Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
510.900%
Expectancy
0
Net Profit
-538.202%
Sharpe Ratio
-0.037
Probabilistic Sharpe Ratio
1.027%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.62
Beta
-0.698
Annual Standard Deviation
27.395
Annual Variance
750.461
Information Ratio
-0.056
Tracking Error
27.419
Treynor Ratio
1.433
Total Fees
$17.92
Estimated Strategy Capacity
$30.00
 
class UncoupledCalibratedAntennaArray(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2018,4,1)
        self.SetEndDate(2021,1,1)
        self.SetCash(100000)
        self.Portfolio.SetCash("USD", 10000, Decimal(1.1))
        self.SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Cash)
        symb = Symbol.Create('BATUSD', SecurityType.Crypto, Market.Bitfinex)
        
        crypto = self.AddCrypto(symb, Resolution.Hour, Market.Bitfinex)
    
    def OnData(self, data):
        symbol = 'BATUSD'
        
        if not self.Portfolio.Invested:
            #self.MarketOrder(symbol, 1, False, str(self.Securities[symbol].Price))
            #self.stopMarketTicket = self.StopMarketOrder(symbol, -1, -2,  str(self.Securities[symbol].Price))
            self.SetHoldings(symbol, 0.9)
            
    def OnEndOfAlgorithm(self):
        self.Debug("Algorithm finished, Equity: " + str(self.Portfolio.TotalPortfolioValue))
        self.Debug("Holdings" + str(self.Portfolio.TotalHoldingsValue))
        self.Debug("Remaining:" + str(self.Portfolio.CashBook['USD'].Amount))
    
        self.Debug('Amount:' + str(self.Portfolio['BATUSD'].Quantity) + "Price:" + str(self.Portfolio['BATUSD'].Price) + "Value:" + 
        str(self.Portfolio['BATUSD'].Quantity * self.Portfolio['BATUSD'].Price ) + "Unrealized:" + str(self.Portfolio['BATUSD'].UnrealizedProfit))