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 | -47.711573 | -0.047712 | 0.722222 | 0.683451 | -0.101488 | 18 | 2022-01-01 | 2022-04-01 |
1 | 2022-01-02 | -45.765736 | -0.045766 | 0.722222 | 0.683451 | -0.101488 | 18 | 2022-01-02 | 2022-04-02 |
2 | 2022-01-03 | -47.018007 | -0.047018 | 0.722222 | 0.683451 | -0.101488 | 18 | 2022-01-03 | 2022-04-03 |
3 | 2022-01-04 | -37.372905 | -0.037373 | 0.722222 | 0.759826 | -0.096651 | 18 | 2022-01-04 | 2022-04-04 |
4 | 2022-01-05 | -41.437373 | -0.041437 | 0.722222 | 0.683451 | -0.101488 | 18 | 2022-01-05 | 2022-04-05 |
5 | 2022-01-06 | -17.14789 | -0.017148 | 0.722222 | 0.827097 | -0.09306 | 18 | 2022-01-06 | 2022-04-06 |
6 | 2022-01-07 | -43.031419 | -0.043031 | 0.722222 | 0.69767 | -0.100512 | 18 | 2022-01-07 | 2022-04-07 |
7 | 2022-01-08 | -42.516253 | -0.042516 | 0.722222 | 0.683451 | -0.101488 | 18 | 2022-01-08 | 2022-04-08 |
8 | 2022-01-09 | -32.037313 | -0.032037 | 0.722222 | 0.951506 | -0.090188 | 18 | 2022-01-09 | 2022-04-09 |
9 | 2022-01-10 | -52.277455 | -0.052277 | 0.583333 | 0.453024 | -0.098059 | 12 | 2022-01-10 | 2022-04-10 |
10 | 2022-01-11 | -73.402426 | -0.073402 | 0.166667 | 0.033447 | -0.104745 | 6 | 2022-01-11 | 2022-04-11 |
11 | 2022-01-12 | -51.18097 | -0.051181 | 0.25 | 0.047968 | -0.065455 | 4 | 2022-01-12 | 2022-04-12 |
12 | 2022-01-13 | -5.018564 | -0.005019 | 0.870968 | 1.597217 | -0.165663 | 31 | 2022-01-13 | 2022-04-13 |
13 | 2022-01-14 | 14.662008 | 0.014662 | 0.9 | 2.353442 | -0.154467 | 30 | 2022-01-14 | 2022-04-14 |
14 | 2022-01-15 | 15.399025 | 0.015399 | 0.9 | 2.126592 | -0.157235 | 30 | 2022-01-15 | 2022-04-15 |
15 | 2022-01-16 | 15.970235 | 0.01597 | 0.866667 | 2.019856 | -0.157537 | 30 | 2022-01-16 | 2022-04-16 |
16 | 2022-01-17 | 15.582357 | 0.015582 | 0.9 | 2.126592 | -0.157235 | 30 | 2022-01-17 | 2022-04-17 |
17 | 2022-01-18 | 11.131464 | 0.011131 | 0.9 | 2.126592 | -0.157235 | 30 | 2022-01-18 | 2022-04-18 |
18 | 2022-01-19 | 5.346059 | 0.005346 | 0.870968 | 1.766127 | -0.153491 | 31 | 2022-01-19 | 2022-04-19 |
19 | 2022-01-20 | 15.756467 | 0.015756 | 0.903226 | 2.25157 | -0.155347 | 31 | 2022-01-20 | 2022-04-20 |
20 | 2022-01-21 | 12.801822 | 0.012802 | 0.9 | 2.126592 | -0.157235 | 30 | 2022-01-21 | 2022-04-21 |
21 | 2022-01-22 | 16.331692 | 0.016332 | 0.9 | 2.894242 | -0.149462 | 30 | 2022-01-22 | 2022-04-22 |
22 | 2022-01-23 | -1.356073 | -0.001356 | 0.83871 | 1.689901 | -0.152914 | 31 | 2022-01-23 | 2022-04-23 |
23 | 2022-01-24 | 3.267908 | 0.003268 | 0.884615 | 2.402533 | -0.133904 | 26 | 2022-01-24 | 2022-04-24 |
24 | 2022-01-25 | -21.545935 | -0.021546 | 0.85 | 1.265184 | -0.14375 | 20 | 2022-01-25 | 2022-04-25 |
