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 | 2021-01-01 | 167.688584 | 0.167689 | 0.957895 | 5.650082 | -0.095039 | 95 | 2021-01-01 | 2021-04-01 |
1 | 2021-01-02 | 160.030925 | 0.160031 | 0.955056 | 5.215774 | -0.096435 | 89 | 2021-01-02 | 2021-04-02 |
2 | 2021-01-03 | 156.318 | 0.156318 | 0.95122 | 4.749178 | -0.09811 | 82 | 2021-01-03 | 2021-04-03 |
3 | 2021-01-04 | 94.136036 | 0.094136 | 0.921053 | 4.02774 | -0.100066 | 76 | 2021-01-04 | 2021-04-04 |
4 | 2021-01-05 | 124.596221 | 0.124596 | 0.947368 | 4.296844 | -0.099662 | 76 | 2021-01-05 | 2021-04-05 |
5 | 2021-01-06 | 168.878188 | 0.168878 | 0.940476 | 4.99329 | -0.100326 | 84 | 2021-01-06 | 2021-04-06 |
6 | 2021-01-07 | 173.983665 | 0.173984 | 0.954545 | 5.533963 | -0.100155 | 88 | 2021-01-07 | 2021-04-07 |
7 | 2021-01-08 | 167.125926 | 0.167126 | 0.964286 | 7.011438 | -0.100197 | 84 | 2021-01-08 | 2021-04-08 |
8 | 2021-01-09 | 167.426312 | 0.167426 | 0.95 | 9.007405 | -0.1005 | 80 | 2021-01-09 | 2021-04-09 |
9 | 2021-01-10 | 176.50242 | 0.176502 | 0.9625 | 15.651202 | -0.09956 | 80 | 2021-01-10 | 2021-04-10 |
10 | 2021-01-11 | 177.969884 | 0.17797 | 0.9625 | 12.300821 | -0.099988 | 80 | 2021-01-11 | 2021-04-11 |
11 | 2021-01-12 | 188.331964 | 0.188332 | 0.97619 | 10.515126 | -0.099258 | 84 | 2021-01-12 | 2021-04-12 |
12 | 2021-01-13 | 172.591412 | 0.172591 | 0.9625 | 9.150568 | -0.100397 | 80 | 2021-01-13 | 2021-04-13 |
13 | 2021-01-14 | 186.113914 | 0.186114 | 0.975 | 9.989717 | -0.100133 | 80 | 2021-01-14 | 2021-04-14 |
14 | 2021-01-15 | 202.813607 | 0.202814 | 0.952941 | 12.803096 | -0.099624 | 85 | 2021-01-15 | 2021-04-15 |
15 | 2021-01-16 | 209.799955 | 0.2098 | 0.977273 | 11.313139 | -0.099264 | 88 | 2021-01-16 | 2021-04-16 |
16 | 2021-01-17 | 201.879745 | 0.20188 | 0.965517 | 9.737087 | -0.100046 | 87 | 2021-01-17 | 2021-04-17 |
17 | 2021-01-18 | 200.886641 | 0.200887 | 0.976471 | 10.973124 | -0.100133 | 85 | 2021-01-18 | 2021-04-18 |
18 | 2021-01-19 | 209.035518 | 0.209036 | 0.976471 | 18.080062 | -0.099426 | 85 | 2021-01-19 | 2021-04-19 |
19 | 2021-01-20 | 196.234449 | 0.196234 | 0.952941 | 9.890917 | -0.096271 | 85 | 2021-01-20 | 2021-04-20 |
20 | 2021-01-21 | 200.886641 | 0.200887 | 0.976471 | 10.973124 | -0.100133 | 85 | 2021-01-21 | 2021-04-21 |
21 | 2021-01-22 | 142.202637 | 0.142203 | 0.968254 | 8.053887 | -0.080765 | 63 | 2021-01-22 | 2021-04-22 |
22 | 2021-01-23 | 142.202637 | 0.142203 | 0.968254 | 8.053887 | -0.080765 | 63 | 2021-01-23 | 2021-04-23 |
23 | 2021-01-24 | 142.202637 | 0.142203 | 0.968254 | 8.053887 | -0.080765 | 63 | 2021-01-24 | 2021-04-24 |
24 | 2021-01-25 | 140.768867 | 0.140769 | 0.967742 | 7.983429 | -0.080869 | 62 | 2021-01-25 | 2021-04-25 |
