Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0.254%
Drawdown
0%
Expectancy
0
Net Profit
0.025%
Sharpe Ratio
28.944
Probabilistic Sharpe Ratio
100.000%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.002
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-4.233
Tracking Error
0.065
Treynor Ratio
6.732
Total Fees
$0.00
 
class TachyonQuantumThrustAssembly(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 11, 26)  # Set Start Date
        self.SetEndDate(2020, 1, 1)
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Daily)


    def OnData(self, data):
        self.Portfolio.SetCash(self.Portfolio.Cash + 1)
        
    def OnEndOfAlgorithm(self):
        self.Log(f"Ending cash: {self.Portfolio.Cash}")