Overall Statistics
Total Orders
8
Average Win
0%
Average Loss
-5.58%
Compounding Annual Return
-52.421%
Drawdown
67.300%
Expectancy
-1
Start Equity
100000
End Equity
39324.63
Net Profit
-60.675%
Sharpe Ratio
-0.949
Sortino Ratio
-1.143
Probabilistic Sharpe Ratio
0.380%
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.211
Beta
-2.179
Annual Standard Deviation
0.421
Annual Variance
0.177
Information Ratio
-1.002
Tracking Error
0.485
Treynor Ratio
0.183
Total Fees
$12.13
Estimated Strategy Capacity
$44000000.00
Lowest Capacity Asset
GOOG T1AZ164W5VTX
Portfolio Turnover
0.65%
 
# region imports
from AlgorithmImports import *
# endregion

class HyperActiveRedOrangeAlpaca(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2023, 1, 29)
        self.set_cash(100000)
        self.add_equity("GOOGL", Resolution.MINUTE)

    def on_data(self, data: Slice):
        if not self.Portfolio.Invested:
            self.SetHoldings("GOOGL", -1.0)  # Short Google with full capital