Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0.568%
Drawdown
0.100%
Expectancy
0
Net Profit
0.281%
Sharpe Ratio
3.049
Probabilistic Sharpe Ratio
96.720%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.002
Beta
0.001
Annual Standard Deviation
0.001
Annual Variance
0
Information Ratio
-8.903
Tracking Error
0.653
Treynor Ratio
3.625
Total Fees
$0.09
Estimated Strategy Capacity
$89000.00
 
class FocusedBlackGoshawk(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 11, 6)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddCrypto("ETHUSD", Resolution.Minute, Market.Bitfinex).Symbol
        self.SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Cash)

    def OnData(self, data):
        if not self.Portfolio.Invested:
            self.MarketOrder(self.symbol, 0.1)