25 | 2021-01-26 | 137.053716 | 0.137054 | 0.951613 | 7.196854 | -0.08114 | 62 | 2021-01-26 | 2021-04-26 |
26 | 2021-01-27 | 126.908383 | 0.126908 | 0.948276 | 6.741438 | -0.081891 | 58 | 2021-01-27 | 2021-04-27 |
27 | 2021-01-28 | 142.353355 | 0.142353 | 0.968254 | 8.05923 | -0.080754 | 63 | 2021-01-28 | 2021-04-28 |
28 | 2021-01-29 | 175.362465 | 0.175362 | 0.972973 | 10.674068 | -0.102412 | 74 | 2021-01-29 | 2021-04-29 |
29 | 2021-01-30 | 135.852423 | 0.135852 | 0.966667 | 7.738876 | -0.081229 | 60 | 2021-01-30 | 2021-04-30 |
30 | 2021-01-31 | 123.822633 | 0.123823 | 0.964286 | 7.144463 | -0.082123 | 56 | 2021-01-31 | 2021-05-01 |
31 | 2021-02-01 | 107.872134 | 0.107872 | 0.96 | 6.357674 | -0.083339 | 50 | 2021-02-01 | 2021-05-02 |
32 | 2021-02-02 | 97.087028 | 0.097087 | 0.956522 | 5.824723 | -0.084182 | 46 | 2021-02-02 | 2021-05-03 |
33 | 2021-02-03 | 138.213425 | 0.138213 | 0.951613 | 7.733359 | -0.105412 | 62 | 2021-02-03 | 2021-05-04 |
34 | 2021-02-04 | 88.033269 | 0.088033 | 0.931818 | 4.812965 | -0.084289 | 44 | 2021-02-04 | 2021-05-05 |
35 | 2021-02-05 | 144.6152 | 0.144615 | 0.966667 | 14.326409 | -0.105298 | 60 | 2021-02-05 | 2021-05-06 |
36 | 2021-02-06 | 130.885082 | 0.130885 | 0.948276 | 8.227845 | -0.106641 | 58 | 2021-02-06 | 2021-05-07 |
37 | 2021-02-07 | 78.315608 | 0.078316 | 0.953488 | 5.433996 | -0.085406 | 43 | 2021-02-07 | 2021-05-08 |
38 | 2021-02-08 | 69.761217 | 0.069761 | 0.945946 | 4.680327 | -0.086665 | 37 | 2021-02-08 | 2021-05-09 |
39 | 2021-02-09 | 51.288292 | 0.051288 | 0.896552 | 3.099759 | -0.088215 | 29 | 2021-02-09 | 2021-05-10 |
40 | 2021-02-10 | 94.283081 | 0.094283 | 0.975 | 10.573281 | -0.105261 | 40 | 2021-02-10 | 2021-05-11 |
41 | 2021-02-11 | 71.686318 | 0.071686 | 0.9375 | 3.810348 | -0.088527 | 32 | 2021-02-11 | 2021-05-12 |
42 | 2021-02-12 | 77.083992 | 0.077084 | 0.947368 | 4.859724 | -0.101441 | 38 | 2021-02-12 | 2021-05-13 |
43 | 2021-02-13 | 84.514547 | 0.084515 | 1 | null | -0.085649 | 32 | 2021-02-13 | 2021-05-14 |
44 | 2021-02-14 | 84.514547 | 0.084515 | 1 | null | -0.085649 | 32 | 2021-02-14 | 2021-05-15 |
45 | 2021-02-15 | 84.514547 | 0.084515 | 1 | null | -0.085649 | 32 | 2021-02-15 | 2021-05-16 |
46 | 2021-02-16 | 84.514547 | 0.084515 | 1 | null | -0.085649 | 32 | 2021-02-16 | 2021-05-17 |
47 | 2021-02-17 | 84.514547 | 0.084515 | 1 | null | -0.085649 | 32 | 2021-02-17 | 2021-05-18 |
48 | 2021-02-18 | 84.514547 | 0.084515 | 1 | null | -0.085649 | 32 | 2021-02-18 | 2021-05-19 |
49 | 2021-02-19 | 75.334739 | 0.075335 | 0.941176 | 7.507324 | -0.091529 | 34 | 2021-02-19 | 2021-05-20 |
