Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
41.663%
Drawdown
28.900%
Expectancy
0
Start Equity
100000
End Equity
126170.89
Net Profit
26.171%
Sharpe Ratio
0.998
Sortino Ratio
0.979
Probabilistic Sharpe Ratio
45.035%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.228
Beta
0.997
Annual Standard Deviation
0.347
Annual Variance
0.12
Information Ratio
2.026
Tracking Error
0.112
Treynor Ratio
0.347
Total Fees
$2.33
Estimated Strategy Capacity
$300000000.00
Lowest Capacity Asset
QQQ RIWIV7K5Z9LX
Portfolio Turnover
0.41%
Drawdown Recovery
104
 
from AlgorithmImports import *

class BuyHoldQQQ(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2020, 2, 1)
        self.set_end_date(2020, 10, 1)
        self.set_cash(100_000)
        self.add_equity("QQQ", Resolution.DAILY)

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