Quick_Start_Equity_Error.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [],
   "source": [
    "import backtesting\n",
    "from backtesting import Backtest, Strategy\n",
    "from backtesting.lib import crossover\n",
    "from backtesting.test import SMA\n",
    "import pandas_datareader.data as dtr\n",
    "import requests_cache\n",
    "import datetime\n",
    "expire_after = datetime.timedelta(days = 7)\n",
    "session = requests_cache.CachedSession(cache_name='cache', backend='sqlite', expire_after=expire_after)\n",
    "\n",
    "tickers = [\"LNTA.ME\",\"MGNT.ME\",\"PIKK.ME\",\n",
    "           \"MTSS.ME\",\"MGTS.ME\",\"RTKM.ME\",\n",
    "           \"ROSN.ME\",\"GAZP.ME\",\"NVTK.ME\",\"LKOH.ME\",\"TATN.ME\",\"SNGS.ME\",\"SIBN.ME\",\n",
    "           \"PLZL.ME\",\"NLMK.ME\",\"CHMF.ME\",\"POLY.ME\",\"RUAL.ME\",\"ALRS.ME\",\n",
    "           \"SBER.ME\",\"VTBR.ME\",\"MOEX.ME\",\"CBOM.ME\",\"YNDX.ME\",\"CBOM.ME\",\"ROSB.ME\",\n",
    "           \"HYDR.ME\",\"RSTI.ME\",\"FEES.ME\"\n",
    "          ]\n",
    "\n",
    "df = pd.DataFrame()\n",
    "\n",
    "for ticker in tickers:\n",
    "    try:\n",
    "        df_ = dtr.DataReader(ticker, data_source=\"yahoo\" , session=session, retry_count=1)\n",
    "        df_.insert(0, \"ticker\", ticker)\n",
    "    except:\n",
    "        print(f\"ticker '{ticker}' failed\")\n",
    "        pass\n",
    "    df = df.append(df_)\n",
    "\n",
    "GAZP = df[df.ticker == \"GAZP.ME\"]\n",
    "GAZP.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
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      "text/plain": [
       "Start                     2015-12-17 00:00:00\n",
       "End                       2020-12-14 00:00:00\n",
       "Duration                   1824 days 00:00:00\n",
       "Exposure Time [%]                     91.2211\n",
       "Equity Final [$]                      17968.8\n",
       "Equity Peak [$]                       18704.7\n",
       "Return [%]                            79.6875\n",
       "Buy & Hold Return [%]                 44.6773\n",
       "Return (Ann.) [%]                     12.5092\n",
       "Volatility (Ann.) [%]                 25.4523\n",
       "Sharpe Ratio                         0.491476\n",
       "Sortino Ratio                         0.88546\n",
       "Calmar Ratio                         0.456775\n",
       "Max. Drawdown [%]                    -27.3859\n",
       "Avg. Drawdown [%]                    -5.62879\n",
       "Max. Drawdown Duration      335 days 00:00:00\n",
       "Avg. Drawdown Duration       56 days 00:00:00\n",
       "# Trades                                   28\n",
       "Win Rate [%]                          39.2857\n",
       "Best Trade [%]                        41.1498\n",
       "Worst Trade [%]                      -10.1933\n",
       "Avg. Trade [%]                        2.11993\n",
       "Max. Trade Duration         181 days 00:00:00\n",
       "Avg. Trade Duration          60 days 00:00:00\n",
       "Profit Factor                         2.23453\n",
       "Expectancy [%]                        2.59835\n",
       "SQN                                    1.1706\n",
       "_strategy                 SmaCross(up_fast...\n",
       "_equity_curve                             ...\n",
       "_trades                       Size  EntryB...\n",
       "dtype: object"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "class SmaCross(Strategy):\n",
    "    # Define the two MA lags as *class variables*\n",
    "    # for later optimization\n",
    "    up_fast = 10\n",
    "    up_slow = 20\n",
    "#     down_fast = 10\n",
    "#     down_slow = 20\n",
    "    \n",
    "    def init(self):\n",
    "        \n",
    "        price = self.data.Close # to be fed to indicator\n",
    "        self.up_fast = self.I(SMA, price, self.up_fast) # callable, callable args\n",
    "        self.up_slow = self.I(SMA, price, self.up_slow)\n",
    "#         self.down_fast = self.I(SMA, price, self.down_fast)\n",
    "#         self.down_slow = self.I(SMA, price, self.down_slow)\n",
    "        \n",
    "    def next(self):\n",
    "        \n",
    "        if crossover(self.up_fast, self.up_slow):\n",
    "            self.position.close() # close short if any\n",
    "            self.buy() # buy\n",
    "            \n",
    "        if crossover(self.up_slow, self.up_fast):\n",
    "            self.position.close() # close long if any\n",
