Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
193.901%
Drawdown
36.600%
Expectancy
0
Net Profit
71.689%
Sharpe Ratio
3.277
Probabilistic Sharpe Ratio
75.455%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
1.827
Beta
0.214
Annual Standard Deviation
0.579
Annual Variance
0.335
Information Ratio
2.674
Tracking Error
0.588
Treynor Ratio
8.864
Total Fees
$1.29
Estimated Strategy Capacity
$480000000.00
 
class CasualFluorescentOrangeSheep(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 10, 12)
        self.SetCash(100000)
        self.symbol = self.AddEquity("TSLA", Resolution.Daily).Symbol
        self.target_price = None
        self.order_ticket = None


    def OnData(self, data):
        if self.target_price is None:
            self.target_price = data[self.symbol].Price * 0.9

        if data[self.symbol].Price < self.target_price and self.order_ticket is None:
            quantity = self.CalculateOrderQuantity(self.symbol, 1)
            self.order_ticket = self.LimitOrder(self.symbol, quantity, self.target_price)