Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
13.240%
Drawdown
22.800%
Expectancy
0
Start Equity
100000
End Equity
186250.42
Net Profit
86.250%
Sharpe Ratio
0.629
Sortino Ratio
0.657
Probabilistic Sharpe Ratio
20.363%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.028
Beta
1.165
Annual Standard Deviation
0.139
Annual Variance
0.019
Information Ratio
0.649
Tracking Error
0.057
Treynor Ratio
0.075
Total Fees
$6.32
Estimated Strategy Capacity
$120000000.00
Lowest Capacity Asset
QQQ RIWIV7K5Z9LX
Portfolio Turnover
0.05%
Drawdown Recovery
238
 
from AlgorithmImports import *

class BuyHoldQQQ(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2014, 1, 1)
        self.set_end_date(2019, 1, 1)
        self.set_cash(100_000)
        self.add_equity("QQQ", Resolution.DAILY)

    def on_data(self, data: Slice):
        if not self.portfolio.invested:
            self.set_holdings("QQQ", 1)