Overall Statistics
Total Trades
32715
Average Win
0.07%
Average Loss
-0.05%
Compounding Annual Return
-100.000%
Drawdown
74.600%
Expectancy
-0.168
Net Profit
-73.941%
Sharpe Ratio
-17.987
Loss Rate
65%
Win Rate
35%
Profit-Loss Ratio
1.41
Alpha
-1.11
Beta
-976.576
Annual Standard Deviation
0.778
Annual Variance
0.606
Information Ratio
-18.003
Tracking Error
0.778
Treynor Ratio
0.014
Total Fees
$0.00
 
class CalibratedModulatedInterceptor(QCAlgorithm):

    # Hello !
    def Initialize(self):
        self.SetStartDate(2019, 6, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddCrypto("BTCUSD", Resolution.Minute)
        self.counter = 0
        self.Log("Starting with counter at " + str(self.counter) )
    
    def OnData(self, data):
        self.Log("Preparing possitin")
        if not self.Portfolio.Invested:
            self.SetHoldings("BTCUSD", 1)
            self.counter =  self.counter + 1
            self.Log("Invested " + str(self.counter) )
        else:
            self.Log("Not Invested " + str(self.counter))
            self.SetHoldings("BTCUSD", 0)
        
        self.Log("Position done")
# Your New Python File