Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
10.700%
Drawdown
55.100%
Expectancy
0
Start Equity
100000
End Equity
690646.33
Net Profit
590.646%
Sharpe Ratio
0.407
Sortino Ratio
0.414
Probabilistic Sharpe Ratio
0.555%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.001
Beta
0.999
Annual Standard Deviation
0.162
Annual Variance
0.026
Information Ratio
-0.253
Tracking Error
0.002
Treynor Ratio
0.066
Total Fees
$4.66
Estimated Strategy Capacity
$370000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0.01%
Drawdown Recovery
1772
 
from AlgorithmImports import *

class BuyHoldSPY(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2007, 7, 1)
        self.set_end_date(2026, 6, 29)
        self.set_cash(100000)
        self.add_equity("SPY", Resolution.DAILY)
        self.set_benchmark("SPY")
    def on_data(self, data):
        if not self.portfolio.invested:
            self.set_holdings("SPY", 1.0)