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 | 215.492682 | 0.215493 | 0.956989 | 7.528512 | -0.071312 | 93 | 2021-01-01 | 2021-04-01 |
1 | 2021-01-02 | 230.220098 | 0.23022 | 0.967742 | 8.204371 | -0.071325 | 93 | 2021-01-02 | 2021-04-02 |
2 | 2021-01-03 | 217.15565 | 0.217156 | 0.967033 | 8.175558 | -0.072297 | 91 | 2021-01-03 | 2021-04-03 |
3 | 2021-01-04 | 215.847671 | 0.215848 | 0.967033 | 8.175558 | -0.072297 | 91 | 2021-01-04 | 2021-04-04 |
4 | 2021-01-05 | 224.155634 | 0.224156 | 0.967742 | 8.668641 | -0.071089 | 93 | 2021-01-05 | 2021-04-05 |
5 | 2021-01-06 | 222.382371 | 0.222382 | 0.967033 | 9.180181 | -0.069612 | 91 | 2021-01-06 | 2021-04-06 |
6 | 2021-01-07 | 223.791442 | 0.223791 | 0.967391 | 9.552255 | -0.069098 | 92 | 2021-01-07 | 2021-04-07 |
7 | 2021-01-08 | 219.856013 | 0.219856 | 0.967391 | 8.310571 | -0.072297 | 92 | 2021-01-08 | 2021-04-08 |
8 | 2021-01-09 | 226.573391 | 0.226573 | 0.956522 | 11.219553 | -0.065174 | 92 | 2021-01-09 | 2021-04-09 |
9 | 2021-01-10 | 216.312668 | 0.216313 | 0.956522 | 7.736407 | -0.072506 | 92 | 2021-01-10 | 2021-04-10 |
10 | 2021-01-11 | 215.540215 | 0.21554 | 0.956522 | 7.71424 | -0.072588 | 92 | 2021-01-11 | 2021-04-11 |
11 | 2021-01-12 | 222.237705 | 0.222238 | 0.945652 | 8.760752 | -0.069362 | 92 | 2021-01-12 | 2021-04-12 |
12 | 2021-01-13 | 214.875881 | 0.214876 | 0.956522 | 7.226603 | -0.073587 | 92 | 2021-01-13 | 2021-04-13 |
13 | 2021-01-14 | 208.095412 | 0.208095 | 0.955556 | 7.516385 | -0.073797 | 90 | 2021-01-14 | 2021-04-14 |
14 | 2021-01-15 | 209.236405 | 0.209236 | 0.956522 | 7.349623 | -0.073872 | 92 | 2021-01-15 | 2021-04-15 |
15 | 2021-01-16 | 211.069905 | 0.21107 | 0.956522 | 7.885396 | -0.073712 | 92 | 2021-01-16 | 2021-04-16 |
16 | 2021-01-17 | 204.954131 | 0.204954 | 0.956522 | 7.619028 | -0.073791 | 92 | 2021-01-17 | 2021-04-17 |
17 | 2021-01-18 | 214.664542 | 0.214665 | 0.968085 | 8.353798 | -0.073261 | 94 | 2021-01-18 | 2021-04-18 |
18 | 2021-01-19 | 209.837479 | 0.209837 | 0.968085 | 8.353798 | -0.073261 | 94 | 2021-01-19 | 2021-04-19 |
19 | 2021-01-20 | 218.145082 | 0.218145 | 0.968085 | 11.038037 | -0.0672 | 94 | 2021-01-20 | 2021-04-20 |
20 | 2021-01-21 | 218.873893 | 0.218874 | 0.956989 | 7.422243 | -0.073835 | 93 | 2021-01-21 | 2021-04-21 |
21 | 2021-01-22 | 215.805836 | 0.215806 | 0.967742 | 8.229256 | -0.07358 | 93 | 2021-01-22 | 2021-04-22 |
22 | 2021-01-23 | 207.78187 | 0.207782 | 0.967742 | 8.229256 | -0.07358 | 93 | 2021-01-23 | 2021-04-23 |
23 | 2021-01-24 | 211.871084 | 0.211871 | 0.967742 | 8.229256 | -0.07358 | 93 | 2021-01-24 | 2021-04-24 |
24 | 2021-01-25 | 207.748783 | 0.207749 | 0.967742 | 8.515977 | -0.072739 | 93 | 2021-01-25 | 2021-04-25 |
