Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-15.359%
Drawdown
96.600%
Expectancy
0
Start Equity
100000.00
End Equity
41886.76
Net Profit
-58.113%
Sharpe Ratio
0.267
Sortino Ratio
0.408
Probabilistic Sharpe Ratio
2.270%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.081
Beta
1.689
Annual Standard Deviation
0.833
Annual Variance
0.693
Information Ratio
0.173
Tracking Error
0.803
Treynor Ratio
0.132
Total Fees
$0.00
Estimated Strategy Capacity
$19000.00
Lowest Capacity Asset
DOTUSD E3
Portfolio Turnover
0.05%
Drawdown Recovery
171
 
# region imports
from AlgorithmImports import *
# endregion

class DOT(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2020, 10, 1)
        self.set_cash(100_000)

        self._symbol: Symbol = self.add_crypto('DOTUSD', 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)