Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
17.669%
Drawdown
54.200%
Expectancy
0
Net Profit
9.606%
Sharpe Ratio
0.592
Probabilistic Sharpe Ratio
32.711%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.033
Beta
1.881
Annual Standard Deviation
0.65
Annual Variance
0.423
Information Ratio
0.313
Tracking Error
0.632
Treynor Ratio
0.205
Total Fees
$0.00
Estimated Strategy Capacity
$720000.00
Lowest Capacity Asset
BTCUSD XJ
 
namespace QuantConnect {

    //
    //	Make sure to change "BasicTemplateAlgorithm" to your algorithm class name, and that all
    //	files use "public partial class" if you want to split up your algorithm namespace into multiple files.
    // 
    //  bla bla bla! 
    

    //public partial class BasicTemplateAlgorithm : QCAlgorithm, IAlgorithm
    //{
    //  Extension functions can go here...(ones that need access to QCAlgorithm functions e.g. Debug, Log etc.)
    //}

    //public class Indicator 
    //{
    //  ...or you can define whole new classes independent of the QuantConnect Context
    //}

}
namespace QuantConnect.Algorithm.CSharp
{
    public class WellDressedFluorescentOrangeScorpion : QCAlgorithm
    {

        public override void Initialize()
        {
            SetStartDate(2021, 4, 4);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            
            AddCrypto("BTCUSD", Resolution.Minute);
            
            
            // Hola! hola ! hola! 
        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
               SetHoldings("BTCUSD", 1);
               Debug("Purchased Stock");
            }
        }

    }
}