    "            self.sell() # short\n",
    "            \n",
    "#         if crossover(self.down_slow, self.down_fast):\n",
    "#             self.sell()\n",
    "            \n",
    "#         if crossover(self.down_fast, self.down_slow):\n",
    "#             self.position.close()\n",
    "# #             self.buy()\n",
    "\n",
    "bt = Backtest(GAZP, SmaCross, cash=10000,commission=.002, ) # exclusive_orders=True any time youre short or long \n",
    "stats = bt.optimize(up_fast=range(5, 30, 5),\n",
    "                    up_slow=range(10, 70, 5),\n",
    "#                     down_fast=range(5, 30, 5),\n",
    "#                     down_slow=range(10, 70, 5),\n",
    "                    maximize='Equity Final [$]',\n",
    "                    constraint=lambda param: param.up_fast < param.up_slow)# and param.down_fast < param.down_slow)\n",
    "stats"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "\n",
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       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Size</th>\n",
       "      <th>EntryBar</th>\n",
       "      <th>ExitBar</th>\n",
       "      <th>EntryPrice</th>\n",
       "      <th>ExitPrice</th>\n",
       "      <th>PnL</th>\n",
       "      <th>ReturnPct</th>\n",
       "      <th>EntryTime</th>\n",
       "      <th>ExitTime</th>\n",
       "      <th>Duration</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>-68</td>\n",
       "      <td>110</td>\n",
       "      <td>223</td>\n",
       "      <td>145.608194</td>\n",
       "      <td>138.000000</td>\n",
       "      <td>517.357186</td>\n",
       "      <td>0.052251</td>\n",
       "      <td>2016-06-01</td>\n",
       "      <td>2016-11-09</td>\n",
       "      <td>161 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>76</td>\n",
       "      <td>223</td>\n",
       "      <td>283</td>\n",
       "      <td>138.276000</td>\n",
       "      <td>149.800003</td>\n",
       "      <td>875.824232</td>\n",
       "      <td>0.083341</td>\n",
       "      <td>2016-11-09</td>\n",
       "      <td>2017-02-02</td>\n",
       "      <td>85 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>-76</td>\n",
       "      <td>283</td>\n",
       "      <td>349</td>\n",
       "      <td>149.500403</td>\n",
       "      <td>131.410004</td>\n",
       "      <td>1374.870353</td>\n",
       "      <td>0.121006</td>\n",
       "      <td>2017-02-02</td>\n",
       "      <td>2017-05-12</td>\n",
       "      <td>99 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>96</td>\n",
       "      <td>349</td>\n",
       "      <td>360</td>\n",
       "      <td>131.672824</td>\n",
       "      <td>122.400002</td>\n",
       "      <td>-890.190926</td>\n",
       "      <td>-0.070423</td>\n",
       "      <td>2017-05-12</td>\n",
       "      <td>2017-05-29</td>\n",
       "      <td>17 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>-97</td>\n",
       "      <td>360</td>\n",
       "      <td>399</td>\n",
       "      <td>122.155202</td>\n",
       "      <td>118.529999</td>\n",
       "      <td>351.644666</td>\n",
       "      <td>0.029677</td>\n",
       "      <td>2017-05-29</td>\n",
       "      <td>2017-07-24</td>\n",
       "      <td>56 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>102</td>\n",
       "      <td>399</td>\n",
       "      <td>406</td>\n",
       "      <td>118.767059</td>\n",
       "      <td>118.000000</td>\n",
       "      <td>-78.239995</td>\n",
       "      <td>-0.006459</td>\n",
       "      <td>2017-07-24</td>\n",
       "      <td>2017-08-02</td>\n",
       "      <td>9 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>-103</td>\n",
       "      <td>406</td>\n",
       "      <td>441</td>\n",
       "      <td>117.764000</td>\n",
       "      <td>121.889999</td>\n",
       "      <td>-424.977937</td>\n",
       "      <td>-0.035036</td>\n",
       "      <td>2017-08-02</td>\n",
       "      <td>2017-09-20</td>\n",
       "      <td>49 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>96</td>\n",
       "      <td>441</td>\n",
       "      <td>563</td>\n",
       "      <td>122.133779</td>\n",
       "      <td>140.300003</td>\n",
       "      <td>1743.957472</td>\n",
       "      <td>0.148740</td>\n",
       "      <td>2017-09-20</td>\n",
       "      <td>2018-03-20</td>\n",
       "      <td>181 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>-96</td>\n",
