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 | 220.011329 | 0.220011 | 0.988095 | 22.440009 | -0.053011 | 84 | 2021-01-01 | 2021-04-01 |
1 | 2021-01-02 | 228.490799 | 0.228491 | 0.977528 | 16.520351 | -0.050692 | 89 | 2021-01-02 | 2021-04-02 |
2 | 2021-01-03 | 244.752343 | 0.244752 | 0.988506 | 24.973057 | -0.052742 | 87 | 2021-01-03 | 2021-04-03 |
3 | 2021-01-04 | 217.091363 | 0.217091 | 0.967033 | 20.230915 | -0.053244 | 91 | 2021-01-04 | 2021-04-04 |
4 | 2021-01-05 | 227.353412 | 0.227353 | 0.977273 | 12.057336 | -0.054113 | 88 | 2021-01-05 | 2021-04-05 |
5 | 2021-01-06 | 258.789252 | 0.258789 | 0.98 | 18.027439 | -0.053083 | 100 | 2021-01-06 | 2021-04-06 |
6 | 2021-01-07 | 266.000488 | 0.266 | 0.99 | 27.22917 | -0.054618 | 100 | 2021-01-07 | 2021-04-07 |
7 | 2021-01-08 | 251.89298 | 0.251893 | 0.99 | 27.22917 | -0.054618 | 100 | 2021-01-08 | 2021-04-08 |
8 | 2021-01-09 | 272.827435 | 0.272827 | 0.980583 | 21.261566 | -0.054818 | 103 | 2021-01-09 | 2021-04-09 |
9 | 2021-01-10 | 270.089132 | 0.270089 | 0.980952 | 18.476746 | -0.054679 | 105 | 2021-01-10 | 2021-04-10 |
10 | 2021-01-11 | 296.221433 | 0.296221 | 0.990991 | 30.488741 | -0.054618 | 111 | 2021-01-11 | 2021-04-11 |
11 | 2021-01-12 | 293.516394 | 0.293516 | 0.991071 | 30.613296 | -0.054618 | 112 | 2021-01-12 | 2021-04-12 |
12 | 2021-01-13 | 303.808891 | 0.303809 | 0.982609 | 20.432051 | -0.054586 | 115 | 2021-01-13 | 2021-04-13 |
13 | 2021-01-14 | 331.821894 | 0.331822 | 0.984 | 24.649111 | -0.054829 | 125 | 2021-01-14 | 2021-04-14 |
14 | 2021-01-15 | 338.903261 | 0.338903 | 0.976563 | 24.972345 | -0.054916 | 128 | 2021-01-15 | 2021-04-15 |
15 | 2021-01-16 | 330.00424 | 0.330004 | 0.976744 | 19.93978 | -0.053859 | 129 | 2021-01-16 | 2021-04-16 |
16 | 2021-01-17 | 322.322495 | 0.322322 | 0.984496 | 26.164189 | -0.054851 | 129 | 2021-01-17 | 2021-04-17 |
17 | 2021-01-18 | 317.073038 | 0.317073 | 0.992 | 34.211462 | -0.055101 | 125 | 2021-01-18 | 2021-04-18 |
18 | 2021-01-19 | 299.081909 | 0.299082 | 0.968254 | 13.95894 | -0.055405 | 126 | 2021-01-19 | 2021-04-19 |
19 | 2021-01-20 | 305.04305 | 0.305043 | 0.976923 | 13.965813 | -0.054896 | 130 | 2021-01-20 | 2021-04-20 |
20 | 2021-01-21 | 314.997176 | 0.314997 | 0.984615 | 17.276071 | -0.054601 | 130 | 2021-01-21 | 2021-04-21 |
21 | 2021-01-22 | 296.479707 | 0.29648 | 0.976378 | 18.600382 | -0.0532 | 127 | 2021-01-22 | 2021-04-22 |
22 | 2021-01-23 | 282.290556 | 0.282291 | 0.984252 | 16.803803 | -0.055101 | 127 | 2021-01-23 | 2021-04-23 |
23 | 2021-01-24 | 271.073495 | 0.271073 | 0.960938 | 9.89531 | -0.061168 | 128 | 2021-01-24 | 2021-04-24 |
24 | 2021-01-25 | 277.595378 | 0.277595 | 0.976923 | 11.80198 | -0.059955 | 130 | 2021-01-25 | 2021-04-25 |
