Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
24.502%
Drawdown
38.300%
Expectancy
0
Start Equity
100000
End Equity
299448.66
Net Profit
199.449%
Sharpe Ratio
0.837
Sortino Ratio
0.938
Probabilistic Sharpe Ratio
33.834%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.085
Beta
1.228
Annual Standard Deviation
0.204
Annual Variance
0.042
Information Ratio
0.66
Tracking Error
0.153
Treynor Ratio
0.139
Total Fees
$20.58
Estimated Strategy Capacity
$310000000.00
Lowest Capacity Asset
AAPL R735QTJ8XC9X
Portfolio Turnover
0.05%
Drawdown Recovery
617
 
# region imports
from AlgorithmImports import *
# endregion

class BuyandHold(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2015, 1, 2)
        self.SetEndDate(2020, 1, 2)
        self.SetCash(100000)
        self.AddEquity("AAPL", Resolution.Daily)
    def OnData(self, data):
        if not self.Portfolio.Invested:
            self.SetHoldings('AAPL', 1)