Overall Statistics
Total Trades
2
Average Win
0.05%
Average Loss
0%
Compounding Annual Return
519.315%
Drawdown
60.600%
Expectancy
0
Net Profit
356.535%
Sharpe Ratio
6.329
Probabilistic Sharpe Ratio
88.053%
Loss Rate
0%
Win Rate
100%
Profit-Loss Ratio
0
Alpha
5.428
Beta
-0.309
Annual Standard Deviation
0.854
Annual Variance
0.729
Information Ratio
5.598
Tracking Error
0.95
Treynor Ratio
-17.502
Total Fees
$6.96
 
class OptimizedTachyonEngine(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.tsla = self.AddEquity("TSLA", Resolution.Daily).Symbol


    def OnData(self, data):
        if not data.ContainsKey(self.tsla) or data[self.tsla] is None:
            return
        
        self.SetHoldings(self.tsla, 1)
        
        for symbol, security_holding in self.Portfolio.items():
            self.Plot('Quantity', str(symbol), security_holding.Quantity)