Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
110.230%
Drawdown
26.900%
Expectancy
0
Start Equity
100000.00
End Equity
313949.94
Net Profit
213.950%
Sharpe Ratio
1.897
Sortino Ratio
2.963
Probabilistic Sharpe Ratio
77.317%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.667
Beta
0.772
Annual Standard Deviation
0.394
Annual Variance
0.155
Information Ratio
1.678
Tracking Error
0.383
Treynor Ratio
0.969
Total Fees
$0.00
Estimated Strategy Capacity
$690000.00
Lowest Capacity Asset
BTCUSD 2XR
Portfolio Turnover
0.18%
 
# 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)