Created with Highcharts 12.1.2EquitySep 2023Nov 2023Jan 2024Mar 2024May 2024Jul 2024Sep 2024Nov 2024Jan 2025Mar 2025May 202575k100k125k150k-10-5000.250.5012010M20M32,80032,90033,000101520
Overall Statistics
Total Orders
3
Average Win
0%
Average Loss
0%
Compounding Annual Return
12.834%
Drawdown
9.300%
Expectancy
0
Start Equity
100000
End Equity
120697.99
Net Profit
20.698%
Sharpe Ratio
0.358
Sortino Ratio
0.422
Probabilistic Sharpe Ratio
44.349%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.013
Beta
0.694
Annual Standard Deviation
0.094
Annual Variance
0.009
Information Ratio
-0.511
Tracking Error
0.065
Treynor Ratio
0.049
Total Fees
$4.45
Estimated Strategy Capacity
$11000000.00
Lowest Capacity Asset
BND TRO5ZARLX6JP
Portfolio Turnover
0.17%
 
# ab
# region imports
from AlgorithmImports import *
# endregion 

# djfkjfjksdffhh778901dddd
class SmoothBrownBat(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2023, 9, 7)
        self.set_cash(100000)
        self.add_equity("SPY", Resolution.MINUTE)
        self.add_equity("BND", Resolution.MINUTE)
        self.add_equity("AAPL", Resolution.MINUTE)

    def on_data(self, data: Slice):
        if not self.portfolio.invested:
            self.set_holdings("SPY", 0.33)
            self.set_holdings("BND", 0.33)
            self.set_holdings("AAPL", 0.33) 
# region imports
from AlgorithmImports import *
# endregion

# Your New Python File hdiasdkj ssdf