| Overall Statistics |
|
Total Trades 2 Average Win 0% Average Loss 0% Compounding Annual Return 45.255% Drawdown 38.800% Expectancy 0 Net Profit 337.012% Sharpe Ratio 1.187 Probabilistic Sharpe Ratio 51.713% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.234 Beta 0.996 Annual Standard Deviation 0.295 Annual Variance 0.087 Information Ratio 0.971 Tracking Error 0.24 Treynor Ratio 0.352 Total Fees $2.76 Estimated Strategy Capacity $72000000.00 Lowest Capacity Asset TSLA UNU3P8Y3WFAD |
class TachyonTransdimensionalCompensator(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2018, 2, 26) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.AddEquity("SPY", Resolution.Second)
self.AddEquity("APPL", Resolution.Second)
self.AddEquity("TSLA", Resolution.Second)
self.AddCrypto("BTCUSD", Resolution.Minute)
def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
Arguments:
data: Slice object keyed by symbol containing the stock data
'''
if not self.Portfolio.Invested:
aapl = float(self.GetParameter("aapl"))
tsla = float(self.GetParameter("tsla"))
spy = 1.0
total = aapl + tsla + spy
self.SetHoldings("SPY", spy/total)
self.SetHoldings("TSLA", tsla/total)
self.SetHoldings("AAPL", aapl/total)
#self.SetHoldings("BTCUSD", 1)#
#hola