25 | 2022-01-26 | 3.841971 | 0.003842 | 0.85 | 1.265184 | -0.14375 | 20 | 2022-01-26 | 2022-04-26 |
26 | 2022-01-27 | -28.904746 | -0.028905 | 0.84 | 1.331565 | -0.147989 | 25 | 2022-01-27 | 2022-04-27 |
27 | 2022-01-28 | -14.562931 | -0.014563 | 0.846154 | 1.593709 | -0.150945 | 26 | 2022-01-28 | 2022-04-28 |
28 | 2022-01-29 | -9.739934 | -0.00974 | 0.866667 | 1.860595 | -0.14947 | 30 | 2022-01-29 | 2022-04-29 |
29 | 2022-01-30 | -35.07545 | -0.035075 | 0.84 | 1.310028 | -0.150129 | 25 | 2022-01-30 | 2022-04-30 |
30 | 2022-01-31 | -57.542029 | -0.057542 | 0.842105 | 1.195877 | -0.151419 | 19 | 2022-01-31 | 2022-05-01 |
31 | 2022-02-01 | -51.81605 | -0.051816 | 0.789474 | 0.971163 | -0.14741 | 19 | 2022-02-01 | 2022-05-02 |
32 | 2022-02-02 | -52.646241 | -0.052646 | 0.842105 | 1.116373 | -0.153356 | 19 | 2022-02-02 | 2022-05-03 |
33 | 2022-02-03 | -56.639693 | -0.05664 | 0.866667 | 1.210115 | -0.13556 | 15 | 2022-02-03 | 2022-05-04 |
34 | 2022-02-04 | -64.181144 | -0.064181 | 0.6 | 0.337003 | -0.108218 | 10 | 2022-02-04 | 2022-05-05 |
35 | 2022-02-05 | -58.992455 | -0.058992 | 0.75 | 0.601638 | -0.093791 | 8 | 2022-02-05 | 2022-05-06 |
36 | 2022-02-06 | 21.197312 | 0.021197 | 0.9375 | 9.402802 | -0.095892 | 16 | 2022-02-06 | 2022-05-07 |
37 | 2022-02-07 | 35.510275 | 0.03551 | 0.947368 | 11.984698 | -0.091977 | 19 | 2022-02-07 | 2022-05-08 |
38 | 2022-02-08 | 32.184132 | 0.032184 | 0.894737 | 7.744632 | -0.088227 | 19 | 2022-02-08 | 2022-05-09 |
39 | 2022-02-09 | 37.244117 | 0.037244 | 1 | null | -0.093113 | 19 | 2022-02-09 | 2022-05-10 |
40 | 2022-02-10 | 37.936104 | 0.037936 | 1 | null | -0.093113 | 19 | 2022-02-10 | 2022-05-11 |
41 | 2022-02-11 | 10.336898 | 0.010337 | 0.919355 | 3.564858 | -0.13992 | 62 | 2022-02-11 | 2022-05-12 |
42 | 2022-02-12 | 5.408241 | 0.005408 | 0.916667 | 3.542836 | -0.140367 | 60 | 2022-02-12 | 2022-05-13 |
43 | 2022-02-13 | 2.513671 | 0.002514 | 0.9 | 2.882799 | -0.145969 | 60 | 2022-02-13 | 2022-05-14 |
44 | 2022-02-14 | 8.063388 | 0.008063 | 0.9 | 3.206478 | -0.144611 | 60 | 2022-02-14 | 2022-05-15 |
45 | 2022-02-15 | 6.401681 | 0.006402 | 0.9 | 2.829735 | -0.150357 | 60 | 2022-02-15 | 2022-05-16 |
46 | 2022-02-16 | -6.106577 | -0.006107 | 0.866667 | 2.597132 | -0.149429 | 60 | 2022-02-16 | 2022-05-17 |
47 | 2022-02-17 | 5.078224 | 0.005078 | 0.916667 | 2.909877 | -0.149742 | 60 | 2022-02-17 | 2022-05-18 |
48 | 2022-02-18 | -3.148726 | -0.003149 | 0.916667 | 2.909877 | -0.149742 | 60 | 2022-02-18 | 2022-05-19 |
49 | 2022-02-19 | -3.524074 | -0.003524 | 0.9 | 2.75229 | -0.150305 | 60 | 2022-02-19 | 2022-05-20 |
50 | 2022-02-20 | -5.867709 | -0.005868 | 0.9 | 2.7743 | -0.14861 | 60 | 2022-02-20 | 2022-05-21 |
