Overall Statistics
Total Trades
0
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
-0.623
Tracking Error
0.278
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class CalculatingBlackWhale(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 10)  # Set Start Date
        self.SetEndDate(2021,1,10)
        self.SetCash(100000)  # Set Strategy Cash

        #Acceder a los datos del mercado
        self.bitcoin = self.AddCrypto("BTCUSD",Resolution.Daily).Symbol
        #self.AddEquity("AAPL",Resoltion.Hour)
        #self.AddForex("EURUSD",Resolution.Second)
        #self.AddCfd("",Resolution.Minute)
        #self.AddOption("",Resolution.Tick)
        
    def OnData(self, data):
        self.Log(data[self.bitcoin].Close)