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 | -64.216489 | -0.064216 | 0.555556 | 0.340576 | -0.097523 | 9 | 2022-01-01 | 2022-04-01 |
1 | 2022-01-02 | -45.16293 | -0.045163 | 0.75 | 0.641056 | -0.111958 | 12 | 2022-01-02 | 2022-04-02 |
2 | 2022-01-03 | -28.374795 | -0.028375 | 0.75 | 0.598258 | -0.089815 | 12 | 2022-01-03 | 2022-04-03 |
3 | 2022-01-04 | -23.473708 | -0.023474 | 0.7 | 0.407341 | -0.090327 | 10 | 2022-01-04 | 2022-04-04 |
4 | 2022-01-05 | -38.816594 | -0.038817 | 0.428571 | 0.138187 | -0.081497 | 7 | 2022-01-05 | 2022-04-05 |
5 | 2022-01-06 | -21.207109 | -0.021207 | 0.818182 | 1.145694 | -0.085274 | 11 | 2022-01-06 | 2022-04-06 |
6 | 2022-01-07 | -56.219141 | -0.056219 | 0.777778 | 0.545075 | -0.092583 | 9 | 2022-01-07 | 2022-04-07 |
7 | 2022-01-08 | -46.622401 | -0.046622 | 0.7 | 0.407349 | -0.090149 | 10 | 2022-01-08 | 2022-04-08 |
8 | 2022-01-09 | -6.229344 | -0.006229 | 0.894737 | 2.112449 | -0.081304 | 19 | 2022-01-09 | 2022-04-09 |
9 | 2022-01-10 | -4.68753 | -0.004688 | 0.894737 | 2.014004 | -0.082226 | 19 | 2022-01-10 | 2022-04-10 |
10 | 2022-01-11 | -11.216836 | -0.011217 | 0.894737 | 2.014004 | -0.082226 | 19 | 2022-01-11 | 2022-04-11 |
11 | 2022-01-12 | -19.013967 | -0.019014 | 0.894737 | 2.014004 | -0.082226 | 19 | 2022-01-12 | 2022-04-12 |
12 | 2022-01-13 | -0.063038 | -0.000063 | 0.923077 | 4.895031 | -0.0923 | 39 | 2022-01-13 | 2022-04-13 |
13 | 2022-01-14 | -16.506772 | -0.016507 | 0.842105 | 1.833757 | -0.081611 | 19 | 2022-01-14 | 2022-04-14 |
14 | 2022-01-15 | -16.795271 | -0.016795 | 0.894737 | 2.014004 | -0.082226 | 19 | 2022-01-15 | 2022-04-15 |
15 | 2022-01-16 | 1.367011 | 0.001367 | 0.947368 | 8.063822 | -0.096975 | 38 | 2022-01-16 | 2022-04-16 |
16 | 2022-01-17 | -39.966474 | -0.039966 | 0.666667 | 0.516752 | -0.079286 | 9 | 2022-01-17 | 2022-04-17 |
17 | 2022-01-18 | -19.815121 | -0.019815 | 0.842105 | 1.83252 | -0.081641 | 19 | 2022-01-18 | 2022-04-18 |
18 | 2022-01-19 | -13.562314 | -0.013562 | 0.894737 | 2.014004 | -0.082226 | 19 | 2022-01-19 | 2022-04-19 |
19 | 2022-01-20 | -10.96327 | -0.010963 | 0.894737 | 2.014004 | -0.082226 | 19 | 2022-01-20 | 2022-04-20 |
20 | 2022-01-21 | -9.205555 | -0.009206 | 0.897436 | 2.804178 | -0.097767 | 39 | 2022-01-21 | 2022-04-21 |
21 | 2022-01-22 | -17.048836 | -0.017049 | 0.894737 | 2.014004 | -0.082226 | 19 | 2022-01-22 | 2022-04-22 |
22 | 2022-01-23 | -1.982225 | -0.001982 | 0.947368 | 8.063822 | -0.096975 | 38 | 2022-01-23 | 2022-04-23 |
23 | 2022-01-24 | -42.401831 | -0.042402 | 0.8 | 0.893367 | -0.080325 | 10 | 2022-01-24 | 2022-04-24 |
24 | 2022-01-25 | -49.007395 | -0.049007 | 0.8 | 0.685747 | -0.085396 | 10 | 2022-01-25 | 2022-04-25 |
