| Overall Statistics |
|
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return -9.375% Drawdown 80.700% Expectancy 0 Net Profit -45.888% Sharpe Ratio 0.031 Probabilistic Sharpe Ratio 0.179% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha -0.029 Beta 0.442 Annual Standard Deviation 0.4 Annual Variance 0.16 Information Ratio -0.2 Tracking Error 0.404 Treynor Ratio 0.028 Total Fees $0.00 Estimated Strategy Capacity $12000000.00 Lowest Capacity Asset ETHUSDT 18N Portfolio Turnover 0.04% |
# region imports
from AlgorithmImports import *
# endregion
class DeterminedYellowGreenZebra(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2017, 1, 1) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.AddCrypto("ETHUSDT", Resolution.Hour, Market.Binance)
def OnData(self, data: Slice):
if not self.Portfolio.Invested:
self.SetHoldings("ETHUSDT", 1)
self.Plot("Price", "ETHUSDT", data["ETHUSDT"].Close)