| Overall Statistics |
|
Total Orders 1 Average Win 0% Average Loss 0% Compounding Annual Return 13.190% Drawdown 24.400% Expectancy 0 Start Equity 100000 End Equity 186784.44 Net Profit 86.784% Sharpe Ratio 0.412 Sortino Ratio 0.472 Probabilistic Sharpe Ratio 4.608% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha -0.001 Beta 0.997 Annual Standard Deviation 0.141 Annual Variance 0.02 Information Ratio -0.64 Tracking Error 0.001 Treynor Ratio 0.059 Total Fees $1.24 Estimated Strategy Capacity $1000000000.00 Lowest Capacity Asset SPY R735QTJ8XC9X Portfolio Turnover 0.05% Drawdown Recovery 708 |
from AlgorithmImports import *
class BuyAndHoldSPY(QCAlgorithm):
def initialize(self) -> None:
self.set_start_date(2021, 7, 1)
self.set_end_date(2026, 7, 15)
self.set_cash(100_000)
self.add_equity("SPY", Resolution.DAILY)
def on_data(self, data: Slice) -> None:
if not self.portfolio.invested:
self.set_holdings("SPY", 1)