25 | 2022-01-26 | -50.067213 | -0.050067 | 0.8 | 0.67292 | -0.085325 | 10 | 2022-01-26 | 2022-04-26 |
26 | 2022-01-27 | -21.056451 | -0.021056 | 0.904762 | 2.276661 | -0.081805 | 21 | 2022-01-27 | 2022-04-27 |
27 | 2022-01-28 | -13.855052 | -0.013855 | 0.925 | 3.296573 | -0.109485 | 40 | 2022-01-28 | 2022-04-28 |
28 | 2022-01-29 | -4.343666 | -0.004344 | 0.928571 | 4.481297 | -0.108407 | 42 | 2022-01-29 | 2022-04-29 |
29 | 2022-01-30 | -17.983089 | -0.017983 | 0.925 | 4.492513 | -0.115628 | 40 | 2022-01-30 | 2022-04-30 |
30 | 2022-01-31 | -73.404813 | -0.073405 | 0.909091 | 1.629151 | -0.097401 | 11 | 2022-01-31 | 2022-05-01 |
31 | 2022-02-01 | -48.947104 | -0.048947 | 0.926829 | 3.019699 | -0.149532 | 41 | 2022-02-01 | 2022-05-02 |
32 | 2022-02-02 | -96.138421 | -0.096138 | 0.666667 | 0.331459 | -0.124521 | 9 | 2022-02-02 | 2022-05-03 |
33 | 2022-02-03 | -75.097752 | -0.075098 | 0.8 | 0.692421 | -0.096489 | 10 | 2022-02-03 | 2022-05-04 |
34 | 2022-02-04 | -34.146437 | -0.034146 | 0.842105 | 1.842709 | -0.083294 | 19 | 2022-02-04 | 2022-05-05 |
35 | 2022-02-05 | -35.428852 | -0.035429 | 0.894737 | 2.073911 | -0.133658 | 38 | 2022-02-05 | 2022-05-06 |
36 | 2022-02-06 | -41.881815 | -0.041882 | 0.868421 | 1.867547 | -0.133147 | 38 | 2022-02-06 | 2022-05-07 |
37 | 2022-02-07 | -44.282867 | -0.044283 | 0.868421 | 1.97735 | -0.134016 | 38 | 2022-02-07 | 2022-05-08 |
38 | 2022-02-08 | -35.369488 | -0.035369 | 0.894737 | 2.492921 | -0.126225 | 38 | 2022-02-08 | 2022-05-09 |
39 | 2022-02-09 | -62.020382 | -0.06202 | 0.894737 | 2.073911 | -0.147342 | 38 | 2022-02-09 | 2022-05-10 |
40 | 2022-02-10 | -49.082142 | -0.049082 | 0.894737 | 2.515111 | -0.142547 | 38 | 2022-02-10 | 2022-05-11 |
41 | 2022-02-11 | -68.076197 | -0.068076 | 0.891892 | 2.394092 | -0.153124 | 37 | 2022-02-11 | 2022-05-12 |
42 | 2022-02-12 | -64.834344 | -0.064834 | 0.861111 | 2.029368 | -0.149606 | 36 | 2022-02-12 | 2022-05-13 |
43 | 2022-02-13 | -58.295744 | -0.058296 | 0.891892 | 2.039136 | -0.166572 | 37 | 2022-02-13 | 2022-05-14 |
44 | 2022-02-14 | -93.777658 | -0.093778 | 0.815789 | 1.518091 | -0.183314 | 38 | 2022-02-14 | 2022-05-15 |
45 | 2022-02-15 | -49.501399 | -0.049501 | 0.888889 | 2.005993 | -0.152086 | 36 | 2022-02-15 | 2022-05-16 |
46 | 2022-02-16 | -57.772429 | -0.057772 | 0.888889 | 2.005993 | -0.152086 | 36 | 2022-02-16 | 2022-05-17 |
47 | 2022-02-17 | -54.027057 | -0.054027 | 0.888889 | 2.005993 | -0.152086 | 36 | 2022-02-17 | 2022-05-18 |
48 | 2022-02-18 | -55.239686 | -0.05524 | 0.888889 | 2.385873 | -0.145111 | 36 | 2022-02-18 | 2022-05-19 |
49 | 2022-02-19 | -59.917122 | -0.059917 | 0.861111 | 1.91623 | -0.152462 | 36 | 2022-02-19 | 2022-05-20 |
