Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
2.758%
Drawdown
7.600%
Expectancy
0
Net Profit
3.494%
Sharpe Ratio
-0.464
Sortino Ratio
-0.622
Probabilistic Sharpe Ratio
18.028%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.03
Beta
0.394
Annual Standard Deviation
0.058
Annual Variance
0.003
Information Ratio
-0.39
Tracking Error
0.089
Treynor Ratio
-0.068
Total Fees
$1.00
Estimated Strategy Capacity
$180000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0.09%
 
# region imports
from AlgorithmImports import *
# endregion

class SquareGreenKitten(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 8, 5) 
        self.AddEquity("SPY", Resolution.Minute) 

        orderProperties = TerminalLinkOrderProperties()
        orderProperties.AutomaticPositionSides = False
        self.DefaultOrderProperties = orderProperties

    def OnData(self, data: Slice):
        if not self.Portfolio.Invested:
            # OrderPosition.BuyToOpen 
            # OrderPosition.BuyToClose
            # OrderPosition.SellToOpen
            # OrderPosition.SellToClose
            op = TerminalLinkOrderProperties()
            op.PositionSide = OrderPosition.BuyToOpen
            self.MarketOrder("SPY", 100, orderProperties=op)