HipsterLightBrownKangaroo(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 7, 26)
        self.SetEndDate(2022,7,27)
        self.SetCash(100000)
        self.AddEquity("SPY", Resolution.Second)
        self.AddEquity("BND", Resolution.Second)
        self.AddEquity("AAPL", Resolution.Second)

    def OnData(self, data: Slice):
        if not self.Portfolio.Invested:
            self.SetHoldings("SPY", 0.33)
            self.SetHoldings("BND", 0.33)
            self.SetHoldings("AAPL", 0.33)