50 | 2022-02-20 | -58.007988 | -0.058008 | 0.888889 | 2.148869 | -0.149586 | 36 | 2022-02-20 | 2022-05-21 |
51 | 2022-02-21 | -52.145712 | -0.052146 | 0.888889 | 2.354537 | -0.146218 | 36 | 2022-02-21 | 2022-05-22 |
52 | 2022-02-22 | -59.594203 | -0.059594 | 0.861111 | 1.922325 | -0.152529 | 36 | 2022-02-22 | 2022-05-23 |
53 | 2022-02-23 | -51.063987 | -0.051064 | 0.888889 | 2.572477 | -0.141855 | 36 | 2022-02-23 | 2022-05-24 |
54 | 2022-02-24 | -59.324704 | -0.059325 | 0.888889 | 2.012243 | -0.152153 | 36 | 2022-02-24 | 2022-05-25 |
55 | 2022-02-25 | -47.981733 | -0.047982 | 0.894737 | 2.592495 | -0.144782 | 38 | 2022-02-25 | 2022-05-26 |
56 | 2022-02-26 | -66.022468 | -0.066022 | 0.891892 | 2.623248 | -0.157211 | 37 | 2022-02-26 | 2022-05-27 |
57 | 2022-02-27 | -39.979323 | -0.039979 | 0.891892 | 2.684769 | -0.125662 | 37 | 2022-02-27 | 2022-05-28 |
58 | 2022-02-28 | -72.076793 | -0.072077 | 0.852941 | 1.803941 | -0.153342 | 34 | 2022-02-28 | 2022-05-29 |
59 | 2022-03-01 | -55.690668 | -0.055691 | 0.878788 | 2.00329 | -0.134307 | 33 | 2022-03-01 | 2022-05-30 |
60 | 2022-03-02 | -54.588914 | -0.054589 | 0.848485 | 1.768859 | -0.137599 | 33 | 2022-03-02 | 2022-05-31 |
61 | 2022-03-03 | -50.966142 | -0.050966 | 0.878788 | 1.845814 | -0.137294 | 33 | 2022-03-03 | 2022-06-01 |
62 | 2022-03-04 | -55.455037 | -0.055455 | 0.878788 | 1.845814 | -0.137294 | 33 | 2022-03-04 | 2022-06-02 |
63 | 2022-03-05 | -43.008556 | -0.043009 | 0.878788 | 1.845814 | -0.137294 | 33 | 2022-03-05 | 2022-06-03 |
64 | 2022-03-06 | -49.761737 | -0.049762 | 0.878788 | 1.996207 | -0.134171 | 33 | 2022-03-06 | 2022-06-04 |
65 | 2022-03-07 | -48.306059 | -0.048306 | 0.878788 | 2.161201 | -0.131443 | 33 | 2022-03-07 | 2022-06-05 |
66 | 2022-03-08 | -57.427431 | -0.057427 | 0.878788 | 1.845814 | -0.137294 | 33 | 2022-03-08 | 2022-06-06 |
67 | 2022-03-09 | -52.414266 | -0.052414 | 0.878788 | 1.996207 | -0.134171 | 33 | 2022-03-09 | 2022-06-07 |
68 | 2022-03-10 | -60.304008 | -0.060304 | 0.848485 | 1.91162 | -0.134627 | 33 | 2022-03-10 | 2022-06-08 |
69 | 2022-03-11 | -63.004543 | -0.063005 | 0.878788 | 1.845814 | -0.137294 | 33 | 2022-03-11 | 2022-06-09 |
70 | 2022-03-12 | -55.358345 | -0.055358 | 0.878788 | 2.291769 | -0.12809 | 33 | 2022-03-12 | 2022-06-10 |
71 | 2022-03-13 | -63.971451 | -0.063971 | 0.878788 | 1.833566 | -0.137357 | 33 | 2022-03-13 | 2022-06-11 |
72 | 2022-03-14 | -47.70815 | -0.047708 | 0.897436 | 2.231773 | -0.135322 | 39 | 2022-03-14 | 2022-06-12 |
73 | 2022-03-15 | -53.656166 | -0.053656 | 0.857143 | 2.276784 | -0.130238 | 35 | 2022-03-15 | 2022-06-13 |
74 | 2022-03-16 | -55.120216 | -0.05512 | 0.878788 | 2.325588 | -0.129086 | 33 | 2022-03-16 | 2022-06-14 |