       "      <td>563</td>\n",
       "      <td>583</td>\n",
       "      <td>140.019403</td>\n",
       "      <td>142.449997</td>\n",
       "      <td>-233.337015</td>\n",
       "      <td>-0.017359</td>\n",
       "      <td>2018-03-20</td>\n",
       "      <td>2018-04-17</td>\n",
       "      <td>28 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>92</td>\n",
       "      <td>583</td>\n",
       "      <td>624</td>\n",
       "      <td>142.734897</td>\n",
       "      <td>138.050003</td>\n",
       "      <td>-431.010238</td>\n",
       "      <td>-0.032822</td>\n",
       "      <td>2018-04-17</td>\n",
       "      <td>2018-06-18</td>\n",
       "      <td>62 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>-92</td>\n",
       "      <td>624</td>\n",
       "      <td>646</td>\n",
       "      <td>137.773903</td>\n",
       "      <td>138.889999</td>\n",
       "      <td>-102.680864</td>\n",
       "      <td>-0.008101</td>\n",
       "      <td>2018-06-18</td>\n",
       "      <td>2018-07-18</td>\n",
       "      <td>30 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>91</td>\n",
       "      <td>646</td>\n",
       "      <td>650</td>\n",
       "      <td>139.167779</td>\n",
       "      <td>138.779999</td>\n",
       "      <td>-35.288035</td>\n",
       "      <td>-0.002786</td>\n",
       "      <td>2018-07-18</td>\n",
       "      <td>2018-07-24</td>\n",
       "      <td>6 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>-91</td>\n",
       "      <td>650</td>\n",
       "      <td>667</td>\n",
       "      <td>138.502439</td>\n",
       "      <td>141.500000</td>\n",
       "      <td>-272.778071</td>\n",
       "      <td>-0.021643</td>\n",
       "      <td>2018-07-24</td>\n",
       "      <td>2018-08-16</td>\n",
       "      <td>23 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>87</td>\n",
       "      <td>667</td>\n",
       "      <td>726</td>\n",
       "      <td>141.783000</td>\n",
       "      <td>158.000000</td>\n",
       "      <td>1410.879000</td>\n",
       "      <td>0.114379</td>\n",
       "      <td>2018-08-16</td>\n",
       "      <td>2018-11-08</td>\n",
       "      <td>84 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>-87</td>\n",
       "      <td>726</td>\n",
       "      <td>750</td>\n",
       "      <td>157.684000</td>\n",
       "      <td>158.000000</td>\n",
       "      <td>-27.492000</td>\n",
       "      <td>-0.002004</td>\n",
       "      <td>2018-11-08</td>\n",
       "      <td>2018-12-12</td>\n",
       "      <td>34 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>87</td>\n",
       "      <td>750</td>\n",
       "      <td>759</td>\n",
       "      <td>158.316000</td>\n",
       "      <td>148.360001</td>\n",
       "      <td>-866.171947</td>\n",
       "      <td>-0.062887</td>\n",
       "      <td>2018-12-12</td>\n",
       "      <td>2018-12-25</td>\n",
       "      <td>13 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>-87</td>\n",
       "      <td>759</td>\n",
       "      <td>773</td>\n",
       "      <td>148.063281</td>\n",
       "      <td>158.160004</td>\n",
       "      <td>-878.414906</td>\n",
       "      <td>-0.068192</td>\n",
       "      <td>2018-12-25</td>\n",
       "      <td>2019-01-18</td>\n",
       "      <td>24 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>75</td>\n",
       "      <td>773</td>\n",
       "      <td>801</td>\n",
       "      <td>158.476324</td>\n",
       "      <td>155.699997</td>\n",
       "      <td>-208.224504</td>\n",
       "      <td>-0.017519</td>\n",
       "      <td>2019-01-18</td>\n",
       "      <td>2019-02-27</td>\n",
       "      <td>40 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>-76</td>\n",
       "      <td>801</td>\n",
       "      <td>835</td>\n",
       "      <td>155.388597</td>\n",
       "      <td>163.399994</td>\n",
       "      <td>-608.866168</td>\n",
       "      <td>-0.051557</td>\n",
       "      <td>2019-02-27</td>\n",
       "      <td>2019-04-17</td>\n",
       "      <td>49 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>68</td>\n",
       "      <td>835</td>\n",
       "      <td>909</td>\n",
       "      <td>163.726794</td>\n",
       "      <td>231.100006</td>\n",
       "      <td>4581.378431</td>\n",
       "      <td>0.411498</td>\n",
       "      <td>2019-04-17</td>\n",
       "      <td>2019-08-02</td>\n",
