| Overall Statistics |
|
Total Orders 1 Average Win 0% Average Loss 0% Compounding Annual Return 68.632% Drawdown 83.200% Expectancy 0 Start Equity 100000.00 End Equity 6555918.66 Net Profit 6455.919% Sharpe Ratio 1.157 Sortino Ratio 1.606 Probabilistic Sharpe Ratio 38.003% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.607 Beta 0.902 Annual Standard Deviation 0.588 Annual Variance 0.345 Information Ratio 1.048 Tracking Error 0.571 Treynor Ratio 0.753 Total Fees $0.00 Estimated Strategy Capacity $210000.00 Lowest Capacity Asset BTCUSD 2XR Portfolio Turnover 0.03% |
# region imports from AlgorithmImports import * # endregion class StrategicCryptoReserveAlgorithm(QCAlgorithm): def initialize(self) -> None: self.set_end_date(2025, 3, 1) self.set_start_date(self.end_date - timedelta(8*365)) self._btc = self.add_crypto('BTCUSD', Resolution.DAILY) def on_data(self, data): if not self.portfolio.invested: self.set_holdings(self._btc.symbol, 0.9)
