Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
16.321%
Drawdown
16.000%
Expectancy
0
Start Equity
100000
End Equity
149672.52
Net Profit
49.673%
Sharpe Ratio
0.706
Sortino Ratio
0.796
Probabilistic Sharpe Ratio
28.364%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.035
Beta
0.998
Annual Standard Deviation
0.168
Annual Variance
0.028
Information Ratio
0.618
Tracking Error
0.057
Treynor Ratio
0.119
Total Fees
$12.36
Estimated Strategy Capacity
$130000000.00
Lowest Capacity Asset
QQQ RIWIV7K5Z9LX
Portfolio Turnover
0.10%
Drawdown Recovery
175
 
from AlgorithmImports import *

class BuyHoldQQQ(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2010, 1, 1)
        self.set_end_date(2012, 9, 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)