Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
37.907%
Drawdown
38.500%
Expectancy
0
Net Profit
200.092%
Sharpe Ratio
1.052
Probabilistic Sharpe Ratio
42.962%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.144
Beta
1.229
Annual Standard Deviation
0.286
Annual Variance
0.082
Information Ratio
0.948
Tracking Error
0.182
Treynor Ratio
0.245
Total Fees
$12.14
Estimated Strategy Capacity
$170000000.00
Lowest Capacity Asset
AAPL R735QTJ8XC9X
 
from AlgorithmImports import *

from AlgorithmImports import *

class USEquityDataAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 1, 1)
        self.SetEndDate(2021, 6, 1)
        self.SetCash(100000)
        
        # Requesting data
        self.symbol = self.AddEquity("AAPL", Resolution.Daily).Symbol
        
        # Historical data
        history = self.History(self.symbol, 60, Resolution.Daily)
        self.Debug(f"We got {len(history)} items from our history request")

    def OnData(self, data):
        if data.ContainsKey(self.symbol) and data[self.symbol] is not None and not self.Portfolio.Invested:
            self.SetHoldings(self.symbol, 1)