50 | 2021-02-20 | 84.514547 | 0.084515 | 1 | null | -0.085649 | 32 | 2021-02-20 | 2021-05-21 |
51 | 2021-02-21 | 82.264697 | 0.082265 | 0.96875 | 87.976026 | -0.081272 | 32 | 2021-02-21 | 2021-05-22 |
52 | 2021-02-22 | 84.514547 | 0.084515 | 1 | null | -0.085649 | 32 | 2021-02-22 | 2021-05-23 |
53 | 2021-02-23 | 84.514547 | 0.084515 | 1 | null | -0.085649 | 32 | 2021-02-23 | 2021-05-24 |
54 | 2021-02-24 | 88.607474 | 0.088607 | 1 | null | -0.085647 | 33 | 2021-02-24 | 2021-05-25 |
55 | 2021-02-25 | 88.765576 | 0.088766 | 1 | null | -0.085647 | 34 | 2021-02-25 | 2021-05-26 |
56 | 2021-02-26 | 81.36731 | 0.081367 | 0.970588 | 15.17431 | -0.086264 | 34 | 2021-02-26 | 2021-05-27 |
57 | 2021-02-27 | 84.959813 | 0.08496 | 1 | null | -0.086141 | 34 | 2021-02-27 | 2021-05-28 |
58 | 2021-02-28 | 63.603337 | 0.063603 | 1 | null | -0.080728 | 30 | 2021-02-28 | 2021-05-29 |
59 | 2021-03-01 | 149.512799 | 0.149513 | 0.978495 | 12.127754 | -0.072846 | 93 | 2021-03-01 | 2021-05-30 |
60 | 2021-03-02 | 140.810384 | 0.14081 | 0.977528 | 11.619119 | -0.073877 | 89 | 2021-03-02 | 2021-05-31 |
61 | 2021-03-03 | 151.176811 | 0.151177 | 0.977528 | 11.597076 | -0.073904 | 89 | 2021-03-03 | 2021-06-01 |
62 | 2021-03-04 | 149.680516 | 0.149681 | 0.977528 | 11.601088 | -0.073898 | 89 | 2021-03-04 | 2021-06-02 |
63 | 2021-03-05 | 160.328445 | 0.160328 | 0.978022 | 15.254399 | -0.073294 | 91 | 2021-03-05 | 2021-06-03 |
64 | 2021-03-06 | 158.305992 | 0.158306 | 0.967033 | 11.182804 | -0.073741 | 91 | 2021-03-06 | 2021-06-04 |
65 | 2021-03-07 | 140.370144 | 0.14037 | 0.965909 | 9.920098 | -0.072039 | 88 | 2021-03-07 | 2021-06-05 |
66 | 2021-03-08 | 116.710391 | 0.11671 | 0.975309 | 10.531452 | -0.075226 | 81 | 2021-03-08 | 2021-06-06 |
67 | 2021-03-09 | 103.219543 | 0.10322 | 0.973333 | 9.755222 | -0.076218 | 75 | 2021-03-09 | 2021-06-07 |
68 | 2021-03-10 | 83.393708 | 0.083394 | 0.973333 | 9.755222 | -0.086697 | 75 | 2021-03-10 | 2021-06-08 |
69 | 2021-03-11 | 95.617454 | 0.095617 | 0.948718 | 15.027474 | -0.094954 | 78 | 2021-03-11 | 2021-06-09 |
70 | 2021-03-12 | 87.474469 | 0.087474 | 0.934211 | 7.615312 | -0.096866 | 76 | 2021-03-12 | 2021-06-10 |
71 | 2021-03-13 | 83.969776 | 0.08397 | 0.973333 | 9.755222 | -0.099715 | 75 | 2021-03-13 | 2021-06-11 |
72 | 2021-03-14 | 85.143455 | 0.085143 | 0.974026 | 12.879828 | -0.098892 | 77 | 2021-03-14 | 2021-06-12 |
73 | 2021-03-15 | 77.209234 | 0.077209 | 0.973333 | 9.755222 | -0.099715 | 75 | 2021-03-15 | 2021-06-13 |
74 | 2021-03-16 | 95.774502 | 0.095775 | 0.959459 | 13.060644 | -0.096479 | 74 | 2021-03-16 | 2021-06-14 |
75 | 2021-03-17 | 91.933163 | 0.091933 | 0.972603 | 9.482777 | -0.100158 | 73 | 2021-03-17 | 2021-06-15 |
