Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
23.635%
Drawdown
34.200%
Expectancy
0
Net Profit
26.543%
Sharpe Ratio
0.818
Probabilistic Sharpe Ratio
37.972%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.304
Beta
-0.251
Annual Standard Deviation
0.303
Annual Variance
0.092
Information Ratio
0.055
Tracking Error
0.469
Treynor Ratio
-0.991
Total Fees
$8.43
 
class IVW(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 1)
        self.SetCash(100000)
        self.symbol = self.AddEquity('DSI', Resolution.Daily).Symbol

    def OnData(self, data):
        if not self.Portfolio.Invested:
            self.SetHoldings(self.symbol, 1)