Overall Statistics |
Total Orders 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Start Equity 100000.00 End Equity 100000 Net Profit 0% Sharpe Ratio 0 Sortino 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 0 Tracking Error 0 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset Portfolio Turnover 0% |
# region imports from AlgorithmImports import * # endregion class CalmFluorescentYellowChicken(QCAlgorithm): def initialize(self): # self.set_time_zone("Asia/Singapore") self.set_start_date(2019, 10, 31) self.set_end_date(2019, 10, 31) self.set_cash(100000) self.sym = self.add_crypto("BTCUSD", Resolution.MINUTE, market=Market.COINBASE).symbol def on_data(self, data: Slice): if self.time > datetime(2019, 10, 31, 16, 58) and self.time < datetime(2019, 10, 31, 17, 17): self.log(data[self.sym].close)