Overall Statistics
Total Trades
14
Average Win
0%
Average Loss
0.00%
Compounding Annual Return
-0.002%
Drawdown
0.000%
Expectancy
-1
Net Profit
0.000%
Sharpe Ratio
-12.116
Probabilistic Sharpe Ratio
0.000%
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0
Beta
-0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
1.598
Tracking Error
0.522
Treynor Ratio
686.315
Total Fees
$0.15
Estimated Strategy Capacity
$210000.00
Lowest Capacity Asset
DAIUSD XJ
 
class UpgradedApricotWolf(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 11, 10)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
 
        security = self.AddCrypto('DAIUSD', Resolution.Daily)
        self.SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Margin)
        security.BuyingPowerModel = SecurityMarginModel(3.3)

    def OnData(self, data):
        
        holdings = self.Portfolio['DAIUSD'].Quantity
        
        
        if holdings == 0:
              if self.Securities['DAIUSD'].Price > 1.00:
                  self.Debug("FIRE")
                  limitTicket = self.LimitOrder('DAIUSD', 10, 1)
                    
           
        if holdings > 0:
              if self.Securities['DAIUSD'].Price < 1.00:
                 limitTicket = self.LimitOrder('DAIUSD', -10, 1)