Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-4.502%
Drawdown
14.000%
Expectancy
0
Start Equity
1000000
End Equity
955261.58
Net Profit
-4.474%
Sharpe Ratio
-0.465
Sortino Ratio
-0.584
Probabilistic Sharpe Ratio
6.023%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.117
Beta
0.554
Annual Standard Deviation
0.093
Annual Variance
0.009
Information Ratio
-1.929
Tracking Error
0.091
Treynor Ratio
-0.078
Total Fees
$79.93
Estimated Strategy Capacity
$34000000.00
Lowest Capacity Asset
XON R735QTJ8XC9X
Portfolio Turnover
0.28%
 
from AlgorithmImports import *

class BuyAndHoldMSFT(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2017, 1, 1)
        self.SetEndDate(2018, 1, 1)
        self.SetCash(1000_000)
        
        self.ms = self.AddEquity("XOM", Resolution.Daily).Symbol
        self.bought = False

    def OnData(self, data):
        if not self.bought and self.ms in data:
            self.SetHoldings(self.ms, 1.0) 
            self.bought = True
            self.Debug(f"Bought XOM at {data[self.ms].Close}")