Overall Statistics |

Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 746.435% Drawdown 40.300% Expectancy 0 Net Profit 0% Sharpe Ratio 2.554 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 1.6 Beta 0.819 Annual Standard Deviation 0.663 Annual Variance 0.439 Information Ratio 2.389 Tracking Error 0.661 Treynor Ratio 2.067 Total Fees $2433.71 |

import numpy as np ### <summary> ### Basic template algorithm simply initializes the date range and cash. This is a skeleton ### framework you can use for designing an algorithm. ### </summary> class BasicTemplateAlgorithm(QCAlgorithm): '''Basic template algorithm simply initializes the date range and cash''' def Initialize(self): '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.''' self.SetStartDate(2016,10,07) #Set Start Date self.SetEndDate(2017,10,15) #Set End Date self.SetCash(100000) #Set Strategy Cash self.SetBrokerageModel(BrokerageName.GDAX) self.AddCrypto("BTCUSD", Resolution.Hour) def OnData(self, data): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' if not self.Portfolio.Invested: self.SetHoldings("BTCUSD", 1)