Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000.00
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-0.962
Tracking Error
0.147
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
Drawdown Recovery
0
 
# region imports
from AlgorithmImports import *
# endregion

class PensiveLightBrownChimpanzee(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2024, 2, 8)
        self.set_cash(100000)
        self.add_crypto("BTCUSDT", market=Market.BINANCE)
        self.add_crypto("BTCUSDT", market=Market.BINANCE_US)
        
    def on_end_of_day(self, symbol):
        self.plot(symbol.value, symbol.id.market, self.securities[symbol].price)