       "      <td>107 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20</th>\n",
       "      <td>-68</td>\n",
       "      <td>909</td>\n",
       "      <td>941</td>\n",
       "      <td>230.637806</td>\n",
       "      <td>234.529999</td>\n",
       "      <td>-264.669103</td>\n",
       "      <td>-0.016876</td>\n",
       "      <td>2019-08-02</td>\n",
       "      <td>2019-09-17</td>\n",
       "      <td>46 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>21</th>\n",
       "      <td>66</td>\n",
       "      <td>941</td>\n",
       "      <td>955</td>\n",
       "      <td>234.999059</td>\n",
       "      <td>221.899994</td>\n",
       "      <td>-864.538282</td>\n",
       "      <td>-0.055741</td>\n",
       "      <td>2019-09-17</td>\n",
       "      <td>2019-10-07</td>\n",
       "      <td>20 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>22</th>\n",
       "      <td>-66</td>\n",
       "      <td>955</td>\n",
       "      <td>971</td>\n",
       "      <td>221.456194</td>\n",
       "      <td>244.029999</td>\n",
       "      <td>-1489.871121</td>\n",
       "      <td>-0.101933</td>\n",
       "      <td>2019-10-07</td>\n",
       "      <td>2019-10-29</td>\n",
       "      <td>22 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>23</th>\n",
       "      <td>53</td>\n",
       "      <td>971</td>\n",
       "      <td>1029</td>\n",
       "      <td>244.518059</td>\n",
       "      <td>240.119995</td>\n",
       "      <td>-233.097374</td>\n",
       "      <td>-0.017987</td>\n",
       "      <td>2019-10-29</td>\n",
       "      <td>2020-01-24</td>\n",
       "      <td>87 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>24</th>\n",
       "      <td>-54</td>\n",
       "      <td>1029</td>\n",
       "      <td>1105</td>\n",
       "      <td>239.639755</td>\n",
       "      <td>185.610001</td>\n",
       "      <td>2917.606744</td>\n",
       "      <td>0.225462</td>\n",
       "      <td>2020-01-24</td>\n",
       "      <td>2020-05-15</td>\n",
       "      <td>112 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25</th>\n",
       "      <td>85</td>\n",
       "      <td>1105</td>\n",
       "      <td>1149</td>\n",
       "      <td>185.981221</td>\n",
       "      <td>187.270004</td>\n",
       "      <td>109.546611</td>\n",
       "      <td>0.006930</td>\n",
       "      <td>2020-05-15</td>\n",
       "      <td>2020-07-21</td>\n",
       "      <td>67 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>26</th>\n",
       "      <td>-85</td>\n",
       "      <td>1149</td>\n",
       "      <td>1237</td>\n",
       "      <td>186.895464</td>\n",
       "      <td>183.619995</td>\n",
       "      <td>278.414877</td>\n",
       "      <td>0.017526</td>\n",
       "      <td>2020-07-21</td>\n",
       "      <td>2020-11-23</td>\n",
       "      <td>125 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>27</th>\n",
       "      <td>88</td>\n",
       "      <td>1237</td>\n",
       "      <td>1252</td>\n",
       "      <td>183.987235</td>\n",
       "      <td>203.500000</td>\n",
       "      <td>1717.123311</td>\n",
       "      <td>0.106055</td>\n",
       "      <td>2020-11-23</td>\n",
       "      <td>2020-12-14</td>\n",
       "      <td>21 days</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    Size  EntryBar  ExitBar  EntryPrice   ExitPrice          PnL  ReturnPct  \\\n",
       "0    -68       110      223  145.608194  138.000000   517.357186   0.052251   \n",
       "1     76       223      283  138.276000  149.800003   875.824232   0.083341   \n",
       "2    -76       283      349  149.500403  131.410004  1374.870353   0.121006   \n",
       "3     96       349      360  131.672824  122.400002  -890.190926  -0.070423   \n",
       "4    -97       360      399  122.155202  118.529999   351.644666   0.029677   \n",
       "5    102       399      406  118.767059  118.000000   -78.239995  -0.006459   \n",
       "6   -103       406      441  117.764000  121.889999  -424.977937  -0.035036   \n",
       "7     96       441      563  122.133779  140.300003  1743.957472   0.148740   \n",
       "8    -96       563      583  140.019403  142.449997  -233.337015  -0.017359   \n",
       "9     92       583      624  142.734897  138.050003  -431.010238  -0.032822   \n",
       "10   -92       624      646  137.773903  138.889999  -102.680864  -0.008101   \n",
       "11    91       646      650  139.167779  138.779999   -35.288035  -0.002786   \n",
