Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
100.100%
Expectancy
0
Net Profit
-101.838%
Sharpe Ratio
0.872
Probabilistic Sharpe Ratio
25.454%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.785
Beta
0.298
Annual Standard Deviation
0.941
Annual Variance
0.885
Information Ratio
0.744
Tracking Error
0.944
Treynor Ratio
2.757
Total Fees
$0.00
 
class UncoupledCalibratedAntennaArray(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2014, 10, 7)
        self.SetCash(100000)
        self.AddCrypto('DSHUSD', Resolution.Minute, Market.Bitfinex)
    
    def OnData(self, data):
        if not self.Portfolio.Invested:
            self.SetHoldings("DSHUSD", 1)