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
-2.308
Tracking Error
0.118
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
class MeasuredBlueDragonfly(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        pairs = ['LINKUSD', 'COMPUSD', 'AAVEUSD']
        self.symbols = []
        for pair in pairs:
            try:
                symbol = self.AddCrypto(pair, Resolution.Daily, Market.GDAX).Symbol
                self.symbols.append(symbol)
            except:
                continue


    def OnData(self, data):
        for symbol in self.symbols:
            data_available = data.ContainsKey(symbol) and data[symbol] is not None
            self.Plot("Data Available", str(symbol), int(data_available))