Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
242.900%
Expectancy
0
Start Equity
140000
End Equity
-200104.6
Net Profit
-242.932%
Sharpe Ratio
-0.082
Sortino Ratio
-0.055
Probabilistic Sharpe Ratio
0.551%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-67.322
Beta
52.303
Annual Standard Deviation
12.273
Annual Variance
150.638
Information Ratio
-0.185
Tracking Error
12.257
Treynor Ratio
-0.019
Total Fees
$1.00
Estimated Strategy Capacity
$73000000.00
Lowest Capacity Asset
TSLA UNU3P8Y3WFAD
Portfolio Turnover
4.27%
 
# region imports
from AlgorithmImports import *
# endregion

class HyperActiveOrangeBull(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 8, 20)
        self.SetEndDate(2020, 9, 5)
        self.SetCash(140000)
        self.equity = self.AddEquity("TSLA", Resolution.Minute, dataNormalizationMode=DataNormalizationMode.Raw)

    def OnData(self, data: Slice):
        for symbol, split in data.Splits.items():
            self.Log(f"Split at {self.Time}; Factor: {split.SplitFactor}")

        for symbol, dividend in data.Dividends.items():
            self.Log(f"Dividend at {self.Time}")
            
        if not self.Portfolio.Invested and data.QuoteBars:
            self.Log(f"Bid: {self.equity.BidPrice}; Ask: {self.equity.AskPrice}")
            self.SetHoldings(self.equity.Symbol, -0.5)