Unnamed: 0 int64 | window_start_date string | pnl float64 | pnl_pct float64 | win_rate float64 | profit_factor float64 | max_drawdown float64 | total_trades int64 | start_date string | end_date string |
|---|---|---|---|---|---|---|---|---|---|
0 | 2022-01-01 | -25.415226 | -0.025415 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-01 | 2022-04-01 |
1 | 2022-01-02 | -23.631575 | -0.023632 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-02 | 2022-04-02 |
2 | 2022-01-03 | -30.015677 | -0.030016 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-03 | 2022-04-03 |
3 | 2022-01-04 | -24.117132 | -0.024117 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-04 | 2022-04-04 |
4 | 2022-01-05 | -35.422563 | -0.035423 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-05 | 2022-04-05 |
5 | 2022-01-06 | -45.735458 | -0.045735 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-06 | 2022-04-06 |
6 | 2022-01-07 | -59.191386 | -0.059191 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-07 | 2022-04-07 |
7 | 2022-01-08 | -53.044707 | -0.053045 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-08 | 2022-04-08 |
8 | 2022-01-09 | -60.979648 | -0.06098 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-09 | 2022-04-09 |
9 | 2022-01-10 | -57.126383 | -0.057126 | 0.428571 | 0.136985 | -0.082432 | 7 | 2022-01-10 | 2022-04-10 |
10 | 2022-01-11 | -63.119434 | -0.063119 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-11 | 2022-04-11 |
11 | 2022-01-12 | -74.548933 | -0.074549 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-12 | 2022-04-12 |
12 | 2022-01-13 | -66.082245 | -0.066082 | 0.5 | 0.179733 | -0.083325 | 6 | 2022-01-13 | 2022-04-13 |
13 | 2022-01-14 | -64.42675 | -0.064427 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-14 | 2022-04-14 |
14 | 2022-01-15 | -68.432898 | -0.068433 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-15 | 2022-04-15 |
15 | 2022-01-16 | -65.573998 | -0.065574 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-16 | 2022-04-16 |
16 | 2022-01-17 | -64.658817 | -0.064659 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-17 | 2022-04-17 |
17 | 2022-01-18 | -71.70461 | -0.071705 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-18 | 2022-04-18 |
18 | 2022-01-19 | -66.074877 | -0.066075 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-19 | 2022-04-19 |
19 | 2022-01-20 | -61.995984 | -0.061996 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-20 | 2022-04-20 |
20 | 2022-01-21 | -65.25773 | -0.065258 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-21 | 2022-04-21 |
21 | 2022-01-22 | -70.421838 | -0.070422 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-22 | 2022-04-22 |
22 | 2022-01-23 | -69.775469 | -0.069775 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-23 | 2022-04-23 |
