Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-3.411
Tracking Error
0.616
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class MuscularGreenAlbatross(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 9, 1)  # Set Start Date
        self.SetEndDate(2021, 10, 7) #Set End Date
        self.SetCash(100000)  # Set Strategy Cash
        self.SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Cash) #Broker Modell
        self.Settings.FreePortfolioValuePercentage = 0.05
        self.positionSizeUSD = 5000
        self.btc = self.AddCrypto("BTCUSD", Resolution.Daily).Symbol
        self.SetBenchmark("BTCUSD")
        self.SetTimeZone("Europe/Berlin")

        
        #VWAP Indikator
        self.vwap1 = self.VWAP(self.btc)
        
        
        
    def OnData(self, data):
        
        vwap = self.vwap1.Current.Value
        
        self.Plot("VWAP", "VWAP4", vwap)