Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
515.119%
Drawdown
58.300%
Expectancy
0
Net Profit
1222.741%
Sharpe Ratio
2.119
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.001
Beta
108.996
Annual Standard Deviation
0.709
Annual Variance
0.503
Information Ratio
2.1
Tracking Error
0.709
Treynor Ratio
0.014
Total Fees
$249.37
 
### <summary>
### Basic template algorithm simply initializes the date range and cash. This is a skeleton
### framework you can use for designing an algorithm.
### </summary>
class BasicTemplateCryptoAlgorithm(QCAlgorithm):
    '''Basic template algorithm simply initializes the date range and cash'''

    def Initialize(self):
        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

        self.SetStartDate(2016, 10, 7)  #Set Start Date
        self.SetEndDate(2018, 3, 8)    #Set End Date
        self.SetCash(100000)          #Set Strategy Cash

        self.SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash)

        # Find more symbols here: http://quantconnect.com/data
        self.AddCrypto("BTCUSD", Resolution.Daily)

    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:
            self.SetHoldings("BTCUSD", 1)