Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$68.30
Estimated Strategy Capacity
$2300000.00
Lowest Capacity Asset
BTCUSD XJ
 
class RetrospectiveFluorescentYellowGalago(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021,11,9)  # Set Start Date
        self.SetEndDate(2021,11,9)
        self.initCash = 100000
        self.SetCash("USD", self.initCash)  # Set Strategy Cash
        self.SetCash("BTC", 0)  # Set Initial BTC holding
        self.symbol = self.AddCrypto("BTCUSD", Resolution.Hour).Symbol
        self.btc = self.AddCrypto("BTCUSD", Resolution.Hour)
        
        self.SetBrokerageModel(BrokerageName.Binance, AccountType.Cash)
        


    def OnData(self, data):
        if not self.Portfolio.Invested:
            self.Debug("USD amount in cashbook (before trade):" + str(self.Portfolio.CashBook["USD"].Amount))
            self.Debug("BTC amount in cashbook (before trade):" + str(self.Portfolio.CashBook["BTC"].Amount))
            marketTicket = self.MarketOrder("BTCUSD", 1)
            self.Debug("Ordered quantity:" + str(marketTicket.Quantity))
            self.Debug("Filled quantity:" + str(marketTicket.QuantityFilled))
            self.Debug("Buy price:" + str(marketTicket.AverageFillPrice))
            marketOrder = self.Transactions.GetOrderById(marketTicket.OrderId)
            parameters = OrderFeeParameters(self.btc, marketOrder)
            fee = self.btc.FeeModel.GetOrderFee(parameters).Value.Amount
            self.Debug("Brokerage fee:" + str(fee))
            self.Debug("USD amount in cashbook (after trade):" + str(self.Portfolio.CashBook["USD"].Amount))
            self.Debug("BTC amount in cashbook (after trade):" + str(self.Portfolio.CashBook["BTC"].Amount))