Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-0.217%
Drawdown
0.600%
Expectancy
0
Net Profit
-0.111%
Sharpe Ratio
-0.148
Probabilistic Sharpe Ratio
16.356%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.003
Beta
0.012
Annual Standard Deviation
0.011
Annual Variance
0
Information Ratio
-1.595
Tracking Error
0.098
Treynor Ratio
-0.132
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
DAIUSD XJ
 
class UpgradedApricotWolf(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 6, 10)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.a = "DAIUSD"
        self.AddCrypto(self.a, Resolution.Tick)


    def OnData(self, data):
        
        holdings = self.Portfolio[self.a].Quantity
        
        
        if holdings == 0:
              if self.Securities[self.a].Price > 1.00:
                  self.SetHoldings(self.a, 1.0)
        
           
        if holdings > 0:
              if self.Securities[self.a].Price < 1.00:
                 self.SetHoldings(self.a, 1.0)