23 | 2022-01-24 | -72.458234 | -0.072458 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-24 | 2022-04-24 |
24 | 2022-01-25 | -73.486771 | -0.073487 | 0.6 | 0.233717 | -0.086445 | 5 | 2022-01-25 | 2022-04-25 |
25 | 2022-01-26 | -69.533169 | -0.069533 | 0.428571 | 0.136985 | -0.085016 | 7 | 2022-01-26 | 2022-04-26 |
26 | 2022-01-27 | -84.16725 | -0.084167 | 0.428571 | 0.117079 | -0.094502 | 7 | 2022-01-27 | 2022-04-27 |
27 | 2022-01-28 | -82.005789 | -0.082006 | 0.428571 | 0.117079 | -0.094502 | 7 | 2022-01-28 | 2022-04-28 |
28 | 2022-01-29 | -72.731156 | -0.072731 | 0.428571 | 0.129965 | -0.089483 | 7 | 2022-01-29 | 2022-04-29 |
29 | 2022-01-30 | -93.062464 | -0.093062 | 0.5 | 0.149066 | -0.105172 | 8 | 2022-01-30 | 2022-04-30 |
30 | 2022-01-31 | -111.359826 | -0.11136 | 0.555556 | 0.164948 | -0.127954 | 9 | 2022-01-31 | 2022-05-01 |
31 | 2022-02-01 | -99.330057 | -0.09933 | 0.5 | 0.132431 | -0.118379 | 8 | 2022-02-01 | 2022-05-02 |
32 | 2022-02-02 | -103.561205 | -0.103561 | 0.555556 | 0.163309 | -0.127255 | 9 | 2022-02-02 | 2022-05-03 |
33 | 2022-02-03 | -158.057552 | -0.158058 | 0.333333 | 0.067394 | -0.198131 | 12 | 2022-02-03 | 2022-05-04 |
34 | 2022-02-04 | -137.886659 | -0.137887 | 0.2 | 0.036327 | -0.176794 | 10 | 2022-02-04 | 2022-05-05 |
35 | 2022-02-05 | -99.910799 | -0.099911 | 0.285714 | 0.058151 | -0.117493 | 7 | 2022-02-05 | 2022-05-06 |
36 | 2022-02-06 | -73.327089 | -0.073327 | 0.333333 | 0.072794 | -0.100264 | 6 | 2022-02-06 | 2022-05-07 |
37 | 2022-02-07 | -66.486213 | -0.066486 | 0.333333 | 0.072794 | -0.100264 | 6 | 2022-02-07 | 2022-05-08 |
38 | 2022-02-08 | -68.828808 | -0.068829 | 0.333333 | 0.072794 | -0.100264 | 6 | 2022-02-08 | 2022-05-09 |
39 | 2022-02-09 | -78.146186 | -0.078146 | 0.333333 | 0.091009 | -0.090162 | 6 | 2022-02-09 | 2022-05-10 |
40 | 2022-02-10 | -87.619411 | -0.087619 | 0.333333 | 0.072794 | -0.100264 | 6 | 2022-02-10 | 2022-05-11 |
41 | 2022-02-11 | -104.167104 | -0.104167 | 0.333333 | 0.072794 | -0.117074 | 6 | 2022-02-11 | 2022-05-12 |
42 | 2022-02-12 | -174.375176 | -0.174375 | 0.8125 | 0.992992 | -0.250224 | 32 | 2022-02-12 | 2022-05-13 |
43 | 2022-02-13 | -170.656972 | -0.170657 | 0.8125 | 0.94426 | -0.251779 | 32 | 2022-02-13 | 2022-05-14 |
44 | 2022-02-14 | -122.069268 | -0.122069 | 0.866667 | 1.414278 | -0.223085 | 30 | 2022-02-14 | 2022-05-15 |
45 | 2022-02-15 | -72.331465 | -0.072331 | 0.928571 | 2.827795 | -0.178776 | 28 | 2022-02-15 | 2022-05-16 |
46 | 2022-02-16 | -80.126789 | -0.080127 | 0.928571 | 2.827795 | -0.178776 | 28 | 2022-02-16 | 2022-05-17 |
47 | 2022-02-17 | -70.973394 | -0.070973 | 0.928571 | 2.827795 | -0.178776 | 28 | 2022-02-17 | 2022-05-18 |
48 | 2022-02-18 | -86.428237 | -0.086428 | 0.928571 | 2.827795 | -0.178776 | 28 | 2022-02-18 | 2022-05-19 |
