| Overall Statistics |
|
Total Orders 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Start Equity 100000.00 End Equity 100000 Net Profit 0% Sharpe Ratio 0 Sortino 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 -0.89 Tracking Error 0.152 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset Portfolio Turnover 0% |
# region imports
from AlgorithmImports import *
# endregion
class GeekyYellowHornet(QCAlgorithm):
def initialize(self):
self.set_start_date(2024, 1, 10)
[self.add_crypto("xrpusdc", market=market)
for market in [Market.COINBASE, Market.BINANCE, Market.BYBIT, Market.KRAKEN]]
def on_end_of_day(self, symbol):
self.plot(symbol.value, symbol.id.market, self.securities[symbol].price)