76 | 2021-03-18 | 84.481031 | 0.084481 | 0.958904 | 8.995275 | -0.100342 | 73 | 2021-03-18 | 2021-06-16 |
77 | 2021-03-19 | 75.604215 | 0.075604 | 0.972603 | 9.482777 | -0.100158 | 73 | 2021-03-19 | 2021-06-17 |
78 | 2021-03-20 | 82.607122 | 0.082607 | 0.947368 | 7.488811 | -0.094086 | 76 | 2021-03-20 | 2021-06-18 |
79 | 2021-03-21 | 66.004285 | 0.066004 | 0.972603 | 10.002387 | -0.100422 | 73 | 2021-03-21 | 2021-06-19 |
80 | 2021-03-22 | 61.776372 | 0.061776 | 0.972603 | 9.482777 | -0.100511 | 73 | 2021-03-22 | 2021-06-20 |
81 | 2021-03-23 | 65.836671 | 0.065837 | 0.948052 | 4.912497 | -0.10847 | 77 | 2021-03-23 | 2021-06-21 |
82 | 2021-03-24 | 34.880623 | 0.034881 | 0.946667 | 4.776485 | -0.121745 | 75 | 2021-03-24 | 2021-06-22 |
83 | 2021-03-25 | 23.289097 | 0.023289 | 0.918919 | 3.602983 | -0.134914 | 74 | 2021-03-25 | 2021-06-23 |
84 | 2021-03-26 | 28.467251 | 0.028467 | 0.918919 | 3.480384 | -0.135028 | 74 | 2021-03-26 | 2021-06-24 |
85 | 2021-03-27 | 54.004564 | 0.054005 | 0.935897 | 4.577217 | -0.126995 | 78 | 2021-03-27 | 2021-06-25 |
86 | 2021-03-28 | 26.205384 | 0.026205 | 0.932432 | 3.68708 | -0.134732 | 74 | 2021-03-28 | 2021-06-26 |
87 | 2021-03-29 | 30.249454 | 0.030249 | 0.932432 | 3.728826 | -0.134495 | 74 | 2021-03-29 | 2021-06-27 |
88 | 2021-03-30 | 25.37919 | 0.025379 | 0.926471 | 3.960304 | -0.129947 | 68 | 2021-03-30 | 2021-06-28 |
89 | 2021-03-31 | 20.470566 | 0.020471 | 0.904762 | 3.606873 | -0.124087 | 63 | 2021-03-31 | 2021-06-29 |
90 | 2021-04-01 | 4.103317 | 0.004103 | 0.894737 | 2.909625 | -0.123912 | 57 | 2021-04-01 | 2021-06-30 |
91 | 2021-04-02 | -1.098912 | -0.001099 | 0.896552 | 2.788043 | -0.139873 | 58 | 2021-04-02 | 2021-07-01 |
92 | 2021-04-03 | 4.815543 | 0.004816 | 0.927273 | 3.445565 | -0.123753 | 55 | 2021-04-03 | 2021-07-02 |
93 | 2021-04-04 | -10.168889 | -0.010169 | 0.901961 | 2.923009 | -0.125413 | 51 | 2021-04-04 | 2021-07-03 |
94 | 2021-04-05 | -19.942731 | -0.019943 | 0.911111 | 2.78396 | -0.12672 | 45 | 2021-04-05 | 2021-07-04 |
95 | 2021-04-06 | -29.693015 | -0.029693 | 0.869565 | 2.287508 | -0.13717 | 46 | 2021-04-06 | 2021-07-05 |
96 | 2021-04-07 | -7.253758 | -0.007254 | 0.914894 | 3.549507 | -0.125255 | 47 | 2021-04-07 | 2021-07-06 |
97 | 2021-04-08 | -23.06601 | -0.023066 | 0.895833 | 2.625071 | -0.137337 | 48 | 2021-04-08 | 2021-07-07 |
98 | 2021-04-09 | -3.571577 | -0.003572 | 0.93617 | 3.925536 | -0.124937 | 47 | 2021-04-09 | 2021-07-08 |
99 | 2021-04-10 | -6.799347 | -0.006799 | 0.93617 | 3.925536 | -0.124937 | 47 | 2021-04-10 | 2021-07-09 |
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