       "12   -91       650      667  138.502439  141.500000  -272.778071  -0.021643   \n",
       "13    87       667      726  141.783000  158.000000  1410.879000   0.114379   \n",
       "14   -87       726      750  157.684000  158.000000   -27.492000  -0.002004   \n",
       "15    87       750      759  158.316000  148.360001  -866.171947  -0.062887   \n",
       "16   -87       759      773  148.063281  158.160004  -878.414906  -0.068192   \n",
       "17    75       773      801  158.476324  155.699997  -208.224504  -0.017519   \n",
       "18   -76       801      835  155.388597  163.399994  -608.866168  -0.051557   \n",
       "19    68       835      909  163.726794  231.100006  4581.378431   0.411498   \n",
       "20   -68       909      941  230.637806  234.529999  -264.669103  -0.016876   \n",
       "21    66       941      955  234.999059  221.899994  -864.538282  -0.055741   \n",
       "22   -66       955      971  221.456194  244.029999 -1489.871121  -0.101933   \n",
       "23    53       971     1029  244.518059  240.119995  -233.097374  -0.017987   \n",
       "24   -54      1029     1105  239.639755  185.610001  2917.606744   0.225462   \n",
       "25    85      1105     1149  185.981221  187.270004   109.546611   0.006930   \n",
       "26   -85      1149     1237  186.895464  183.619995   278.414877   0.017526   \n",
       "27    88      1237     1252  183.987235  203.500000  1717.123311   0.106055   \n",
       "\n",
       "    EntryTime   ExitTime Duration  \n",
       "0  2016-06-01 2016-11-09 161 days  \n",
       "1  2016-11-09 2017-02-02  85 days  \n",
       "2  2017-02-02 2017-05-12  99 days  \n",
       "3  2017-05-12 2017-05-29  17 days  \n",
       "4  2017-05-29 2017-07-24  56 days  \n",
       "5  2017-07-24 2017-08-02   9 days  \n",
       "6  2017-08-02 2017-09-20  49 days  \n",
       "7  2017-09-20 2018-03-20 181 days  \n",
       "8  2018-03-20 2018-04-17  28 days  \n",
       "9  2018-04-17 2018-06-18  62 days  \n",
       "10 2018-06-18 2018-07-18  30 days  \n",
       "11 2018-07-18 2018-07-24   6 days  \n",
       "12 2018-07-24 2018-08-16  23 days  \n",
       "13 2018-08-16 2018-11-08  84 days  \n",
       "14 2018-11-08 2018-12-12  34 days  \n",
       "15 2018-12-12 2018-12-25  13 days  \n",
       "16 2018-12-25 2019-01-18  24 days  \n",
       "17 2019-01-18 2019-02-27  40 days  \n",
       "18 2019-02-27 2019-04-17  49 days  \n",
       "19 2019-04-17 2019-08-02 107 days  \n",
       "20 2019-08-02 2019-09-17  46 days  \n",
       "21 2019-09-17 2019-10-07  20 days  \n",
       "22 2019-10-07 2019-10-29  22 days  \n",
       "23 2019-10-29 2020-01-24  87 days  \n",
       "24 2020-01-24 2020-05-15 112 days  \n",
       "25 2020-05-15 2020-07-21  67 days  \n",
       "26 2020-07-21 2020-11-23 125 days  \n",
       "27 2020-11-23 2020-12-14  21 days  "
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stats[\"_trades\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Wrong cause doesn't check for available equity\n",
    "\n",
    "- The below approach places orders out of thin air"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "class SmaCross(Strategy):\n",
    "    # Define the two MA lags as *class variables*\n",
    "    # for later optimization\n",
    "    up_fast = 10\n",
    "    up_slow = 20\n",
    "    down_fast = 10\n",
    "    down_slow = 20\n",
    "    \n",
    "    def init(self):\n",
    "        \n",
    "        price = self.data.Close # to be fed to indicator\n",
    "        self.up_fast = self.I(SMA, price, self.up_fast) # callable, callable args\n",
    "        self.up_slow = self.I(SMA, price, self.up_slow)\n",
    "        self.down_fast = self.I(SMA, price, self.down_fast)\n",
    "        self.down_slow = self.I(SMA, price, self.down_slow)\n",
    "        \n",
    "    def next(self):\n",
    "        \n",
    "        if crossover(self.up_fast, self.up_slow):\n",
    "            self.position.close() # close short if any\n",
    "            self.buy() # buy\n",
    "            \n",
    "        if crossover(self.up_slow, self.up_fast):\n",
    "            self.position.close() # close long if any\n",
    "            self.sell() # short\n",
    "            \n",
    "        if crossover(self.down_slow, self.down_fast):\n",
    "            self.sell()\n",
    "            \n",
    "        if crossover(self.down_fast, self.down_slow):\n",
