Overall Statistics |
Total Orders 2 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Start Equity 100000 End Equity 100022.3 Net Profit 0% Sharpe Ratio 0 Sortino Ratio 0 Probabilistic Sharpe Ratio 0% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio 0 Tracking Error 0 Treynor Ratio 0 Total Fees $2.00 Estimated Strategy Capacity $71000000.00 Lowest Capacity Asset SPY R735QTJ8XC9X Portfolio Turnover 4.30% |
from AlgorithmImports import * class HipsterYellowGreenHippopotamus(QCAlgorithm): def initialize(self): self.set_start_date(2021, 7, 1) self.set_end_date(2021, 7, 3) self.set_cash(100000) self.universe_settings.data_normalization_mode = DataNormalizationMode.RAW self.add_equity("SPY") def on_data(self, data): if not self.portfolio.invested and self.time.day == 1: self.market_order("SPY", 10) elif self.portfolio.invested and self.time.day != 1: self.market_order("SPY", -10)