Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-7.551%
Drawdown
35.200%
Expectancy
0
Net Profit
-14.513%
Sharpe Ratio
-0.14
Probabilistic Sharpe Ratio
2.614%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.07
Beta
1.261
Annual Standard Deviation
0.217
Annual Variance
0.047
Information Ratio
-0.737
Tracking Error
0.084
Treynor Ratio
-0.024
Total Fees
$16.09
Estimated Strategy Capacity
$410000000.00
Lowest Capacity Asset
QQQ RIWIV7K5Z9LX
 
# region imports
from AlgorithmImports import *
# endregion

class CalculatingFluorescentPinkParrot(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 1)
        self.SetEndDate(2023, 1, 1)
        self.SetCash(1000000)  # Set Strategy Cash
        self.AddEquity("QQQ", Resolution.Daily)

    def OnData(self, data: Slice):
        if not self.Portfolio.Invested:
            self.SetHoldings("QQQ", 1)