| Overall Statistics |
|
Total Orders 1 Average Win 0% Average Loss 0% Compounding Annual Return 67.512% Drawdown 27.000% Expectancy 0 Start Equity 100000.00 End Equity 195976.99 Net Profit 95.977% Sharpe Ratio 1.265 Sortino Ratio 1.977 Probabilistic Sharpe Ratio 56.862% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.388 Beta 0.768 Annual Standard Deviation 0.377 Annual Variance 0.142 Information Ratio 0.992 Tracking Error 0.364 Treynor Ratio 0.62 Total Fees $0.00 Estimated Strategy Capacity $690000.00 Lowest Capacity Asset BTCUSD 2XR Portfolio Turnover 0.21% |
# region imports
from AlgorithmImports import *
# endregion
class HipsterApricotSnake(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2022, 10, 5)
self.SetCash(100000)
self.add_crypto("BTCUSD", Resolution.Minute)
def OnData(self, data: Slice):
if not self.Portfolio.Invested:
self.SetHoldings("BTCUSD", 1)