Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-9.768%
Drawdown
93.000%
Expectancy
0
Net Profit
-90.611%
Sharpe Ratio
-0.301
Sortino Ratio
-0.215
Probabilistic Sharpe Ratio
0.000%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.049
Beta
-0.452
Annual Standard Deviation
0.218
Annual Variance
0.047
Information Ratio
-0.327
Tracking Error
0.312
Treynor Ratio
0.145
Total Fees
$1.00
Estimated Strategy Capacity
$840000.00
Lowest Capacity Asset
CZI UI5APSUZZHWL
Portfolio Turnover
0.01%
 
# region imports
from AlgorithmImports import *
# endregion

class CasualOrangeBadger(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2000, 1, 1)
        self.SetEndDate(2023, 1, 1)
        self.SetCash(100000)  
        self.AddEquity("YANG", Resolution.Daily)

    def OnData(self, data: Slice):
        for symbol, split in data.Splits.items():
            self.Debug(f"Split at {self.Time}: {split}")

        if not self.Portfolio.Invested:
            self.SetHoldings("YANG", 1)