Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
0%
Compounding Annual Return
0.026%
Drawdown
0.000%
Expectancy
0
Net Profit
0.013%
Sharpe Ratio
1.305
Probabilistic Sharpe Ratio
59.974%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-1.919
Tracking Error
0.174
Treynor Ratio
5.972
Total Fees
$0.00
 
namespace QuantConnect.Algorithm.CSharp
{
    public class NadionUncoupledAtmosphericScrubbers : QCAlgorithm
    {

		private Symbol btcusd, ethusd;
		private decimal usdAmount = 10.0m;

        public override void Initialize()
        {
            SetStartDate(2020, 4, 18); 
            SetCash("USD", 100000);    
            
            btcusd = AddCrypto("BTCUSD", Resolution.Daily).Symbol;
            ethusd = AddCrypto("ETHUSD", Resolution.Daily).Symbol;
        }

        public override void OnData(Slice data)
        {
        	if (!data.ContainsKey("BTCUSD") | !data.ContainsKey("ETHUSD"))
        	{
        		return;
        	}
        	
        	if (!Portfolio.Invested)
            {
            	// Buy $10 of BTC
            	MarketOrder(btcusd, usdAmount / data[btcusd].Close);
                
                // But $10 of ETH
                MarketOrder(ethusd, usdAmount / data[ethusd].Close);
            }
        }
        
        public override void OnEndOfDay()
        {
        	Plot("USD", "Holdings", Portfolio.CashBook["USD"].Amount);
        }

    }
}