Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
4.253%
Drawdown
11.000%
Expectancy
0
Start Equity
100000
End Equity
114789.30
Net Profit
14.789%
Sharpe Ratio
0.064
Sortino Ratio
0.076
Probabilistic Sharpe Ratio
16.490%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.019
Beta
0.385
Annual Standard Deviation
0.055
Annual Variance
0.003
Information Ratio
-0.638
Tracking Error
0.087
Treynor Ratio
0.009
Total Fees
$0.00
Estimated Strategy Capacity
$200000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0.03%
 
#region imports
from AlgorithmImports import *
#endregion
class WolverineBrokerageExampleAlgorithm(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2021, 1, 1)
        self.set_cash(100000)

        self.set_brokerage_model(BrokerageName.WOLVERINE, AccountType.MARGIN)
        
        self._symbol = self.add_equity("SPY", Resolution.MINUTE).symbol

    def on_data(self, data):
        if self.portfolio.invested:
            return
        
        # Place an order  
        self.market_order(self._symbol, 100)