Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 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 $1.00 Estimated Strategy Capacity $72000000.00 Lowest Capacity Asset SPY R735QTJ8XC9X Portfolio Turnover 0% |
# region imports from AlgorithmImports import * # endregion class SquareFluorescentYellowViper(QCAlgorithm): def Initialize(self): self.SetStartDate(2022, 8, 15) self.SetEndDate(2022, 8, 16) self.SetCash(100000) self.AddEquity("SPY", Resolution.Minute) def OnData(self, slice: Slice): if not self.Portfolio.Invested: self.SetHoldings("SPY", 0.33) if self.Time.hour==12 and self.Time.minute==30: self.Log(slice.Bars) self.Log(self.RuntimeStatistics["Equity"])