Overall Statistics 
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
746.435%
Drawdown
40.300%
Expectancy
0
Net Profit
0%
Sharpe Ratio
2.554
Loss Rate
0%
Win Rate
0%
ProfitLoss Ratio
0
Alpha
1.6
Beta
0.819
Annual Standard Deviation
0.663
Annual Variance
0.439
Information Ratio
2.389
Tracking Error
0.661
Treynor Ratio
2.067
Total Fees
$2433.71

import numpy as np ### <summary> ### Basic template algorithm simply initializes the date range and cash. This is a skeleton ### framework you can use for designing an algorithm. ### </summary> class BasicTemplateAlgorithm(QCAlgorithm): '''Basic template algorithm simply initializes the date range and cash''' def Initialize(self): '''Initialise the data and resolution required, as well as the cash and startend dates for your algorithm. All algorithms must initialized.''' self.SetStartDate(2016,10,07) #Set Start Date self.SetEndDate(2017,10,15) #Set End Date self.SetCash(100000) #Set Strategy Cash self.SetBrokerageModel(BrokerageName.GDAX) self.AddCrypto("BTCUSD", Resolution.Hour) def OnData(self, data): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' if not self.Portfolio.Invested: self.SetHoldings("BTCUSD", 1)