    "            self.position.close()\n",
    "            self.buy()\n",
    "\n",
    "bt = Backtest(GAZP, SmaCross, cash=10000,commission=.002, ) # exclusive_orders=True -- cancels previos position \n",
    "stats = bt.run()\n",
    "\n",
    "# stats = bt.optimize(up_fast=range(5, 30, 5),\n",
    "#                     up_slow=range(10, 70, 5),\n",
    "#                     down_fast=range(5, 30, 5),\n",
    "#                     down_slow=range(10, 70, 5),\n",
    "#                     maximize='Equity Final [$]',\n",
    "#                     constraint=lambda param: param.up_fast < param.up_slow and param.down_fast < param.down_slow)\n",
    "# stats"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 58,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Size</th>\n",
       "      <th>EntryBar</th>\n",
       "      <th>ExitBar</th>\n",
       "      <th>EntryPrice</th>\n",
       "      <th>ExitPrice</th>\n",
       "      <th>PnL</th>\n",
       "      <th>ReturnPct</th>\n",
       "      <th>EntryTime</th>\n",
       "      <th>ExitTime</th>\n",
       "      <th>Duration</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>-1</td>\n",
       "      <td>116</td>\n",
       "      <td>200</td>\n",
       "      <td>146.706000</td>\n",
       "      <td>134.880005</td>\n",
       "      <td>11.825995</td>\n",
       "      <td>0.080610</td>\n",
       "      <td>2016-06-09</td>\n",
       "      <td>2016-10-06</td>\n",
       "      <td>119 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>-68</td>\n",
       "      <td>114</td>\n",
       "      <td>200</td>\n",
       "      <td>146.137133</td>\n",
       "      <td>134.880005</td>\n",
       "      <td>765.484691</td>\n",
       "      <td>0.077031</td>\n",
       "      <td>2016-06-07</td>\n",
       "      <td>2016-10-06</td>\n",
       "      <td>121 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>79</td>\n",
       "      <td>200</td>\n",
       "      <td>221</td>\n",
       "      <td>135.149765</td>\n",
       "      <td>140.500000</td>\n",
       "      <td>422.668573</td>\n",
       "      <td>0.039587</td>\n",
       "      <td>2016-10-06</td>\n",
       "      <td>2016-11-07</td>\n",
       "      <td>32 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>79</td>\n",
       "      <td>221</td>\n",
       "      <td>224</td>\n",
       "      <td>140.781000</td>\n",
       "      <td>146.449997</td>\n",
       "      <td>447.850759</td>\n",
       "      <td>0.040268</td>\n",
       "      <td>2016-11-07</td>\n",
       "      <td>2016-11-10</td>\n",
       "      <td>3 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>79</td>\n",
       "      <td>224</td>\n",
       "      <td>287</td>\n",
       "      <td>146.742897</td>\n",
       "      <td>148.119995</td>\n",
       "      <td>108.790756</td>\n",
       "      <td>0.009384</td>\n",
       "      <td>2016-11-10</td>\n",
       "      <td>2017-02-08</td>\n",
       "      <td>90 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>-79</td>\n",
       "      <td>287</td>\n",
       "      <td>355</td>\n",
       "      <td>147.823755</td>\n",
       "      <td>124.470001</td>\n",
       "      <td>1844.946559</td>\n",
       "      <td>0.157984</td>\n",
       "      <td>2017-02-08</td>\n",
       "      <td>2017-05-22</td>\n",
       "      <td>103 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>109</td>\n",
       "      <td>355</td>\n",
       "      <td>356</td>\n",
       "      <td>124.718941</td>\n",
       "      <td>122.599998</td>\n",
       "      <td>-230.964760</td>\n",
       "      <td>-0.016990</td>\n",
       "      <td>2017-05-22</td>\n",
       "      <td>2017-05-23</td>\n",
       "      <td>1 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>108</td>\n",
       "      <td>356</td>\n",
       "      <td>362</td>\n",
       "      <td>122.845198</td>\n",
       "      <td>122.209999</td>\n",
       "      <td>-68.601534</td>\n",
       "      <td>-0.005171</td>\n",
       "      <td>2017-05-23</td>\n",
       "      <td>2017-05-31</td>\n",
       "      <td>8 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>-5</td>\n",
       "      <td>367</td>\n",
       "      <td>401</td>\n",
       "      <td>119.101316</td>\n",
       "      <td>118.349998</td>\n",
       "      <td>3.756589</td>\n",
       "      <td>0.006308</td>\n",
       "      <td>2017-06-07</td>\n",
       "      <td>2017-07-26</td>\n",