75 | 2022-03-17 | -66.204443 | -0.066204 | 0.862069 | 1.959533 | -0.130959 | 29 | 2022-03-17 | 2022-06-15 |
76 | 2022-03-18 | -91.297909 | -0.091298 | 0.826087 | 1.162947 | -0.140916 | 23 | 2022-03-18 | 2022-06-16 |
77 | 2022-03-19 | -88.064847 | -0.088065 | 0.826087 | 1.262164 | -0.13785 | 23 | 2022-03-19 | 2022-06-17 |
78 | 2022-03-20 | -94.627379 | -0.094627 | 0.782609 | 1.078696 | -0.141362 | 23 | 2022-03-20 | 2022-06-18 |
79 | 2022-03-21 | -138.52105 | -0.138521 | 0.764706 | 0.666344 | -0.176686 | 17 | 2022-03-21 | 2022-06-19 |
80 | 2022-03-22 | -107.833179 | -0.107833 | 0.692308 | 0.672135 | -0.1348 | 13 | 2022-03-22 | 2022-06-20 |
81 | 2022-03-23 | -130.460598 | -0.130461 | 0.428571 | 0.10588 | -0.142617 | 7 | 2022-03-23 | 2022-06-21 |
82 | 2022-03-24 | -134.882623 | -0.134883 | 0.428571 | 0.094537 | -0.146991 | 7 | 2022-03-24 | 2022-06-22 |
83 | 2022-03-25 | -134.882623 | -0.134883 | 0.428571 | 0.094537 | -0.146991 | 7 | 2022-03-25 | 2022-06-23 |
84 | 2022-03-26 | -75.721522 | -0.075722 | 0.25 | 0.053303 | -0.080762 | 4 | 2022-03-26 | 2022-06-24 |
85 | 2022-03-27 | -57.955986 | -0.057956 | 0 | 0 | -0.062021 | 3 | 2022-03-27 | 2022-06-25 |
86 | 2022-03-28 | -75.399655 | -0.0754 | 0.714286 | 0.337803 | -0.082777 | 7 | 2022-03-28 | 2022-06-26 |
87 | 2022-03-29 | -72.620387 | -0.07262 | 0.846154 | 1.44435 | -0.08416 | 13 | 2022-03-29 | 2022-06-27 |
88 | 2022-03-30 | -75.399655 | -0.0754 | 0.714286 | 0.337803 | -0.082777 | 7 | 2022-03-30 | 2022-06-28 |
89 | 2022-03-31 | -79.04704 | -0.079047 | 0.75 | 0.700574 | -0.086571 | 8 | 2022-03-31 | 2022-06-29 |
90 | 2022-04-01 | -87.978733 | -0.087979 | 0.714286 | 0.337803 | -0.090409 | 7 | 2022-04-01 | 2022-06-30 |
91 | 2022-04-02 | -88.842003 | -0.088842 | 0.714286 | 0.337803 | -0.095329 | 7 | 2022-04-02 | 2022-07-01 |
92 | 2022-04-03 | -90.19857 | -0.090199 | 0.714286 | 0.337803 | -0.095329 | 7 | 2022-04-03 | 2022-07-02 |
93 | 2022-04-04 | -87.345719 | -0.087346 | 0.714286 | 0.38836 | -0.092607 | 7 | 2022-04-04 | 2022-07-03 |
94 | 2022-04-05 | -89.969638 | -0.08997 | 0.714286 | 0.339514 | -0.095224 | 7 | 2022-04-05 | 2022-07-04 |
95 | 2022-04-06 | -103.869531 | -0.10387 | 0.769231 | 0.735346 | -0.11881 | 13 | 2022-04-06 | 2022-07-05 |
96 | 2022-04-07 | -102.385697 | -0.102386 | 0.769231 | 0.836733 | -0.115789 | 13 | 2022-04-07 | 2022-07-06 |
97 | 2022-04-08 | -102.765504 | -0.102766 | 0.769231 | 0.735346 | -0.11881 | 13 | 2022-04-08 | 2022-07-07 |
98 | 2022-04-09 | -77.989465 | -0.077989 | 0.714286 | 0.337803 | -0.095329 | 7 | 2022-04-09 | 2022-07-08 |
99 | 2022-04-10 | -68.393985 | -0.068394 | 0.714286 | 0.340418 | -0.095707 | 7 | 2022-04-10 | 2022-07-09 |
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