| Overall Statistics |
|
Total Orders 1 Average Win 0% Average Loss 0% Compounding Annual Return -1.695% Drawdown 86.800% Expectancy 0 Start Equity 100000 End Equity 61977.09 Net Profit -38.023% Sharpe Ratio -0.057 Sortino Ratio -0.027 Probabilistic Sharpe Ratio 0.000% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha -0.017 Beta 0.09 Annual Standard Deviation 0.217 Annual Variance 0.047 Information Ratio -0.245 Tracking Error 0.261 Treynor Ratio -0.137 Total Fees $0.00 Estimated Strategy Capacity $30000.00 Lowest Capacity Asset VETUSD 2XR Portfolio Turnover 0.01% Drawdown Recovery 275 |
# region imports
from AlgorithmImports import *
# endregion
class VET(QCAlgorithm):
def initialize(self) -> None:
self.set_start_date(1998, 1, 1)
self.set_cash(100_000)
self._symbol: Symbol = self.add_crypto('VETUSD', Resolution.DAILY, Market.COINBASE).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)