Overall Statistics
Total Orders
5
Average Win
0%
Average Loss
0%
Compounding Annual Return
72.983%
Drawdown
20.700%
Expectancy
0
Start Equity
100000
End Equity
206706.25
Net Profit
106.706%
Sharpe Ratio
1.83
Sortino Ratio
2.813
Probabilistic Sharpe Ratio
82.840%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.243
Beta
1.754
Annual Standard Deviation
0.241
Annual Variance
0.058
Information Ratio
1.934
Tracking Error
0.17
Treynor Ratio
0.251
Total Fees
$10.59
Estimated Strategy Capacity
$65000000.00
Lowest Capacity Asset
PYPL W2CQDXKV7WPX
Portfolio Turnover
0.20%
 
from AlgorithmImports import *

class TopCryptoStrategy(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2022, 12, 8)
        self.set_cash(100000)
        
        # Adding equity symbols
        self.add_equity("AAPL", Resolution.MINUTE)
        self.add_equity("NVDA", Resolution.MINUTE)
        self.add_equity("TSLA", Resolution.MINUTE)
        self.add_equity("AMZN", Resolution.MINUTE)
        self.add_equity("PYPL", Resolution.MINUTE)

    def on_data(self, data: Slice):
        if not self.Portfolio.Invested:
            # Equal weight allocation
            weight = 0.2  # 20% allocation to each stock
            self.SetHoldings("AAPL", weight)
            self.SetHoldings("NVDA", weight)
            self.SetHoldings("TSLA", weight)
            self.SetHoldings("AMZN", weight)
            self.SetHoldings("PYPL",weight)