Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
45.299%
Drawdown
2.600%
Expectancy
0
Start Equity
10000000.00
End Equity
10259645
Net Profit
2.596%
Sharpe Ratio
2.431
Sortino Ratio
2.801
Probabilistic Sharpe Ratio
67.079%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.341
Beta
-0.214
Annual Standard Deviation
0.107
Annual Variance
0.012
Information Ratio
-0.689
Tracking Error
0.162
Treynor Ratio
-1.219
Total Fees
$0.00
Estimated Strategy Capacity
$3500000.00
Lowest Capacity Asset
ETHUSD 2XR
Portfolio Turnover
0.77%
Drawdown Recovery
13
 
# region imports
from AlgorithmImports import *
# endregion

class testDataAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self.set_start_date(2025, 10, 11)
        self.set_cash(10000000)
        self.add_crypto("ETHUSD", Resolution.HOUR, Market.COINBASE)
        def place_order():
            self.market_order("ETHUSD", -500)
        self.schedule.on(self.date_rules.on(2025,10,12), self.time_rules.at(1,0), place_order)