Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0.462%
Drawdown
52.600%
Expectancy
0
Start Equity
100000
End Equity
100582.06
Net Profit
0.582%
Sharpe Ratio
0.11
Sortino Ratio
0.146
Probabilistic Sharpe Ratio
14.665%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.134
Beta
1.974
Annual Standard Deviation
0.433
Annual Variance
0.187
Information Ratio
-0.113
Tracking Error
0.394
Treynor Ratio
0.024
Total Fees
$2.79
Estimated Strategy Capacity
$160000000.00
Lowest Capacity Asset
TSLA UNU3P8Y3WFAD
Portfolio Turnover
0.23%
 
# 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("TSLA", Resolution.MINUTE)
        

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