Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0.116%
Drawdown
0.000%
Expectancy
0
Start Equity
100000
End Equity
100174.47
Net Profit
0.174%
Sharpe Ratio
-110.852
Sortino Ratio
-130.44
Probabilistic Sharpe Ratio
82.621%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.054
Beta
0.005
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-1.845
Tracking Error
0.099
Treynor Ratio
-11.097
Total Fees
$1.00
Estimated Strategy Capacity
$340000000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0.00%
 
# region imports
from AlgorithmImports import *
# endregion
class DeterminedTanCaribou(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2023, 4, 29)
        self.universe_settings.resolution = Resolution.DAILY
        self.add_equity("SPY", self.universe_settings.resolution)
        self.ticket = None

    def on_data(self, data: Slice):
        if not self.ticket:
            self.ticket = self.market_on_open_order("SPY", 1)