49 | 2022-02-19 | -82.897253 | -0.082897 | 0.928571 | 2.827795 | -0.178776 | 28 | 2022-02-19 | 2022-05-20 |
50 | 2022-02-20 | -87.351725 | -0.087352 | 0.928571 | 2.827795 | -0.178776 | 28 | 2022-02-20 | 2022-05-21 |
51 | 2022-02-21 | -86.835658 | -0.086836 | 0.928571 | 2.827795 | -0.178776 | 28 | 2022-02-21 | 2022-05-22 |
52 | 2022-02-22 | -84.988682 | -0.084989 | 0.928571 | 2.827795 | -0.178776 | 28 | 2022-02-22 | 2022-05-23 |
53 | 2022-02-23 | -91.942003 | -0.091942 | 0.928571 | 2.827795 | -0.178776 | 28 | 2022-02-23 | 2022-05-24 |
54 | 2022-02-24 | -100.231491 | -0.100231 | 0.931034 | 2.901173 | -0.191705 | 29 | 2022-02-24 | 2022-05-25 |
55 | 2022-02-25 | -94.984081 | -0.094984 | 0.928571 | 2.827795 | -0.178776 | 28 | 2022-02-25 | 2022-05-26 |
56 | 2022-02-26 | -101.937402 | -0.101937 | 0.928571 | 2.827795 | -0.178776 | 28 | 2022-02-26 | 2022-05-27 |
57 | 2022-02-27 | -106.772133 | -0.106772 | 0.928571 | 2.827795 | -0.179177 | 28 | 2022-02-27 | 2022-05-28 |
58 | 2022-02-28 | -105.441224 | -0.105441 | 0.928571 | 2.827795 | -0.179302 | 28 | 2022-02-28 | 2022-05-29 |
59 | 2022-03-01 | -102.046047 | -0.102046 | 0.928571 | 2.827795 | -0.179752 | 28 | 2022-03-01 | 2022-05-30 |
60 | 2022-03-02 | -91.181483 | -0.091181 | 0.928571 | 2.827795 | -0.179752 | 28 | 2022-03-02 | 2022-05-31 |
61 | 2022-03-03 | -93.082782 | -0.093083 | 0.928571 | 2.827795 | -0.179752 | 28 | 2022-03-03 | 2022-06-01 |
62 | 2022-03-04 | -100.687977 | -0.100688 | 0.928571 | 2.827795 | -0.179752 | 28 | 2022-03-04 | 2022-06-02 |
63 | 2022-03-05 | -89.372546 | -0.089373 | 0.928571 | 4.699496 | -0.169856 | 28 | 2022-03-05 | 2022-06-03 |
64 | 2022-03-06 | -101.421335 | -0.101421 | 0.928571 | 2.827795 | -0.179752 | 28 | 2022-03-06 | 2022-06-04 |
65 | 2022-03-07 | -99.574359 | -0.099574 | 0.928571 | 2.827795 | -0.179752 | 28 | 2022-03-07 | 2022-06-05 |
66 | 2022-03-08 | -98.379257 | -0.098379 | 0.928571 | 2.827795 | -0.179752 | 28 | 2022-03-08 | 2022-06-06 |
67 | 2022-03-09 | -92.946975 | -0.092947 | 0.928571 | 2.827795 | -0.179752 | 28 | 2022-03-09 | 2022-06-07 |
68 | 2022-03-10 | -96.749572 | -0.09675 | 0.928571 | 2.827795 | -0.179752 | 28 | 2022-03-10 | 2022-06-08 |
69 | 2022-03-11 | -91.860519 | -0.091861 | 0.928571 | 2.827795 | -0.179752 | 28 | 2022-03-11 | 2022-06-09 |
70 | 2022-03-12 | -90.1762 | -0.090176 | 0.933333 | 3.086375 | -0.178906 | 30 | 2022-03-12 | 2022-06-10 |
71 | 2022-03-13 | -99.845662 | -0.099846 | 0.933333 | 3.086375 | -0.178906 | 30 | 2022-03-13 | 2022-06-11 |
72 | 2022-03-14 | -79.22202 | -0.079222 | 0.95 | 4.386094 | -0.178355 | 40 | 2022-03-14 | 2022-06-12 |
73 | 2022-03-15 | -106.050574 | -0.106051 | 0.9375 | 3.342669 | -0.185259 | 32 | 2022-03-15 | 2022-06-13 |
74 | 2022-03-16 | -122.142382 | -0.122142 | 0.928571 | 2.860632 | -0.195713 | 28 | 2022-03-16 | 2022-06-14 |
