Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
1.533%
Drawdown
11.200%
Expectancy
0
Net Profit
2.869%
Sharpe Ratio
0.199
Probabilistic Sharpe Ratio
9.459%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.004
Beta
0.389
Annual Standard Deviation
0.063
Annual Variance
0.004
Information Ratio
-0.311
Tracking Error
0.099
Treynor Ratio
0.032
Total Fees
$0.00
Estimated Strategy Capacity
$230000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
 
#region imports
from AlgorithmImports import *
#endregion
class WolverineBrokerageExampleAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 1)
        self.SetCash(100000)

        self.SetBrokerageModel(BrokerageName.Wolverine, AccountType.Margin)
        
        self.symbol = self.AddEquity("SPY", Resolution.Minute).Symbol

    def OnData(self, data):
        if self.Portfolio.Invested:
            return
        
        # Place an order  
        self.MarketOrder(self.symbol, 100)