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)