Overall Statistics |
Total Orders 1 Average Win 0% Average Loss 0% Compounding Annual Return -7.886% Drawdown 93.400% Expectancy 0 Start Equity 100000 End Equity 10921.72 Net Profit -89.078% Sharpe Ratio -0.523 Sortino Ratio -0.5 Probabilistic Sharpe Ratio 0.000% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha -0.033 Beta -0.694 Annual Standard Deviation 0.132 Annual Variance 0.017 Information Ratio -0.434 Tracking Error 0.279 Treynor Ratio 0.1 Total Fees $1.25 Estimated Strategy Capacity $47000.00 Lowest Capacity Asset SH TJNNZWL5I4IT Portfolio Turnover 0.01% |
#region imports from AlgorithmImports import * #endregion class SH(QCAlgorithm): def initialize(self) -> None: self.set_start_date(1998, 1, 1) self.set_cash(100_000) self._symbol: Symbol = self.add_equity('SH', Resolution.MINUTE).symbol self.settings.daily_precise_end_time = False def on_data(self, slice: Slice) -> None: if not self.portfolio.invested: self.set_holdings(self._symbol, 1)