Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
51.089%
Drawdown
17.900%
Expectancy
0
Net Profit
22.843%
Sharpe Ratio
1.794
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.268
Beta
1.374
Annual Standard Deviation
0.244
Annual Variance
0.06
Information Ratio
1.663
Tracking Error
0.189
Treynor Ratio
0.319
Total Fees
$2.94
 
class ModulatedDynamicChamber(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 2, 13)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("AAPL", Resolution.Daily)
        self.AddEquity("SPY", Resolution.Daily)
        
        self.SetBenchmark("SPY")
        mainChart = Chart("Equity Curve With Benchmark")
        mainChart.AddSeries(Series("Equity Curve", SeriesType.Candle, 0))
        mainChart.AddSeries(Series("Benchmark", SeriesType.Line, 0))
        self.AddChart(mainChart)
        self.scale = None


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''
        
        if self.scale == None:
            self.scale = 100000 / data["SPY"].Price
        
        if not self.Portfolio.Invested:
           self.SetHoldings("AAPL", 1)
           
        self.Plot("Equity Curve With Benchmark", "Equity Curve", self.Portfolio.TotalPortfolioValue)
        self.Plot("Equity Curve With Benchmark", "Benchmark", self.Benchmark.Evaluate(self.Time) * self.scale)