| Overall Statistics |
|
Total Orders 2 Average Win 18.27% Average Loss 0% Compounding Annual Return 18.155% Drawdown 90.700% Expectancy 0 Start Equity 100000.00 End Equity 319839.65 Net Profit 219.840% Sharpe Ratio 0.576 Sortino Ratio 0.873 Probabilistic Sharpe Ratio 5.595% Loss Rate 0% Win Rate 100% Profit-Loss Ratio 0 Alpha 0.321 Beta 0.981 Annual Standard Deviation 0.726 Annual Variance 0.528 Information Ratio 0.45 Tracking Error 0.708 Treynor Ratio 0.427 Total Fees $0.00 Estimated Strategy Capacity $590000.00 Lowest Capacity Asset BCHUSD 2XR Portfolio Turnover 0.04% Drawdown Recovery 562 |
# region imports
from AlgorithmImports import *
# endregion
class BCH(QCAlgorithm):
def initialize(self) -> None:
self.set_start_date(2019, 1, 1)
self.set_cash(100_000)
self._symbol: Symbol = self.add_crypto('BCHUSD', Resolution.DAILY, Market.COINBASE).symbol
self.settings.daily_precise_end_time = False
def on_data(self, slice: Slice) -> None:
if not self.portfolio.invested:
self.set_holdings(self._symbol, 1)