Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
104.944%
Drawdown
22.800%
Expectancy
0
Start Equity
100000.00
End Equity
246522.22
Net Profit
146.522%
Sharpe Ratio
1.779
Sortino Ratio
2.862
Probabilistic Sharpe Ratio
72.341%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.64
Beta
0.688
Annual Standard Deviation
0.393
Annual Variance
0.155
Information Ratio
1.58
Tracking Error
0.388
Treynor Ratio
1.018
Total Fees
$0.00
Estimated Strategy Capacity
$340000.00
Lowest Capacity Asset
BTCUSD 2XR
Portfolio Turnover
0.21%
 
# region imports
from AlgorithmImports import *
# endregion

class HyperActiveRedOrangeAlpaca(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2023, 1, 29)
        self.set_cash(100000)
        self.add_crypto("BTCUSD", Resolution.MINUTE)

    def on_data(self, data: Slice):
        if not self.portfolio.invested:
            self.set_holdings("BTCUSD", 1.0)