25 | 2021-01-26 | 213.237762 | 0.213238 | 0.967742 | 9.779439 | -0.069612 | 93 | 2021-01-26 | 2021-04-26 |
26 | 2021-01-27 | 222.363968 | 0.222364 | 0.967742 | 11.895922 | -0.065868 | 93 | 2021-01-27 | 2021-04-27 |
27 | 2021-01-28 | 237.204696 | 0.237205 | 0.969697 | 9.297925 | -0.071194 | 99 | 2021-01-28 | 2021-04-28 |
28 | 2021-01-29 | 213.614151 | 0.213614 | 0.956989 | 7.399341 | -0.073886 | 93 | 2021-01-29 | 2021-04-29 |
29 | 2021-01-30 | 216.025635 | 0.216026 | 0.956044 | 7.50242 | -0.074117 | 91 | 2021-01-30 | 2021-04-30 |
30 | 2021-01-31 | 206.602101 | 0.206602 | 0.952941 | 7.266892 | -0.074177 | 85 | 2021-01-31 | 2021-05-01 |
31 | 2021-02-01 | 184.48534 | 0.184485 | 0.9375 | 5.995384 | -0.076416 | 80 | 2021-02-01 | 2021-05-02 |
32 | 2021-02-02 | 167.087781 | 0.167088 | 0.932432 | 5.28894 | -0.077296 | 74 | 2021-02-02 | 2021-05-03 |
33 | 2021-02-03 | 185.99669 | 0.185997 | 0.96 | 9.362278 | -0.070134 | 75 | 2021-02-03 | 2021-05-04 |
34 | 2021-02-04 | 166.153703 | 0.166154 | 0.956522 | 8.56394 | -0.071216 | 69 | 2021-02-04 | 2021-05-05 |
35 | 2021-02-05 | 98.781542 | 0.098782 | 0.9375 | 4.289268 | -0.080189 | 48 | 2021-02-05 | 2021-05-06 |
36 | 2021-02-06 | 95.233502 | 0.095234 | 0.916667 | 4.056259 | -0.080447 | 48 | 2021-02-06 | 2021-05-07 |
37 | 2021-02-07 | 82.527227 | 0.082527 | 0.928571 | 3.75074 | -0.081382 | 42 | 2021-02-07 | 2021-05-08 |
38 | 2021-02-08 | 68.15184 | 0.068152 | 0.921053 | 3.268301 | -0.082467 | 38 | 2021-02-08 | 2021-05-09 |
39 | 2021-02-09 | 31.657094 | 0.031657 | 0.875 | 2.052819 | -0.085355 | 24 | 2021-02-09 | 2021-05-10 |
40 | 2021-02-10 | 34.582992 | 0.034583 | 0.875 | 2.272178 | -0.082547 | 24 | 2021-02-10 | 2021-05-11 |
41 | 2021-02-11 | 31.657094 | 0.031657 | 0.875 | 2.052819 | -0.085355 | 24 | 2021-02-11 | 2021-05-12 |
42 | 2021-02-12 | 31.657094 | 0.031657 | 0.875 | 2.052819 | -0.085355 | 24 | 2021-02-12 | 2021-05-13 |
43 | 2021-02-13 | 31.657094 | 0.031657 | 0.875 | 2.052819 | -0.085355 | 24 | 2021-02-13 | 2021-05-14 |
44 | 2021-02-14 | 31.657094 | 0.031657 | 0.875 | 2.052819 | -0.085355 | 24 | 2021-02-14 | 2021-05-15 |
45 | 2021-02-15 | 32.961581 | 0.032962 | 0.875 | 2.09592 | -0.08417 | 24 | 2021-02-15 | 2021-05-16 |
46 | 2021-02-16 | 14.619051 | 0.014619 | 0.833333 | 1.510597 | -0.086717 | 18 | 2021-02-16 | 2021-05-17 |
47 | 2021-02-17 | -17.65038 | -0.01765 | 0.666667 | 0.686098 | -0.080231 | 12 | 2021-02-17 | 2021-05-18 |
48 | 2021-02-18 | 171.03357 | 0.171034 | 0.971429 | 15.124009 | -0.058046 | 70 | 2021-02-18 | 2021-05-19 |
49 | 2021-02-19 | 147.075994 | 0.147076 | 0.984375 | 16.994674 | -0.045891 | 64 | 2021-02-19 | 2021-05-20 |