51 | 2022-02-21 | -1.69078 | -0.001691 | 0.9 | 2.954064 | -0.146004 | 60 | 2022-02-21 | 2022-05-22 |
52 | 2022-02-22 | -2.340029 | -0.00234 | 0.9 | 2.828617 | -0.149972 | 60 | 2022-02-22 | 2022-05-23 |
53 | 2022-02-23 | -1.688765 | -0.001689 | 0.916667 | 3.033318 | -0.147967 | 60 | 2022-02-23 | 2022-05-24 |
54 | 2022-02-24 | 0.954566 | 0.000955 | 0.916667 | 3.163859 | -0.144769 | 60 | 2022-02-24 | 2022-05-25 |
55 | 2022-02-25 | -3.993169 | -0.003993 | 0.9 | 3.001877 | -0.147392 | 60 | 2022-02-25 | 2022-05-26 |
56 | 2022-02-26 | 0.075477 | 0.000075 | 0.903226 | 3.414431 | -0.142336 | 62 | 2022-02-26 | 2022-05-27 |
57 | 2022-02-27 | -7.143788 | -0.007144 | 0.910714 | 3.222702 | -0.143712 | 56 | 2022-02-27 | 2022-05-28 |
58 | 2022-02-28 | -20.599084 | -0.020599 | 0.884615 | 2.740845 | -0.147162 | 52 | 2022-02-28 | 2022-05-29 |
59 | 2022-03-01 | -23.883729 | -0.023884 | 0.895833 | 2.773004 | -0.143988 | 48 | 2022-03-01 | 2022-05-30 |
60 | 2022-03-02 | -26.650882 | -0.026651 | 0.895833 | 2.277583 | -0.153599 | 48 | 2022-03-02 | 2022-05-31 |
61 | 2022-03-03 | -29.216968 | -0.029217 | 0.895833 | 2.277583 | -0.153599 | 48 | 2022-03-03 | 2022-06-01 |
62 | 2022-03-04 | -35.496787 | -0.035497 | 0.895833 | 2.277583 | -0.153599 | 48 | 2022-03-04 | 2022-06-02 |
63 | 2022-03-05 | -33.077401 | -0.033077 | 0.891304 | 2.400847 | -0.148143 | 46 | 2022-03-05 | 2022-06-03 |
64 | 2022-03-06 | -36.270482 | -0.03627 | 0.895833 | 2.277583 | -0.153599 | 48 | 2022-03-06 | 2022-06-04 |
65 | 2022-03-07 | -44.813285 | -0.044813 | 0.886364 | 2.058928 | -0.155038 | 44 | 2022-03-07 | 2022-06-05 |
66 | 2022-03-08 | -49.554104 | -0.049554 | 0.863636 | 1.946283 | -0.155556 | 44 | 2022-03-08 | 2022-06-06 |
67 | 2022-03-09 | -47.596387 | -0.047596 | 0.863636 | 1.947152 | -0.155538 | 44 | 2022-03-09 | 2022-06-07 |
68 | 2022-03-10 | -38.792643 | -0.038793 | 0.886364 | 2.439308 | -0.146087 | 44 | 2022-03-10 | 2022-06-08 |
69 | 2022-03-11 | -44.585299 | -0.044585 | 0.863636 | 2.248718 | -0.148999 | 44 | 2022-03-11 | 2022-06-09 |
70 | 2022-03-12 | -50.870301 | -0.05087 | 0.863636 | 1.980935 | -0.155427 | 44 | 2022-03-12 | 2022-06-10 |
71 | 2022-03-13 | -53.773457 | -0.053773 | 0.886364 | 2.048837 | -0.155111 | 44 | 2022-03-13 | 2022-06-11 |
72 | 2022-03-14 | -39.240361 | -0.03924 | 0.903846 | 2.48421 | -0.152851 | 52 | 2022-03-14 | 2022-06-12 |
73 | 2022-03-15 | -60.63649 | -0.060636 | 0.875 | 2.187789 | -0.160187 | 48 | 2022-03-15 | 2022-06-13 |
74 | 2022-03-16 | -78.730128 | -0.07873 | 0.869565 | 2.077812 | -0.173653 | 46 | 2022-03-16 | 2022-06-14 |
