Overall Statistics |
Total Trades 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Net Profit 0% Sharpe Ratio 0 Probabilistic Sharpe Ratio 0% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio -2.308 Tracking Error 0.118 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 |
class MeasuredBlueDragonfly(QCAlgorithm): def Initialize(self): self.SetStartDate(2021, 1, 1) # Set Start Date self.SetCash(100000) # Set Strategy Cash pairs = ['LINKUSD', 'COMPUSD', 'AAVEUSD'] self.symbols = [] for pair in pairs: try: symbol = self.AddCrypto(pair, Resolution.Daily, Market.GDAX).Symbol self.symbols.append(symbol) except: continue def OnData(self, data): for symbol in self.symbols: data_available = data.ContainsKey(symbol) and data[symbol] is not None self.Plot("Data Available", str(symbol), int(data_available))