Overall Statistics |
Total Trades 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Net Profit 0% Sharpe 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 -2.103 Tracking Error 0.123 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset Portfolio Turnover 0% |
# region imports from AlgorithmImports import * # endregion class HipsterLightBrownFish(QCAlgorithm): def Initialize(self): self.SetStartDate(2023, 1, 1) # Set Start Date self.SetCash(100000) # Set Strategy Cash # 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)