25 | 2021-01-26 | 275.760059 | 0.27576 | 0.976923 | 11.505668 | -0.060526 | 130 | 2021-01-26 | 2021-04-26 |
26 | 2021-01-27 | 296.330333 | 0.29633 | 0.976563 | 13.085417 | -0.057892 | 128 | 2021-01-27 | 2021-04-27 |
27 | 2021-01-28 | 282.358445 | 0.282358 | 0.967742 | 10.225871 | -0.061697 | 124 | 2021-01-28 | 2021-04-28 |
28 | 2021-01-29 | 269.077098 | 0.269077 | 0.975 | 10.577667 | -0.062076 | 120 | 2021-01-29 | 2021-04-29 |
29 | 2021-01-30 | 268.547735 | 0.268548 | 0.982456 | 15.025531 | -0.062313 | 114 | 2021-01-30 | 2021-04-30 |
30 | 2021-01-31 | 280.906973 | 0.280907 | 0.981982 | 17.143115 | -0.060458 | 111 | 2021-01-31 | 2021-05-01 |
31 | 2021-02-01 | 285.975668 | 0.285976 | 0.974138 | 12.273993 | -0.062635 | 116 | 2021-02-01 | 2021-05-02 |
32 | 2021-02-02 | 277.686833 | 0.277687 | 0.966102 | 10.25744 | -0.0627 | 118 | 2021-02-02 | 2021-05-03 |
33 | 2021-02-03 | 283.370375 | 0.28337 | 0.973684 | 18.973981 | -0.058592 | 114 | 2021-02-03 | 2021-05-04 |
34 | 2021-02-04 | 239.630257 | 0.23963 | 0.971698 | 11.00919 | -0.063947 | 106 | 2021-02-04 | 2021-05-05 |
35 | 2021-02-05 | 260.722984 | 0.260723 | 0.980769 | 13.7415 | -0.063869 | 104 | 2021-02-05 | 2021-05-06 |
36 | 2021-02-06 | 268.698384 | 0.268698 | 0.972477 | 19.155757 | -0.0589 | 109 | 2021-02-06 | 2021-05-07 |
37 | 2021-02-07 | 250.552953 | 0.250553 | 0.980952 | 14.065325 | -0.064066 | 105 | 2021-02-07 | 2021-05-08 |
38 | 2021-02-08 | 235.224978 | 0.235225 | 0.970297 | 12.810677 | -0.064792 | 101 | 2021-02-08 | 2021-05-09 |
39 | 2021-02-09 | 228.369086 | 0.228369 | 0.979798 | 13.202235 | -0.064971 | 99 | 2021-02-09 | 2021-05-10 |
40 | 2021-02-10 | 211.796468 | 0.211796 | 0.979798 | 13.202235 | -0.064971 | 99 | 2021-02-10 | 2021-05-11 |
41 | 2021-02-11 | 230.300153 | 0.2303 | 0.979798 | 23.622216 | -0.057714 | 99 | 2021-02-11 | 2021-05-12 |
42 | 2021-02-12 | 184.914677 | 0.184915 | 0.969697 | 11.41059 | -0.065205 | 99 | 2021-02-12 | 2021-05-13 |
43 | 2021-02-13 | 200.746557 | 0.200747 | 0.95098 | 9.043041 | -0.065085 | 102 | 2021-02-13 | 2021-05-14 |
44 | 2021-02-14 | 214.881509 | 0.214882 | 0.980198 | 13.468219 | -0.06469 | 101 | 2021-02-14 | 2021-05-15 |
45 | 2021-02-15 | 229.407957 | 0.229408 | 0.970588 | 12.266887 | -0.064865 | 102 | 2021-02-15 | 2021-05-16 |
46 | 2021-02-16 | 216.533133 | 0.216533 | 0.980198 | 13.335707 | -0.064971 | 101 | 2021-02-16 | 2021-05-17 |
47 | 2021-02-17 | 231.720286 | 0.23172 | 0.961905 | 12.004628 | -0.064498 | 105 | 2021-02-17 | 2021-05-18 |
48 | 2021-02-18 | 242.799499 | 0.242799 | 0.980392 | 13.396093 | -0.064971 | 102 | 2021-02-18 | 2021-05-19 |
49 | 2021-02-19 | 169.607358 | 0.169607 | 0.962264 | 6.929895 | -0.096959 | 106 | 2021-02-19 | 2021-05-20 |
