Overall Statistics
Total Trades
9
Average Win
0%
Average Loss
0%
Compounding Annual Return
978235.597%
Drawdown
12.100%
Expectancy
0
Net Profit
37.991%
Sharpe Ratio
5.962
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
496.581
Annual Standard Deviation
1.067
Annual Variance
1.139
Information Ratio
5.95
Tracking Error
1.067
Treynor Ratio
0.013
Total Fees
$302.96
namespace QuantConnect.Algorithm.CSharp
{
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
    	decimal cashLeft = 100000;
    	
        public override void Initialize()
        {
            SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);
            SetStartDate(2017, 12, 01);  //Set Start Date
            SetEndDate(2017, 12, 12);    //Set End Date
            SetCash(cashLeft);             //Set Strategy Cash
            AddCrypto("BTCUSD", Resolution.Daily, Market.GDAX);
        }

        public override void OnData(Slice data)
        {
        	Debug("BTC Price is $" + data.Bars["BTCUSD"].Close + " and Buying Power is $" + Portfolio.GetBuyingPower("BTCUSD"));
        	if (Portfolio.GetBuyingPower("BTCUSD") > data.Bars["BTCUSD"].Close)
        	{
        		var ticket = MarketOrder("BTCUSD", 1);
            	if (ticket.Status == OrderStatus.Filled)
				{
					var fills = ticket.OrderEvents.Where(orderEvent => orderEvent.Status.IsFill()).ToList();
    				Debug("Bought! Now have " + Portfolio["BTCUSD"].Quantity + " coins");
    				cashLeft -= fills.Sum(fill => fill.FillPrice);
            		Debug("Actual Cash Left: " + cashLeft);
            		Debug("Delta Cash (error): " + (Portfolio.GetBuyingPower("BTCUSD") - cashLeft));
            		Debug(" ");
				}
				else
				{
					Debug("Failed Fill");
					Debug(" ");
				}
        	}
        	else
        	{
        		Debug("Not enough buying power");
        		Debug(" ");
        	}
        }
    }
}