50 | 2021-02-20 | 148.314181 | 0.148314 | 0.96875 | 15.425874 | -0.045993 | 64 | 2021-02-20 | 2021-05-21 |
51 | 2021-02-21 | 143.400839 | 0.143401 | 0.96875 | 15.410246 | -0.046001 | 64 | 2021-02-21 | 2021-05-22 |
52 | 2021-02-22 | 128.136447 | 0.128136 | 0.966667 | 13.030789 | -0.046589 | 60 | 2021-02-22 | 2021-05-23 |
53 | 2021-02-23 | 110.870822 | 0.110871 | 0.962963 | 16.043752 | -0.047451 | 54 | 2021-02-23 | 2021-05-24 |
54 | 2021-02-24 | 122.124067 | 0.122124 | 0.981818 | 14.389655 | -0.047183 | 55 | 2021-02-24 | 2021-05-25 |
55 | 2021-02-25 | 127.977242 | 0.127977 | 0.965517 | 13.590007 | -0.047053 | 58 | 2021-02-25 | 2021-05-26 |
56 | 2021-02-26 | 129.281917 | 0.129282 | 0.948276 | 10.710775 | -0.043713 | 58 | 2021-02-26 | 2021-05-27 |
57 | 2021-02-27 | 132.987699 | 0.132988 | 0.965517 | 17.072454 | -0.047299 | 58 | 2021-02-27 | 2021-05-28 |
58 | 2021-02-28 | 113.931258 | 0.113931 | 0.981481 | 13.860828 | -0.047754 | 54 | 2021-02-28 | 2021-05-29 |
59 | 2021-03-01 | 96.847251 | 0.096847 | 0.961538 | 8.788743 | -0.047671 | 52 | 2021-03-01 | 2021-05-30 |
60 | 2021-03-02 | 104.570353 | 0.10457 | 0.961538 | 12.048229 | -0.048001 | 52 | 2021-03-02 | 2021-05-31 |
61 | 2021-03-03 | 112.621187 | 0.112621 | 0.980769 | 13.347621 | -0.048001 | 52 | 2021-03-03 | 2021-06-01 |
62 | 2021-03-04 | 120.506377 | 0.120506 | 0.981481 | 13.896092 | -0.059759 | 54 | 2021-03-04 | 2021-06-02 |
63 | 2021-03-05 | 127.306413 | 0.127306 | 0.982456 | 14.668459 | -0.054509 | 57 | 2021-03-05 | 2021-06-03 |
64 | 2021-03-06 | 142.945626 | 0.142946 | 0.983333 | 15.438583 | -0.0662 | 60 | 2021-03-06 | 2021-06-04 |
65 | 2021-03-07 | 114.520063 | 0.11452 | 0.982456 | 14.468523 | -0.053726 | 57 | 2021-03-07 | 2021-06-05 |
66 | 2021-03-08 | 98.484576 | 0.098485 | 0.961538 | 11.595929 | -0.035501 | 52 | 2021-03-08 | 2021-06-06 |
67 | 2021-03-09 | 89.225664 | 0.089226 | 0.978723 | 11.807208 | -0.035835 | 47 | 2021-03-09 | 2021-06-07 |
68 | 2021-03-10 | 59.960112 | 0.05996 | 0.957447 | 9.045961 | -0.044088 | 47 | 2021-03-10 | 2021-06-08 |
69 | 2021-03-11 | 56.201962 | 0.056202 | 0.957447 | 10.640838 | -0.065145 | 47 | 2021-03-11 | 2021-06-09 |
70 | 2021-03-12 | 71.866574 | 0.071867 | 0.957447 | 10.595369 | -0.065171 | 47 | 2021-03-12 | 2021-06-10 |
71 | 2021-03-13 | 54.820423 | 0.05482 | 0.9375 | 8.222339 | -0.059322 | 48 | 2021-03-13 | 2021-06-11 |
72 | 2021-03-14 | 58.90042 | 0.0589 | 0.96 | 11.128561 | -0.058017 | 50 | 2021-03-14 | 2021-06-12 |
73 | 2021-03-15 | 41.382638 | 0.041383 | 0.934783 | 6.805118 | -0.065551 | 46 | 2021-03-15 | 2021-06-13 |
74 | 2021-03-16 | 50.71325 | 0.050713 | 0.931818 | 5.412622 | -0.067353 | 44 | 2021-03-16 | 2021-06-14 |
