| Overall Statistics |
|
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 557479346287.377% Drawdown 10.900% Expectancy 0 Net Profit 1774.110% Sharpe Ratio 1.8557639320945897E+27 Probabilistic Sharpe Ratio 87.194% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 7.922816251426434E+28 Beta -14.034 Annual Standard Deviation 42.693 Annual Variance 1822.694 Information Ratio 1.8550994196140105E+27 Tracking Error 42.708 Treynor Ratio -5.64538987587155E+27 Total Fees $85.25 Estimated Strategy Capacity $27000000.00 Lowest Capacity Asset GOOCV VP83T1ZUHROL |
# region imports
from AlgorithmImports import *
# endregion
class FormalFluorescentYellowLemur(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2022, 6, 1) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.AddEquity("GOOG", Resolution.Hour)
def OnData(self, data: Slice):
if not self.Portfolio.Invested:
self.SetHoldings("GOOG", 1)
if "GOOG" in data.Bars:
self.Plot("Price", "GOOG", data.Bars["GOOG"].Close)
if "GOOG" in data.Splits:
d = data.Splits["GOOG"]