Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
68.632%
Drawdown
83.200%
Expectancy
0
Start Equity
100000.00
End Equity
6555918.66
Net Profit
6455.919%
Sharpe Ratio
1.157
Sortino Ratio
1.606
Probabilistic Sharpe Ratio
38.003%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.607
Beta
0.902
Annual Standard Deviation
0.588
Annual Variance
0.345
Information Ratio
1.048
Tracking Error
0.571
Treynor Ratio
0.753
Total Fees
$0.00
Estimated Strategy Capacity
$210000.00
Lowest Capacity Asset
BTCUSD 2XR
Portfolio Turnover
0.03%
 
# region imports
from AlgorithmImports import *
# endregion

class StrategicCryptoReserveAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_end_date(2025, 3, 1)
        self.set_start_date(self.end_date - timedelta(8*365))
        self._btc = self.add_crypto('BTCUSD', Resolution.DAILY)

    def on_data(self, data):
        if not self.portfolio.invested:
            self.set_holdings(self._btc.symbol, 0.9)