75 | 2021-03-17 | 56.721947 | 0.056722 | 0.954545 | 6.406538 | -0.067677 | 44 | 2021-03-17 | 2021-06-15 |
76 | 2021-03-18 | 57.007644 | 0.057008 | 0.954545 | 8.992342 | -0.064044 | 44 | 2021-03-18 | 2021-06-16 |
77 | 2021-03-19 | 42.063725 | 0.042064 | 0.954545 | 7.753752 | -0.064932 | 44 | 2021-03-19 | 2021-06-17 |
78 | 2021-03-20 | 44.654809 | 0.044655 | 0.976744 | 10.772008 | -0.06738 | 43 | 2021-03-20 | 2021-06-18 |
79 | 2021-03-21 | 28.623335 | 0.028623 | 0.953488 | 9.729533 | -0.067533 | 43 | 2021-03-21 | 2021-06-19 |
80 | 2021-03-22 | 31.25027 | 0.03125 | 0.976744 | 13.923287 | -0.067244 | 43 | 2021-03-22 | 2021-06-20 |
81 | 2021-03-23 | 40.082968 | 0.040083 | 0.977778 | 11.334639 | -0.079278 | 45 | 2021-03-23 | 2021-06-21 |
82 | 2021-03-24 | -15.487373 | -0.015487 | 0.897959 | 2.328964 | -0.1087 | 49 | 2021-03-24 | 2021-06-22 |
83 | 2021-03-25 | -23.27486 | -0.023275 | 0.88 | 1.927513 | -0.128937 | 50 | 2021-03-25 | 2021-06-23 |
84 | 2021-03-26 | 4.377693 | 0.004378 | 0.884615 | 2.249555 | -0.122755 | 52 | 2021-03-26 | 2021-06-24 |
85 | 2021-03-27 | -18.182689 | -0.018183 | 0.857143 | 1.682133 | -0.127627 | 42 | 2021-03-27 | 2021-06-25 |
86 | 2021-03-28 | -29.136252 | -0.029136 | 0.857143 | 1.739703 | -0.125756 | 42 | 2021-03-28 | 2021-06-26 |
87 | 2021-03-29 | -22.690623 | -0.022691 | 0.863636 | 1.880811 | -0.124893 | 44 | 2021-03-29 | 2021-06-27 |
88 | 2021-03-30 | -49.762558 | -0.049763 | 0.805556 | 1.257459 | -0.133149 | 36 | 2021-03-30 | 2021-06-28 |
89 | 2021-03-31 | -55.382555 | -0.055383 | 0.8125 | 1.169977 | -0.13285 | 32 | 2021-03-31 | 2021-06-29 |
90 | 2021-04-01 | -46.12339 | -0.046123 | 0.8125 | 1.261505 | -0.12879 | 32 | 2021-04-01 | 2021-06-30 |
91 | 2021-04-02 | -38.219833 | -0.03822 | 0.823529 | 1.405244 | -0.124809 | 34 | 2021-04-02 | 2021-07-01 |
92 | 2021-04-03 | -48.55588 | -0.048556 | 0.805556 | 1.305412 | -0.130988 | 36 | 2021-04-03 | 2021-07-02 |
93 | 2021-04-04 | -46.386764 | -0.046387 | 0.833333 | 1.353281 | -0.130557 | 36 | 2021-04-04 | 2021-07-03 |
94 | 2021-04-05 | -51.791284 | -0.051791 | 0.8125 | 1.177922 | -0.131043 | 32 | 2021-04-05 | 2021-07-04 |
95 | 2021-04-06 | -55.806858 | -0.055807 | 0.8 | 1.037266 | -0.134856 | 30 | 2021-04-06 | 2021-07-05 |
96 | 2021-04-07 | -58.387852 | -0.058388 | 0.8 | 1.024122 | -0.13559 | 30 | 2021-04-07 | 2021-07-06 |
97 | 2021-04-08 | -50.432599 | -0.050433 | 0.8 | 1.022716 | -0.135594 | 30 | 2021-04-08 | 2021-07-07 |
98 | 2021-04-09 | -58.493772 | -0.058494 | 0.769231 | 0.837743 | -0.137028 | 26 | 2021-04-09 | 2021-07-08 |
99 | 2021-04-10 | -71.6056 | -0.071606 | 0.727273 | 0.727372 | -0.133302 | 22 | 2021-04-10 | 2021-07-09 |
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