Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 374.139% Drawdown 6.200% Expectancy 0 Net Profit 39.457% Sharpe Ratio 8.765 Probabilistic Sharpe Ratio 95.544% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 3.323 Beta -0.146 Annual Standard Deviation 0.321 Annual Variance 0.103 Information Ratio -1.282 Tracking Error 0.508 Treynor Ratio -19.311 Total Fees $22.56 |
class TachyonUncoupledAtmosphericScrubbers(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 3, 23) self.SetEndDate(2020, 6, 8) self.SetCash(1000000) self.AddEquity("SPY", Resolution.Daily) def OnData(self, data): if not self.Portfolio.Invested: self.SetHoldings("SPY", 1)