| Overall Statistics |
|
Total Orders 1 Average Win 0% Average Loss 0% Compounding Annual Return -4.502% Drawdown 14.000% Expectancy 0 Start Equity 1000000 End Equity 955261.58 Net Profit -4.474% Sharpe Ratio -0.465 Sortino Ratio -0.584 Probabilistic Sharpe Ratio 6.023% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha -0.117 Beta 0.554 Annual Standard Deviation 0.093 Annual Variance 0.009 Information Ratio -1.929 Tracking Error 0.091 Treynor Ratio -0.078 Total Fees $79.93 Estimated Strategy Capacity $34000000.00 Lowest Capacity Asset XON R735QTJ8XC9X Portfolio Turnover 0.28% |
from AlgorithmImports import * class BuyAndHoldMSFT(QCAlgorithm): def Initialize(self): self.SetStartDate(2017, 1, 1) self.SetEndDate(2018, 1, 1) self.SetCash(1000_000) self.ms = self.AddEquity("XOM", Resolution.Daily).Symbol self.bought = False def OnData(self, data): if not self.bought and self.ms in data: self.SetHoldings(self.ms, 1.0) self.bought = True self.Debug(f"Bought XOM at {data[self.ms].Close}")
