Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-66.309%
Drawdown
50.600%
Expectancy
0
Net Profit
-47.322%
Sharpe Ratio
-0.963
Sortino Ratio
-1.247
Probabilistic Sharpe Ratio
3.571%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.002
Beta
0.995
Annual Standard Deviation
0.603
Annual Variance
0.363
Information Ratio
0.093
Tracking Error
0.01
Treynor Ratio
-0.583
Total Fees
â‚®99.75
Estimated Strategy Capacity
â‚®150000.00
Lowest Capacity Asset
BTCUSDT 2UZ
Portfolio Turnover
0.49%
#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using System.Text.RegularExpressions;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Algorithm.Selection;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion

namespace QuantConnect
{
    public class CoinAPIDataAlgorithm : QCAlgorithm
    {
        private Symbol _btcusdt;
        private decimal? _minimumOrderSize;
        
        public override void Initialize()
        {
            SetStartDate(2022, 6, 1);
            SetEndDate(2023, 1, 1);
            SetAccountCurrency("USDT", 100000);

            // Bybit accepts both Cash and Margin account types.
            SetBrokerageModel(BrokerageName.Bybit, AccountType.Margin);

            // Warm up the security with the last known price to avoid conversion error
            SetSecurityInitializer(new BrokerageModelSecurityInitializer(BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrice)));
            
            // Requesting data
            var crypto = AddCrypto("BTCUSDT", Resolution.Minute, Market.Bybit);
            _btcusdt = crypto.Symbol;
            _minimumOrderSize = crypto.SymbolProperties.MinimumOrderSize;
        
             // Historical data
            var history = History(_btcusdt, 30, Resolution.Daily);
            Debug($"We got {history.Count()} items from our history request");
        }

        public override void OnData(Slice slice)
        {
            if (Portfolio.CashBook["BTC"].Amount == 0)
            {
                var freeCash = Portfolio.CashBook["USDT"].Amount * (1-Settings.FreePortfolioValuePercentage);
                var quantity = freeCash / slice[_btcusdt].Price;
                quantity -= quantity % _minimumOrderSize;
                if (quantity > 0m)
                {
                    MarketOrder(_btcusdt, quantity);
                }
            }
        }
    }
}