Overall Statistics
Total Orders
11167
Average Win
0.00%
Average Loss
0.00%
Compounding Annual Return
-0.403%
Drawdown
0.000%
Expectancy
-0.805
Net Profit
-0.004%
Sharpe Ratio
-3787.459
Sortino Ratio
-3787.459
Probabilistic Sharpe Ratio
0%
Loss Rate
92%
Win Rate
8%
Profit-Loss Ratio
1.33
Alpha
-0.052
Beta
-0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-22.497
Tracking Error
0.052
Treynor Ratio
665.297
Total Fees
$0.00
Estimated Strategy Capacity
$2400000.00
Lowest Capacity Asset
LUNAUSDT 18N
Portfolio Turnover
3.84%
 
# region imports
from AlgorithmImports import *
# endregion

class SwimmingFluorescentYellowBaboon(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2023, 3, 22)
        self.SetEndDate(2023, 3, 25)
        self.SetCash(100000)
        self.crypto = self.AddCrypto("LUNAUSDT", Resolution.Minute, Market.Binance, fillForward=False).Symbol

    def OnData(self, data: Slice):
        if self.Portfolio.Invested:
            self.Liquidate()
        
        if data[self.crypto]:
            self.MarketOrder(self.crypto, 1)