Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
8.191%
Drawdown
96.200%
Expectancy
0
Start Equity
100000
End Equity
905320.76
Net Profit
805.321%
Sharpe Ratio
0.291
Sortino Ratio
0.188
Probabilistic Sharpe Ratio
0.001%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.096
Beta
0.261
Annual Standard Deviation
0.374
Annual Variance
0.14
Information Ratio
0.147
Tracking Error
0.39
Treynor Ratio
0.418
Total Fees
$0.00
Estimated Strategy Capacity
$35000.00
Lowest Capacity Asset
SOLUSD E3
Portfolio Turnover
0.01%
Drawdown Recovery
1169
 
#region imports
from AlgorithmImports import *
#endregion

class SOL(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(1998, 1, 1)
        self.set_cash(100_000)

        self._symbol: Symbol = self.add_crypto('SOLUSD', 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)