Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
230.534%
Drawdown
10.600%
Expectancy
0
Net Profit
10.325%
Sharpe Ratio
2.148
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-3.299
Beta
313.082
Annual Standard Deviation
0.41
Annual Variance
0.169
Information Ratio
2.116
Tracking Error
0.41
Treynor Ratio
0.003
Total Fees
$298.35
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 start-end dates for your algorithm. All algorithms must initialized.'''

        self.SetStartDate(2019,2,3)  #Set Start Date
        self.SetEndDate(2019,3,4)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash

        self.SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash)
        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)