Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-4.200%
Drawdown
94.900%
Expectancy
0
Start Equity
100000
End Equity
30096.48
Net Profit
-69.904%
Sharpe Ratio
0.11
Sortino Ratio
0.082
Probabilistic Sharpe Ratio
0.000%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.028
Beta
0.407
Annual Standard Deviation
0.448
Annual Variance
0.2
Information Ratio
-0.006
Tracking Error
0.453
Treynor Ratio
0.121
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
XTZUSD E3
Portfolio Turnover
0.01%
Drawdown Recovery
259
 
# region imports
from AlgorithmImports import *
# endregion

class XTZ(QCAlgorithm):

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

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