50 | 2021-02-20 | 176.093338 | 0.176093 | 0.961538 | 6.788501 | -0.0974 | 104 | 2021-02-20 | 2021-05-21 |
51 | 2021-02-21 | 152.042738 | 0.152043 | 0.951923 | 6.49271 | -0.090628 | 104 | 2021-02-21 | 2021-05-22 |
52 | 2021-02-22 | 152.494998 | 0.152495 | 0.961538 | 9.070464 | -0.087725 | 104 | 2021-02-22 | 2021-05-23 |
53 | 2021-02-23 | 131.571954 | 0.131572 | 0.95283 | 6.710075 | -0.116904 | 106 | 2021-02-23 | 2021-05-24 |
54 | 2021-02-24 | 146.676196 | 0.146676 | 0.942308 | 6.396082 | -0.117649 | 104 | 2021-02-24 | 2021-05-25 |
55 | 2021-02-25 | 150.515159 | 0.150515 | 0.961538 | 6.788501 | -0.117155 | 104 | 2021-02-25 | 2021-05-26 |
56 | 2021-02-26 | 147.89458 | 0.147895 | 0.942308 | 5.826967 | -0.118025 | 104 | 2021-02-26 | 2021-05-27 |
57 | 2021-02-27 | 147.444923 | 0.147445 | 0.951923 | 6.586495 | -0.117379 | 104 | 2021-02-27 | 2021-05-28 |
58 | 2021-02-28 | 141.273623 | 0.141274 | 0.961538 | 6.783418 | -0.117174 | 104 | 2021-02-28 | 2021-05-29 |
59 | 2021-03-01 | 139.207817 | 0.139208 | 0.962264 | 6.946459 | -0.116572 | 106 | 2021-03-01 | 2021-05-30 |
60 | 2021-03-02 | 141.698025 | 0.141698 | 0.961538 | 6.788501 | -0.117155 | 104 | 2021-03-02 | 2021-05-31 |
61 | 2021-03-03 | 163.20844 | 0.163208 | 0.95283 | 7.042823 | -0.109534 | 106 | 2021-03-03 | 2021-06-01 |
62 | 2021-03-04 | 160.351801 | 0.160352 | 0.95283 | 6.86701 | -0.116128 | 106 | 2021-03-04 | 2021-06-02 |
63 | 2021-03-05 | 172.816857 | 0.172817 | 0.954545 | 7.05704 | -0.115638 | 110 | 2021-03-05 | 2021-06-03 |
64 | 2021-03-06 | 191.021457 | 0.191021 | 0.964286 | 8.950097 | -0.11425 | 112 | 2021-03-06 | 2021-06-04 |
65 | 2021-03-07 | 157.48985 | 0.15749 | 0.962264 | 6.969337 | -0.116479 | 106 | 2021-03-07 | 2021-06-05 |
66 | 2021-03-08 | 145.798329 | 0.145798 | 0.960784 | 7.754547 | -0.110204 | 102 | 2021-03-08 | 2021-06-06 |
67 | 2021-03-09 | 137.843644 | 0.137844 | 0.95098 | 6.101581 | -0.118159 | 102 | 2021-03-09 | 2021-06-07 |
68 | 2021-03-10 | 133.366709 | 0.133367 | 0.960784 | 6.6767 | -0.117561 | 102 | 2021-03-10 | 2021-06-08 |
69 | 2021-03-11 | 127.615829 | 0.127616 | 0.96 | 6.515883 | -0.118171 | 100 | 2021-03-11 | 2021-06-09 |
70 | 2021-03-12 | 123.380687 | 0.123381 | 0.94898 | 6.021013 | -0.119116 | 98 | 2021-03-12 | 2021-06-10 |
71 | 2021-03-13 | 125.362615 | 0.125363 | 0.959184 | 7.298394 | -0.118303 | 98 | 2021-03-13 | 2021-06-11 |
72 | 2021-03-14 | 122.973791 | 0.122974 | 0.957447 | 10.255644 | -0.110517 | 94 | 2021-03-14 | 2021-06-12 |
73 | 2021-03-15 | 96.717031 | 0.096717 | 0.945652 | 5.756986 | -0.12069 | 92 | 2021-03-15 | 2021-06-13 |
74 | 2021-03-16 | 94.576583 | 0.094577 | 0.94186 | 6.633038 | -0.12154 | 86 | 2021-03-16 | 2021-06-14 |
