Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
13.964%
Drawdown
33.500%
Expectancy
0
Start Equity
100000
End Equity
445134.89
Net Profit
345.135%
Sharpe Ratio
0.55
Sortino Ratio
0.558
Probabilistic Sharpe Ratio
10.863%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0.994
Annual Standard Deviation
0.146
Annual Variance
0.021
Information Ratio
-0.146
Tracking Error
0.002
Treynor Ratio
0.081
Total Fees
$2.94
Estimated Strategy Capacity
$1500000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0.02%
Drawdown Recovery
708
 
from AlgorithmImports import *

class BuyHoldQQQ(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2015, 1, 1)
        self.set_end_date(2026, 6, 1)
        self.set_cash(100_000)
        self.add_equity("SPY", Resolution.DAILY)

    def on_data(self, data: Slice):
        if not self.portfolio.invested:
            self.set_holdings("SPY", 1)