75 | 2022-03-17 | -87.252438 | -0.087252 | 0.857143 | 1.870587 | -0.178302 | 42 | 2022-03-17 | 2022-06-15 |
76 | 2022-03-18 | -91.899455 | -0.091899 | 0.833333 | 1.63452 | -0.177512 | 36 | 2022-03-18 | 2022-06-16 |
77 | 2022-03-19 | -93.684979 | -0.093685 | 0.861111 | 1.909556 | -0.173014 | 36 | 2022-03-19 | 2022-06-17 |
78 | 2022-03-20 | -99.787868 | -0.099788 | 0.861111 | 1.600111 | -0.18064 | 36 | 2022-03-20 | 2022-06-18 |
79 | 2022-03-21 | -98.782939 | -0.098783 | 0.833333 | 1.82944 | -0.174295 | 36 | 2022-03-21 | 2022-06-19 |
80 | 2022-03-22 | -110.876112 | -0.110876 | 0.833333 | 1.28322 | -0.184065 | 30 | 2022-03-22 | 2022-06-20 |
81 | 2022-03-23 | -121.900684 | -0.121901 | 0.807692 | 1.071562 | -0.185883 | 26 | 2022-03-23 | 2022-06-21 |
82 | 2022-03-24 | -122.237066 | -0.122237 | 0.772727 | 0.906314 | -0.184769 | 22 | 2022-03-24 | 2022-06-22 |
83 | 2022-03-25 | -130.130918 | -0.130131 | 0.772727 | 0.851521 | -0.186903 | 22 | 2022-03-25 | 2022-06-23 |
84 | 2022-03-26 | -112.565689 | -0.112566 | 0.722222 | 0.684851 | -0.160168 | 18 | 2022-03-26 | 2022-06-24 |
85 | 2022-03-27 | -119.920408 | -0.11992 | 0.583333 | 0.380771 | -0.15595 | 12 | 2022-03-27 | 2022-06-25 |
86 | 2022-03-28 | -109.282765 | -0.109283 | 0.6875 | 0.606383 | -0.156136 | 16 | 2022-03-28 | 2022-06-26 |
87 | 2022-03-29 | -105.465472 | -0.105465 | 0.6875 | 0.596458 | -0.153071 | 16 | 2022-03-29 | 2022-06-27 |
88 | 2022-03-30 | -110.753725 | -0.110754 | 0.6875 | 0.550095 | -0.161163 | 16 | 2022-03-30 | 2022-06-28 |
89 | 2022-03-31 | -128.847259 | -0.128847 | 0.583333 | 0.310597 | -0.16304 | 12 | 2022-03-31 | 2022-06-29 |
90 | 2022-04-01 | -130.175921 | -0.130176 | 0.5 | 0.206406 | -0.164226 | 10 | 2022-04-01 | 2022-06-30 |
91 | 2022-04-02 | -139.828968 | -0.139829 | 0.375 | 0.08541 | -0.165205 | 8 | 2022-04-02 | 2022-07-01 |
92 | 2022-04-03 | -141.280679 | -0.141281 | 0.25 | 0.057868 | -0.16683 | 8 | 2022-04-03 | 2022-07-02 |
93 | 2022-04-04 | -83.381654 | -0.083382 | 0.4 | 0.137455 | -0.102072 | 5 | 2022-04-04 | 2022-07-03 |
94 | 2022-04-05 | -76.759144 | -0.076759 | 0.4 | 0.171739 | -0.095912 | 5 | 2022-04-05 | 2022-07-04 |
95 | 2022-04-06 | -100.091319 | -0.100091 | 0.571429 | 0.246126 | -0.131823 | 7 | 2022-04-06 | 2022-07-05 |
96 | 2022-04-07 | -91.800065 | -0.0918 | 0.5 | 0.222175 | -0.116816 | 6 | 2022-04-07 | 2022-07-06 |
97 | 2022-04-08 | -89.004727 | -0.089005 | 0.5 | 0.267839 | -0.117371 | 6 | 2022-04-08 | 2022-07-07 |
98 | 2022-04-09 | -72.22789 | -0.072228 | 0.25 | 0.056883 | -0.087055 | 4 | 2022-04-09 | 2022-07-08 |
99 | 2022-04-10 | -73.107114 | -0.073107 | 0.25 | 0.056883 | -0.087055 | 4 | 2022-04-10 | 2022-07-09 |
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