Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
100.100%
Expectancy
0
Start Equity
100000.00
End Equity
-128.64
Net Profit
-100.129%
Sharpe Ratio
-0.506
Sortino Ratio
-0.464
Probabilistic Sharpe Ratio
0.009%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.819
Beta
-0.628
Annual Standard Deviation
1.963
Annual Variance
3.852
Information Ratio
-0.644
Tracking Error
1.975
Treynor Ratio
1.582
Total Fees
$0.00
Estimated Strategy Capacity
$110000.00
Lowest Capacity Asset
BTCUSD 2XR
Portfolio Turnover
0.76%
Drawdown Recovery
32
 
# region imports
from AlgorithmImports import *
# endregion

class VirtualMagentaBeaver(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2020, 8, 1)
        self.set_end_date(2021, 1, 1)
        self.set_cash(100000)
        self.portfolio.margin_call_model = MarginCallModel.NULL
        self.add_crypto('BTCUSD')

    def on_data(self, data):
        if not self.portfolio.invested:
            self.set_holdings('BTCUSD', -1)