Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return -98.780% Drawdown 33.700% Expectancy 0 Net Profit -33.631% Sharpe Ratio -1.4 Probabilistic Sharpe Ratio 2.584% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha -1.436 Beta -0.489 Annual Standard Deviation 0.689 Annual Variance 0.474 Information Ratio 0 Tracking Error 1.188 Treynor Ratio 1.971 Total Fees $15.02 |
class TachyonUncoupledAtmosphericScrubbers(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 2, 19) self.SetEndDate(2020, 3, 23) self.SetCash(1000000) self.AddEquity("SPY", Resolution.Daily) def OnData(self, data): if not self.Portfolio.Invested: self.SetHoldings("SPY", 1)