Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-0.001%
Drawdown
0.000%
Expectancy
0
Start Equity
100000
End Equity
99998.44
Net Profit
-0.002%
Sharpe Ratio
-1693.2
Sortino Ratio
-1505.119
Probabilistic Sharpe Ratio
3.318%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.055
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-0.965
Tracking Error
0.148
Treynor Ratio
-616.541
Total Fees
$1.00
Estimated Strategy Capacity
$22000000000.00
Lowest Capacity Asset
F R735QTJ8XC9X
Portfolio Turnover
0.00%
 
# region imports
from AlgorithmImports import *
# endregion

class SwimmingLightBrownBison(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2023, 12, 25)
        self.add_equity("F", Resolution.MINUTE)
        self._bought = False

    def on_data(self, data: Slice):
        if not self._bought:
            self._bought = True
            self.buy("F", 1)