75 | 2022-03-17 | -136.958513 | -0.136959 | 0.909091 | 2.004461 | -0.201043 | 22 | 2022-03-17 | 2022-06-15 |
76 | 2022-03-18 | -134.46113 | -0.134461 | 0.9 | 1.707312 | -0.203132 | 20 | 2022-03-18 | 2022-06-16 |
77 | 2022-03-19 | -133.643045 | -0.133643 | 0.894737 | 1.627505 | -0.188128 | 19 | 2022-03-19 | 2022-06-17 |
78 | 2022-03-20 | -130.750789 | -0.130751 | 0.857143 | 1.040466 | -0.174613 | 14 | 2022-03-20 | 2022-06-18 |
79 | 2022-03-21 | -144.038801 | -0.144039 | 0.8 | 0.546653 | -0.175643 | 10 | 2022-03-21 | 2022-06-19 |
80 | 2022-03-22 | -110.749386 | -0.110749 | 0.888889 | 1.137555 | -0.135058 | 9 | 2022-03-22 | 2022-06-20 |
81 | 2022-03-23 | -99.187299 | -0.099187 | 0.714286 | 0.369985 | -0.115037 | 7 | 2022-03-23 | 2022-06-21 |
82 | 2022-03-24 | -189.390468 | -0.18939 | 0.733333 | 0.38318 | -0.234971 | 15 | 2022-03-24 | 2022-06-22 |
83 | 2022-03-25 | -170.195514 | -0.170196 | 0.785714 | 0.509978 | -0.22172 | 14 | 2022-03-25 | 2022-06-23 |
84 | 2022-03-26 | -172.75266 | -0.172753 | 0.8 | 0.560134 | -0.232523 | 15 | 2022-03-26 | 2022-06-24 |
85 | 2022-03-27 | -156.079897 | -0.15608 | 0.785714 | 0.509978 | -0.22172 | 14 | 2022-03-27 | 2022-06-25 |
86 | 2022-03-28 | -154.963407 | -0.154963 | 0.785714 | 0.509978 | -0.22172 | 14 | 2022-03-28 | 2022-06-26 |
87 | 2022-03-29 | -158.189419 | -0.158189 | 0.785714 | 0.612407 | -0.216876 | 14 | 2022-03-29 | 2022-06-27 |
88 | 2022-03-30 | -166.955236 | -0.166955 | 0.714286 | 0.424127 | -0.222489 | 14 | 2022-03-30 | 2022-06-28 |
89 | 2022-03-31 | -171.032881 | -0.171033 | 0.785714 | 0.509978 | -0.22172 | 14 | 2022-03-31 | 2022-06-29 |
90 | 2022-04-01 | -180.919698 | -0.18092 | 0.714286 | 0.400419 | -0.2229 | 14 | 2022-04-01 | 2022-06-30 |
91 | 2022-04-02 | -170.275263 | -0.170275 | 0.785714 | 0.509978 | -0.22172 | 14 | 2022-04-02 | 2022-07-01 |
92 | 2022-04-03 | -173.345609 | -0.173346 | 0.785714 | 0.509978 | -0.22172 | 14 | 2022-04-03 | 2022-07-02 |
93 | 2022-04-04 | -172.707615 | -0.172708 | 0.785714 | 0.509978 | -0.22172 | 14 | 2022-04-04 | 2022-07-03 |
94 | 2022-04-05 | -172.069621 | -0.17207 | 0.785714 | 0.509978 | -0.22172 | 14 | 2022-04-05 | 2022-07-04 |
95 | 2022-04-06 | -168.082159 | -0.168082 | 0.785714 | 0.509978 | -0.22172 | 14 | 2022-04-06 | 2022-07-05 |
96 | 2022-04-07 | -172.707615 | -0.172708 | 0.785714 | 0.509978 | -0.22172 | 14 | 2022-04-07 | 2022-07-06 |
97 | 2022-04-08 | -171.511376 | -0.171511 | 0.785714 | 0.509978 | -0.22172 | 14 | 2022-04-08 | 2022-07-07 |
98 | 2022-04-09 | -166.686547 | -0.166687 | 0.785714 | 0.509978 | -0.22172 | 14 | 2022-04-09 | 2022-07-08 |
99 | 2022-04-10 | -191.982637 | -0.191983 | 0.733333 | 0.38337 | -0.245379 | 15 | 2022-04-10 | 2022-07-09 |
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