Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0.653%
Drawdown
0.600%
Expectancy
0
Net Profit
0.385%
Sharpe Ratio
0.802
Probabilistic Sharpe Ratio
43.194%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.004
Beta
0.006
Annual Standard Deviation
0.006
Annual Variance
0
Information Ratio
-0.284
Tracking Error
0.349
Treynor Ratio
0.757
Total Fees
$0.00
 
class TachyonModulatedRadiator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 1)
        self.SetCash('BTC', 0.1)