Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
15.168%
Drawdown
33.300%
Expectancy
0
Start Equity
100000
End Equity
200237.45
Net Profit
100.237%
Sharpe Ratio
0.537
Sortino Ratio
0.545
Probabilistic Sharpe Ratio
17.998%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0.986
Annual Standard Deviation
0.173
Annual Variance
0.03
Information Ratio
-0.21
Tracking Error
0.006
Treynor Ratio
0.094
Total Fees
$1.67
Estimated Strategy Capacity
$960000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0.05%
Drawdown Recovery
708
 
# region imports
from AlgorithmImports import *
import numpy as np
# endregion

class TestAlgo(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2020, 1, 1)
        self.set_end_date(2024, 12, 1)
        self.set_cash(100000)
        self.spy = self.add_equity("SPY", Resolution.DAILY).symbol

    def on_data(self, data):
        # Buy SPY only once if not already in portfolio
        if not self.portfolio[self.spy].invested:
            self.set_holdings(self.spy, 1.0)

# region imports
from AlgorithmImports import *
# endregion
# test.py
# A new Python file

def main():
    print("Hello, World!")

if __name__ == "__main__":
    main()