Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
15.146%
Drawdown
16.500%
Expectancy
0
Start Equity
100000
End Equity
119403.58
Net Profit
19.404%
Sharpe Ratio
0.387
Sortino Ratio
0.512
Probabilistic Sharpe Ratio
32.647%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.025
Beta
1.042
Annual Standard Deviation
0.167
Annual Variance
0.028
Information Ratio
-0.171
Tracking Error
0.128
Treynor Ratio
0.062
Total Fees
$3.52
Estimated Strategy Capacity
$370000000.00
Lowest Capacity Asset
AAPL R735QTJ8XC9X
Portfolio Turnover
0.21%
 
# 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("AAPL", Resolution.Daily)
        self.entry_price = None

    def on_data(self, data: Slice):
        if not self.Portfolio.Invested:
            self.SetHoldings("AAPL", 1.0)  # Buy Apple with full capital
            self.entry_price = self.Securities["AAPL"].Price  # Record the entry price

        if self.Portfolio.Invested and self.Securities["AAPL"].Price >= 219:
            self.Liquidate("AAPL")  # Exit the position if the price reaches $219