Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
30.763%
Drawdown
76.800%
Expectancy
0
Start Equity
100000
End Equity
132862.06
Net Profit
32.862%
Sharpe Ratio
0.726
Sortino Ratio
0.506
Probabilistic Sharpe Ratio
32.037%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.505
Beta
0.362
Annual Standard Deviation
0.757
Annual Variance
0.573
Information Ratio
0.563
Tracking Error
0.759
Treynor Ratio
1.519
Total Fees
$165.97
Estimated Strategy Capacity
$69000.00
Lowest Capacity Asset
NIXX 2T
Portfolio Turnover
0.46%
 
# region imports
from AlgorithmImports import *
# endregion

class VirtualLightBrownKitten(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2024, 1, 1)
        self.set_cash(100000)
        self.add_equity("NIXX", Resolution.MINUTE)

    def on_data(self, data: Slice):
        if not self.portfolio.invested:
            self.set_holdings("NIXX", 1)