visual updates + drawdown

app.py

@@ -294,7 +294,21 @@ def get_sd_df(sd_df, sd, bot_selections, dca1, dca2, dca3, dca4, dca5, dca6, fee
     sd_df['Net P/L Per Trade (-)'] = (sd_df['Return Per Trade (-)']-1)*sd_df['Balance used in Trade (-)']
     sd_df['Cumulative P/L (-)'] = sd_df['Net P/L Per Trade (-)'].cumsum()
     return sd_df
-
+    
+def get_account_drawdown(trades):
+    trades = trades.dropna()
+    max_draw = 0.0
+    beg = 0 
+    fin = 0 
+    for candidate in trades.index[:-1]:
+        future = trades[candidate+1:]
+        delta = future - trades[candidate]
+        if max_draw > delta.min():
+            max_draw = min(max_draw, delta.min())
+            beg = candidate 
+            fin = delta.argmin()
+    return max_draw, (beg, fin)
+    
 def runapp() -> None:
             bot_selections = "Pure Bread"
             otimeheader = 'Exit Date'
@@ -392,7 +406,7 @@ def runapp() -> None:
                 df['Net P/L Per Trade'] = (df['Return Per Trade']-1)*df['Balance used in Trade']
                 df['Cumulative P/L'] = df['Net P/L Per Trade'].cumsum()
 
-
+                max_draw, (beg, fin) = get_account_drawdown(df['Cumulative P/L'])
                 cum_pl = df.loc[df.dropna().index[-1],'Cumulative P/L'] + principal_balance
 
                 effective_return = 100*((cum_pl - principal_balance)/principal_balance)
@@ -488,8 +502,8 @@ def runapp() -> None:
                 else:
                     with st.container():
                         for row in totals.itertuples():
-                            col1, col2, col3, col4= st.columns(4)
-                            c1, c2, c3, c4 = st.columns(4)
+                            c1, c2, c3, c4, c5 = st.columns(5)
+                            col1, col2, col3, col4, col5 = st.columns(5)
                             with col1:
                                 st.metric(
                                     "Total Trades",
@@ -497,8 +511,9 @@ def runapp() -> None:
                                 )
                             with c1:
                                 st.metric(
-                                    "Profit Factor",
-                                    f"{row._5:.2f}",
+                                    "Cumulative P/L",
+                                    f"${row._6:.2f}",
+                                    f"{row._7:.2f} %",
                                 )
                             with col2: 
                                 st.metric(
@@ -507,9 +522,9 @@ def runapp() -> None:
                                 )
                             with c2:
                                 st.metric(
-                                    "Cumulative P/L",
-                                    f"${row._6:.2f}",
-                                    f"{row._7:.2f} %",
+                                "Rolling 7 Days",
+                                    "",#f"{(1+get_rolling_stats(df,lev, otimeheader, 7)/100)*principal_balance:.2f}",
+                                    f"{get_rolling_stats(df,lev, otimeheader, 7):.2f}%",
                                 )
                             with col3: 
                                 st.metric(
@@ -517,14 +532,9 @@ def runapp() -> None:
                                     f"{row.Losses:.0f}",
                                 )
                             with c3:
-                                st.metric(
-                                "Rolling 7 Days",
-                                    "",#f"{(1+get_rolling_stats(df,otimeheader, 30))*principal_balance:.2f}",
-                                    f"{get_rolling_stats(df,lev, otimeheader, 7):.2f}%",
-                                )
                                 st.metric(
                                 "Rolling 30 Days",
-                                    "",#f"{(1+get_rolling_stats(df,otimeheader, 30))*principal_balance:.2f}",
+                                    "",#f"{(1+get_rolling_stats(df,lev, otimeheader, 30)/100)*principal_balance:.2f}",
                                     f"{get_rolling_stats(df,lev, otimeheader, 30):.2f}%",
                                 )
 
@@ -536,13 +546,20 @@ def runapp() -> None:
                             with c4:
                                 st.metric(
                                 "Rolling 90 Days",
-                                    "",#f"{(1+get_rolling_stats(df,otimeheader, 30))*principal_balance:.2f}",
+                                    "",#f"{(1+get_rolling_stats(df,lev, otimeheader, 90)/100)*principal_balance:.2f}",
                                     f"{get_rolling_stats(df,lev, otimeheader, 90):.2f}%",
                                 )
+
+                            with col5:
+                                st.metric(
+                                    "Profit Factor",
+                                    f"{row._5:.2f}",
+                                )
+                            with c5: 
                                 st.metric(
-                                "Rolling 180 Days",
-                                    "",#f"{(1+get_rolling_stats(df,otimeheader, 30))*principal_balance:.2f}",
-                                    f"{get_rolling_stats(df,lev, otimeheader, 180):.2f}%",
+                                "Max Account Drawdown",
+                                    "",#f"{np.round(100*max_draw/principal_balance,2)/100*principal_balance:.2f}",
+                                    f"{np.round(100*max_draw/principal_balance,2)}%",
                                 )
 
             if bot_selections == "Pumpernickel":