Overall Statistics
Total Trades
2
Average Win
0.01%
Average Loss
0%
Compounding Annual Return
5.955%
Drawdown
8.400%
Expectancy
0
Net Profit
5.520%
Sharpe Ratio
0.578
Probabilistic Sharpe Ratio
30.832%
Loss Rate
0%
Win Rate
100%
Profit-Loss Ratio
0
Alpha
-0.04
Beta
0.096
Annual Standard Deviation
0.074
Annual Variance
0.005
Information Ratio
-1.299
Tracking Error
0.628
Treynor Ratio
0.444
Total Fees
$44.24
Estimated Strategy Capacity
$520000.00
Lowest Capacity Asset
BTCUSDT 18N
 
class BinanceBrokerageExampleAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 1)
        self.SetCash('USDT', 100000)
        
        self.SetBrokerageModel(BrokerageName.Binance, AccountType.Cash)
        
        self.symbol = self.AddCrypto("BTCUSDT", Resolution.Minute).Symbol
        
        # Set default order properties
        self.DefaultOrderProperties = BinanceOrderProperties()
        self.DefaultOrderProperties.TimeInForce = TimeInForce.GoodTilCanceled
        self.DefaultOrderProperties.PostOnly = False


    def OnData(self, data):
        if self.Portfolio.Invested:
            return
        
        # Place an order with the default order properties 
        self.MarketOrder(self.symbol, 1)
        
        # Place an order with new order properties
        order_properties = BinanceOrderProperties()
        order_properties.TimeInForce = TimeInForce.Day
        order_properties.PostOnly = True
        ticket = self.LimitOrder(self.symbol, -0.5, round(data[self.symbol].Price + 1000, 2), orderProperties = order_properties)
        
        # If we try to call `Update`, an exception is raised
        # ticket.Update()
        
        # Update the order
        ticket.Cancel()
        ticket = self.LimitOrder(self.symbol, -0.5, round(data[self.symbol].Price + 100, 2), orderProperties = order_properties)