Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-39.911%
Drawdown
77.700%
Expectancy
0
Net Profit
-44.557%
Sharpe Ratio
0.196
Probabilistic Sharpe Ratio
20.404%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.377
Beta
1.3
Annual Standard Deviation
0.817
Annual Variance
0.667
Information Ratio
-0.319
Tracking Error
0.795
Treynor Ratio
0.123
Total Fees
$132.69
Estimated Strategy Capacity
$5000000.00
Lowest Capacity Asset
NVDA RHM8UTD8DT2D
 
# NVDA prices - missed split adjustment.

class BuyAndHold(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 6, 24)
        self.SetEndDate(2021, 8, 20)
        self.SetCash(10000000)        
        self.SetBrokerageModel(AlphaStreamsBrokerageModel())
        self.stock = self.AddEquity("NVDA", Resolution.Minute).Symbol
        self.Schedule.On(self.DateRules.EveryDay(self.stock), self.TimeRules.AfterMarketOpen(self.stock, 31), 
            self.Rebalance)

    def Rebalance(self):
        if not (self.Portfolio[self.stock].Invested):
            self.SetHoldings(self.stock, 1.0)