| Overall Statistics |
|
Total Orders 2 Average Win 30.26% Average Loss 0% Compounding Annual Return 0.446% Drawdown 97.400% Expectancy 0 Start Equity 100000 End Equity 113267.01 Net Profit 13.267% Sharpe Ratio 0.188 Sortino Ratio 0.153 Probabilistic Sharpe Ratio 0.000% Loss Rate 0% Win Rate 100% Profit-Loss Ratio 0 Alpha 0.076 Beta 0.196 Annual Standard Deviation 0.456 Annual Variance 0.208 Information Ratio 0.072 Tracking Error 0.473 Treynor Ratio 0.436 Total Fees $0.00 Estimated Strategy Capacity $730000.00 Lowest Capacity Asset DASHUSD E3 Portfolio Turnover 0.01% Drawdown Recovery 77 |
#region imports
from AlgorithmImports import *
#endregion
class DASH(QCAlgorithm):
def initialize(self) -> None:
self.set_start_date(1998, 1, 1)
self.set_cash(100_000)
self._symbol: Symbol = self.add_crypto('DASHUSD', Resolution.DAILY, Market.BITFINEX).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)