Overall Statistics
Total Orders
2
Average Win
0%
Average Loss
0%
Compounding Annual Return
-1.048%
Drawdown
15.100%
Expectancy
0
Start Equity
100000
End Equity
98430.14
Net Profit
-1.570%
Sharpe Ratio
-0.817
Sortino Ratio
-0.679
Probabilistic Sharpe Ratio
5.747%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.042
Beta
-0.117
Annual Standard Deviation
0.071
Annual Variance
0.005
Information Ratio
-1.46
Tracking Error
0.133
Treynor Ratio
0.494
Total Fees
$7.00
Estimated Strategy Capacity
$2200000000.00
Lowest Capacity Asset
SQQQ UK280CGTCB51
Portfolio Turnover
0.18%
 
# region imports
from AlgorithmImports import *
# endregion

class FatAsparagusDuck(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2023, 1, 16)
        self.set_cash(100000)
        self.add_equity("QQQ", Resolution.DAILY)
        self.add_equity("SQQQ", Resolution.DAILY) 

    def on_data(self, data: Slice): 
        if not self.portfolio.invested:
            self.set_holdings("QQQ", 0.5)
            self.set_holdings("SQQQ", 0.5)