       "      <td>49 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>-109</td>\n",
       "      <td>362</td>\n",
       "      <td>401</td>\n",
       "      <td>121.965579</td>\n",
       "      <td>118.349998</td>\n",
       "      <td>394.098287</td>\n",
       "      <td>0.029644</td>\n",
       "      <td>2017-05-31</td>\n",
       "      <td>2017-07-26</td>\n",
       "      <td>56 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>115</td>\n",
       "      <td>401</td>\n",
       "      <td>443</td>\n",
       "      <td>118.586698</td>\n",
       "      <td>122.339996</td>\n",
       "      <td>431.629255</td>\n",
       "      <td>0.031650</td>\n",
       "      <td>2017-07-26</td>\n",
       "      <td>2017-09-22</td>\n",
       "      <td>58 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>115</td>\n",
       "      <td>443</td>\n",
       "      <td>444</td>\n",
       "      <td>122.584676</td>\n",
       "      <td>121.970001</td>\n",
       "      <td>-70.687638</td>\n",
       "      <td>-0.005014</td>\n",
       "      <td>2017-09-22</td>\n",
       "      <td>2017-09-25</td>\n",
       "      <td>3 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>115</td>\n",
       "      <td>444</td>\n",
       "      <td>570</td>\n",
       "      <td>122.213941</td>\n",
       "      <td>140.699997</td>\n",
       "      <td>2125.896408</td>\n",
       "      <td>0.151260</td>\n",
       "      <td>2017-09-25</td>\n",
       "      <td>2018-03-29</td>\n",
       "      <td>185 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>-115</td>\n",
       "      <td>570</td>\n",
       "      <td>582</td>\n",
       "      <td>140.418597</td>\n",
       "      <td>141.029999</td>\n",
       "      <td>-70.311210</td>\n",
       "      <td>-0.004354</td>\n",
       "      <td>2018-03-29</td>\n",
       "      <td>2018-04-16</td>\n",
       "      <td>18 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>114</td>\n",
       "      <td>582</td>\n",
       "      <td>589</td>\n",
       "      <td>141.312059</td>\n",
       "      <td>143.500000</td>\n",
       "      <td>249.425299</td>\n",
       "      <td>0.015483</td>\n",
       "      <td>2018-04-16</td>\n",
       "      <td>2018-04-25</td>\n",
       "      <td>9 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>113</td>\n",
       "      <td>589</td>\n",
       "      <td>626</td>\n",
       "      <td>143.787000</td>\n",
       "      <td>136.500000</td>\n",
       "      <td>-823.431000</td>\n",
       "      <td>-0.050679</td>\n",
       "      <td>2018-04-25</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>56 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>-3</td>\n",
       "      <td>627</td>\n",
       "      <td>657</td>\n",
       "      <td>136.236975</td>\n",
       "      <td>141.750000</td>\n",
       "      <td>-16.539076</td>\n",
       "      <td>-0.040466</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-08-02</td>\n",
       "      <td>42 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>-114</td>\n",
       "      <td>626</td>\n",
       "      <td>657</td>\n",
       "      <td>136.227000</td>\n",
       "      <td>141.750000</td>\n",
       "      <td>-629.622000</td>\n",
       "      <td>-0.040543</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>2018-08-02</td>\n",
       "      <td>43 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>104</td>\n",
       "      <td>657</td>\n",
       "      <td>673</td>\n",
       "      <td>142.033500</td>\n",
       "      <td>141.500000</td>\n",
       "      <td>-55.484000</td>\n",
       "      <td>-0.003756</td>\n",
       "      <td>2018-08-02</td>\n",
       "      <td>2018-08-24</td>\n",
       "      <td>22 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>104</td>\n",
       "      <td>673</td>\n",
       "      <td>732</td>\n",
       "      <td>141.783000</td>\n",
       "      <td>154.479996</td>\n",
       "      <td>1320.487556</td>\n",
       "      <td>0.089552</td>\n",
       "      <td>2018-08-24</td>\n",
       "      <td>2018-11-16</td>\n",
       "      <td>84 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20</th>\n",
       "      <td>-104</td>\n",
       "      <td>732</td>\n",
       "      <td>756</td>\n",
       "      <td>154.171036</td>\n",
       "      <td>150.220001</td>\n",
       "      <td>410.907590</td>\n",
       "      <td>0.025628</td>\n",
