Overall Statistics
Total Orders
2
Average Win
13.62%
Average Loss
0%
Compounding Annual Return
10584.008%
Drawdown
0.700%
Expectancy
0
Start Equity
100000.0
End Equity
113653.22
Net Profit
13.653%
Sharpe Ratio
279.061
Sortino Ratio
9565314.351
Probabilistic Sharpe Ratio
95.440%
Loss Rate
0%
Win Rate
100%
Profit-Loss Ratio
0
Alpha
242.828
Beta
0.389
Annual Standard Deviation
0.869
Annual Variance
0.755
Information Ratio
261.787
Tracking Error
0.93
Treynor Ratio
623.919
Total Fees
₮538.00
Estimated Strategy Capacity
₮150000.00
Lowest Capacity Asset
BTCUSDT 10B
Portfolio Turnover
18.74%
 
from AlgorithmImports import *

class SimpleBTCTest(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2024, 7, 1)
        self.set_end_date(2024, 7, 10)
        self.SetAccountCurrency("USDT")
        self.SetBrokerageModel(BrokerageName.KRAKEN, AccountType.Margin)
        self.symbol = self.AddCrypto("BTCUSDT", Resolution.Minute, Market.KRAKEN).Symbol
        
        
        self.Schedule.On(self.DateRules.On(2024, 7, 5), 
                         self.TimeRules.At(8, 32), 
                         lambda: self.set_holdings(self.symbol,1))

        self.Schedule.On(self.DateRules.On(2024, 7, 5), 
                         self.TimeRules.At(14, 32), 
                         self.Liquidate)