Overall Statistics
Total Trades
3
Average Win
0%
Average Loss
0%
Compounding Annual Return
-1.708%
Drawdown
22.200%
Expectancy
0
Net Profit
-2.575%
Sharpe Ratio
0.029
Probabilistic Sharpe Ratio
7.554%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.002
Beta
0.778
Annual Standard Deviation
0.148
Annual Variance
0.022
Information Ratio
0.014
Tracking Error
0.063
Treynor Ratio
0.006
Total Fees
$4.01
Estimated Strategy Capacity
$5900000.00
Lowest Capacity Asset
BND TRO5ZARLX6JP
Portfolio Turnover
0.18%
 
# region imports
from AlgorithmImports import *
# endregion

class LogicalYellowGreenBeaver(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 12, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Minute)
        self.AddEquity("BND", Resolution.Minute)
        self.AddEquity("AAPL", Resolution.Minute)

    def OnData(self, data: Slice):
        if not self.Portfolio.Invested:
            self.SetHoldings("SPY", 0.33)
            self.SetHoldings("BND", 0.33)
            self.SetHoldings("AAPL", 0.33)