Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
-66.52%
Compounding Annual Return
-9.462%
Drawdown
84.300%
Expectancy
-1
Net Profit
-66.515%
Sharpe Ratio
-0.119
Probabilistic Sharpe Ratio
0.012%
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.096
Beta
0.355
Annual Standard Deviation
0.343
Annual Variance
0.118
Information Ratio
-0.554
Tracking Error
0.355
Treynor Ratio
-0.115
Total Fees
$33.01
Estimated Strategy Capacity
$310000.00
 
from datetime import datetime,timedelta
import numpy as np


class ScheduledEventsAlgorithm(QCAlgorithm):
    
    def Initialize(self):
        self.SetStartDate(2010, 1, 1)  # Set Start Date
        self.SetEndDate(2021, 1, 1) # Set end date
        self.SetCash(40000)  # Set Strategy Cash
        #self.symbol="XLK"
        self.XLK = self.AddEquity("APHA", Resolution.Hour)
        #self.DBA = self.AddEquity("DBA", Resolution.Hour)
        #self.forex = self.AddForex(self.symbol, Resolution.Minute, Market.Oanda)
        #self.SetBrokerageModel(BrokerageName.Alpaca)
        #self.SetBrokerageModel(BrokerageName.Oanda)
        
    def OnData(self, data):
        if not self.Portfolio.Invested:
            self.SetHoldings("APHA",1)
            #self.SetHoldings("DBA",-1)