Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
549.408%
Drawdown
19.200%
Expectancy
0
Net Profit
137.442%
Sharpe Ratio
11.62
Probabilistic Sharpe Ratio
95.251%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
6.672
Beta
1.438
Annual Standard Deviation
0.612
Annual Variance
0.375
Information Ratio
12.098
Tracking Error
0.563
Treynor Ratio
4.951
Total Fees
$1.49
 
class SwimmingVioletPony(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 9, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity("TSLA", Resolution.Minute).Symbol
        
        self.ordered = False


    def OnData(self, data):
        if not self.ordered:
            self.ordered = True
            cash = self.Portfolio.Cash
            target_price = 335
            quantity = cash / target_price
            self.LimitOrder(self.symbol, quantity, target_price)