Overall Statistics
Total Orders
3
Average Win
0%
Average Loss
0%
Compounding Annual Return
8.280%
Drawdown
40.700%
Expectancy
0
Start Equity
100000
End Equity
221879.81
Net Profit
121.880%
Sharpe Ratio
0.325
Sortino Ratio
0.348
Probabilistic Sharpe Ratio
1.184%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.025
Beta
1.066
Annual Standard Deviation
0.174
Annual Variance
0.03
Information Ratio
-0.253
Tracking Error
0.081
Treynor Ratio
0.053
Total Fees
$17.30
Estimated Strategy Capacity
$18000000.00
Lowest Capacity Asset
NB R735QTJ8XC9X
Portfolio Turnover
0.03%
 
# region imports
from AlgorithmImports import *
import time
# endregion

class PensiveSkyBlueParrot(QCAlgorithm):

    def Initialize(self):
        # Locally Lean installs free sample data, to download more data please visit https://www.quantconnect.com/docs/v2/lean-cli/datasets/downloading-data
        self.SetStartDate(2013, 10, 7)
        self.SetEndDate(2023, 10, 11)
        self.SetCash(100000)
        self.AddEquity("SPY", Resolution.Minute)
        self.AddEquity("BAC", Resolution.Minute)
        self.AddEquity("IBM", Resolution.Minute)
        self.SetName("PensiveSkyBlueParrot")
        self.variable = self.get_parameter("parameter-name")

    def OnData(self, data: Slice):
        if not self.Portfolio.Invested:
            self.SetHoldings("SPY", 0.33)
            self.SetHoldings("BAC", 0.33)
            self.SetHoldings("IBM", 0.33)