75 | 2021-03-17 | 67.287717 | 0.067288 | 0.948718 | 4.971274 | -0.124376 | 78 | 2021-03-17 | 2021-06-15 |
76 | 2021-03-18 | 64.803622 | 0.064804 | 0.935897 | 5.266752 | -0.118519 | 78 | 2021-03-18 | 2021-06-16 |
77 | 2021-03-19 | 44.134218 | 0.044134 | 0.944444 | 4.571041 | -0.126099 | 72 | 2021-03-19 | 2021-06-17 |
78 | 2021-03-20 | 26.48329 | 0.026483 | 0.926471 | 3.684702 | -0.128137 | 68 | 2021-03-20 | 2021-06-18 |
79 | 2021-03-21 | 12.234531 | 0.012235 | 0.935484 | 3.879901 | -0.129115 | 62 | 2021-03-21 | 2021-06-19 |
80 | 2021-03-22 | 7.698619 | 0.007699 | 0.935484 | 3.879901 | -0.129115 | 62 | 2021-03-22 | 2021-06-20 |
81 | 2021-03-23 | 26.102111 | 0.026102 | 0.941176 | 4.279454 | -0.127328 | 68 | 2021-03-23 | 2021-06-21 |
82 | 2021-03-24 | -5.348523 | -0.005349 | 0.921875 | 4.113364 | -0.125973 | 64 | 2021-03-24 | 2021-06-22 |
83 | 2021-03-25 | -7.026499 | -0.007026 | 0.939394 | 4.161153 | -0.142692 | 66 | 2021-03-25 | 2021-06-23 |
84 | 2021-03-26 | 3.426045 | 0.003426 | 0.935484 | 5.129021 | -0.142844 | 62 | 2021-03-26 | 2021-06-24 |
85 | 2021-03-27 | -4.60419 | -0.004604 | 0.919355 | 3.756767 | -0.144397 | 62 | 2021-03-27 | 2021-06-25 |
86 | 2021-03-28 | -3.414523 | -0.003415 | 0.9375 | 4.040127 | -0.143292 | 64 | 2021-03-28 | 2021-06-26 |
87 | 2021-03-29 | -11.472144 | -0.011472 | 0.919355 | 3.757974 | -0.144344 | 62 | 2021-03-29 | 2021-06-27 |
88 | 2021-03-30 | -10.81167 | -0.010812 | 0.933333 | 3.75376 | -0.14475 | 60 | 2021-03-30 | 2021-06-28 |
89 | 2021-03-31 | -11.777158 | -0.011777 | 0.933333 | 3.736674 | -0.14484 | 60 | 2021-03-31 | 2021-06-29 |
90 | 2021-04-01 | -16.446638 | -0.016447 | 0.928571 | 3.481159 | -0.146412 | 56 | 2021-04-01 | 2021-06-30 |
91 | 2021-04-02 | -18.252706 | -0.018253 | 0.923077 | 4.039874 | -0.146589 | 52 | 2021-04-02 | 2021-07-01 |
92 | 2021-04-03 | -44.281327 | -0.044281 | 0.916667 | 2.890479 | -0.149337 | 48 | 2021-04-03 | 2021-07-02 |
93 | 2021-04-04 | -62.630782 | -0.062631 | 0.904762 | 2.448396 | -0.151805 | 42 | 2021-04-04 | 2021-07-03 |
94 | 2021-04-05 | -82.698994 | -0.082699 | 0.882353 | 1.904419 | -0.154946 | 34 | 2021-04-05 | 2021-07-04 |
95 | 2021-04-06 | -93.200154 | -0.0932 | 0.866667 | 1.578423 | -0.156905 | 30 | 2021-04-06 | 2021-07-05 |
96 | 2021-04-07 | -50.641914 | -0.050642 | 0.875 | 1.769382 | -0.097094 | 24 | 2021-04-07 | 2021-07-06 |
97 | 2021-04-08 | -96.098614 | -0.096099 | 0.84375 | 1.555105 | -0.156782 | 32 | 2021-04-08 | 2021-07-07 |
98 | 2021-04-09 | -114.472604 | -0.114473 | 0.807692 | 1.166317 | -0.159332 | 26 | 2021-04-09 | 2021-07-08 |
99 | 2021-04-10 | -70.423344 | -0.070423 | 0.818182 | 0.990448 | -0.087845 | 11 | 2021-04-10 | 2021-07-09 |
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