| Overall Statistics |
|
Total Orders 2 Average Win 33.87% Average Loss 0% Compounding Annual Return 3.642% Drawdown 91.900% Expectancy 0 Start Equity 100000 End Equity 272071.77 Net Profit 172.072% Sharpe Ratio 0.211 Sortino Ratio 0.151 Probabilistic Sharpe Ratio 0.000% Loss Rate 0% Win Rate 100% Profit-Loss Ratio 0 Alpha 0.072 Beta 0.259 Annual Standard Deviation 0.404 Annual Variance 0.163 Information Ratio 0.08 Tracking Error 0.419 Treynor Ratio 0.329 Total Fees $0.00 Estimated Strategy Capacity $7000.00 Lowest Capacity Asset AVAXUSD E3 Portfolio Turnover 0.01% Drawdown Recovery 213 |
# region imports
from AlgorithmImports import *
# endregion
class AVAX(QCAlgorithm):
def initialize(self) -> None:
self.set_start_date(1998, 1, 1)
self.set_cash(100_000)
self._symbol: Symbol = self.add_crypto('AVAXUSD', Resolution.DAILY, Market.BITFINEX).symbol
self.settings.daily_precise_end_time = False
def on_data(self, slice: Slice) -> None:
if not self.portfolio.invested:
self.set_holdings(self._symbol, 1)