Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
148.097%
Drawdown
34.400%
Expectancy
0
Net Profit
16.110%
Sharpe Ratio
2.395
Probabilistic Sharpe Ratio
54.775%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
2.186
Beta
-0.177
Annual Standard Deviation
0.9
Annual Variance
0.81
Information Ratio
2.143
Tracking Error
0.924
Treynor Ratio
-12.163
Total Fees
$1.00
 
class ParticleNadionRadiator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 8, 18)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.tsla = self.AddEquity("TSLA", Resolution.Daily).Symbol
        self.Securities[self.tsla].SetDataNormalizationMode(DataNormalizationMode.Raw);


    def OnData(self, data):
        if not data.ContainsKey(self.tsla) or data[self.tsla] is None:
            return
        
        if not self.Portfolio.Invested:
            self.SetHoldings("TSLA", 1)
        
        self.Plot("Price", "TSLA", data[self.tsla].Close)
        self.Plot("Holdings", "TSLA", self.Securities[self.tsla].Holdings.Quantity)