| Overall Statistics |
|
Total Orders 1 Average Win 0% Average Loss 0% Compounding Annual Return 6.247% Drawdown 8.000% Expectancy 0 Start Equity 100000 End Equity 109500.31 Net Profit 9.500% Sharpe Ratio -0.104 Sortino Ratio -0.12 Probabilistic Sharpe Ratio 31.726% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha -0.046 Beta 0.348 Annual Standard Deviation 0.069 Annual Variance 0.005 Information Ratio -1.299 Tracking Error 0.091 Treynor Ratio -0.021 Total Fees $1.00 Estimated Strategy Capacity $91000000.00 Lowest Capacity Asset AAPL R735QTJ8XC9X Portfolio Turnover 0.06% |
# region imports from AlgorithmImports import * # endregion class HipsterFluorescentYellowOwl(QCAlgorithm): def initialize(self): self.set_start_date(2023, 9, 26) self.set_cash(100000) self.add_equity("AAPL") def on_data(self, data: Slice): if not self.portfolio.invested: self.set_holdings("AAPL", 0.33)
