| Overall Statistics |
|
Total Orders 1 Average Win 0% Average Loss 0% Compounding Annual Return 69.691% Drawdown 83.500% Expectancy 0 Start Equity 100000.00 End Equity 6892863.91 Net Profit 6792.864% Sharpe Ratio 1.634 Sortino Ratio 2.268 Probabilistic Sharpe Ratio 61.217% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.239 Beta 0.787 Annual Standard Deviation 0.714 Annual Variance 0.509 Information Ratio -0.027 Tracking Error 0.451 Treynor Ratio 1.483 Total Fees $283.44 Estimated Strategy Capacity $3000.00 Lowest Capacity Asset BTCUSD 2XR Portfolio Turnover 0.03% |
# region imports from AlgorithmImports import * # endregion class StrategicCryptoReserveAlgorithm(QCAlgorithm): def initialize(self) -> None: self.set_end_date(2025, 3, 1) self.set_start_date(self.end_date - timedelta(8*365)) self.set_brokerage_model(BrokerageName.COINBASE, AccountType.CASH) self._btc = self.add_crypto('BTCUSD', Resolution.DAILY) def on_data(self, data): if not self.portfolio.invested: self.set_holdings(self._btc.symbol, 0.95)