       "      <td>2018-11-16</td>\n",
       "      <td>2018-12-20</td>\n",
       "      <td>34 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>21</th>\n",
       "      <td>110</td>\n",
       "      <td>756</td>\n",
       "      <td>777</td>\n",
       "      <td>150.520441</td>\n",
       "      <td>159.779999</td>\n",
       "      <td>1018.551331</td>\n",
       "      <td>0.061517</td>\n",
       "      <td>2018-12-20</td>\n",
       "      <td>2019-01-24</td>\n",
       "      <td>35 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>22</th>\n",
       "      <td>109</td>\n",
       "      <td>777</td>\n",
       "      <td>782</td>\n",
       "      <td>160.099559</td>\n",
       "      <td>166.000000</td>\n",
       "      <td>643.148093</td>\n",
       "      <td>0.036855</td>\n",
       "      <td>2019-01-24</td>\n",
       "      <td>2019-01-31</td>\n",
       "      <td>7 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>23</th>\n",
       "      <td>109</td>\n",
       "      <td>782</td>\n",
       "      <td>804</td>\n",
       "      <td>166.332000</td>\n",
       "      <td>156.750000</td>\n",
       "      <td>-1044.438000</td>\n",
       "      <td>-0.057608</td>\n",
       "      <td>2019-01-31</td>\n",
       "      <td>2019-03-04</td>\n",
       "      <td>32 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>24</th>\n",
       "      <td>-7</td>\n",
       "      <td>808</td>\n",
       "      <td>837</td>\n",
       "      <td>151.596194</td>\n",
       "      <td>161.949997</td>\n",
       "      <td>-72.476621</td>\n",
       "      <td>-0.068299</td>\n",
       "      <td>2019-03-11</td>\n",
       "      <td>2019-04-19</td>\n",
       "      <td>39 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25</th>\n",
       "      <td>-109</td>\n",
       "      <td>804</td>\n",
       "      <td>837</td>\n",
       "      <td>156.436500</td>\n",
       "      <td>161.949997</td>\n",
       "      <td>-600.971167</td>\n",
       "      <td>-0.035244</td>\n",
       "      <td>2019-03-04</td>\n",
       "      <td>2019-04-19</td>\n",
       "      <td>46 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>26</th>\n",
       "      <td>101</td>\n",
       "      <td>837</td>\n",
       "      <td>839</td>\n",
       "      <td>162.273897</td>\n",
       "      <td>163.500000</td>\n",
       "      <td>123.836409</td>\n",
       "      <td>0.007556</td>\n",
       "      <td>2019-04-19</td>\n",
       "      <td>2019-04-23</td>\n",
       "      <td>4 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>27</th>\n",
       "      <td>101</td>\n",
       "      <td>839</td>\n",
       "      <td>917</td>\n",
       "      <td>163.827000</td>\n",
       "      <td>231.100006</td>\n",
       "      <td>6794.573616</td>\n",
       "      <td>0.410634</td>\n",
       "      <td>2019-04-23</td>\n",
       "      <td>2019-08-14</td>\n",
       "      <td>113 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>28</th>\n",
       "      <td>-101</td>\n",
       "      <td>917</td>\n",
       "      <td>924</td>\n",
       "      <td>230.637806</td>\n",
       "      <td>232.699997</td>\n",
       "      <td>-208.281277</td>\n",
       "      <td>-0.008941</td>\n",
       "      <td>2019-08-14</td>\n",
       "      <td>2019-08-23</td>\n",
       "      <td>9 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29</th>\n",
       "      <td>99</td>\n",
       "      <td>924</td>\n",
       "      <td>925</td>\n",
       "      <td>233.165397</td>\n",
       "      <td>228.880005</td>\n",
       "      <td>-424.253814</td>\n",
       "      <td>-0.018379</td>\n",
       "      <td>2019-08-23</td>\n",
       "      <td>2019-08-26</td>\n",
       "      <td>3 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>30</th>\n",
       "      <td>-99</td>\n",
       "      <td>925</td>\n",
       "      <td>941</td>\n",
       "      <td>228.422245</td>\n",
       "      <td>234.529999</td>\n",
       "      <td>-604.667637</td>\n",
       "      <td>-0.026739</td>\n",
       "      <td>2019-08-26</td>\n",
       "      <td>2019-09-17</td>\n",
       "      <td>22 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>31</th>\n",
       "      <td>94</td>\n",
       "      <td>941</td>\n",
       "      <td>972</td>\n",
       "      <td>234.999059</td>\n",
       "      <td>252.899994</td>\n",
       "      <td>1682.687901</td>\n",
       "      <td>0.076174</td>\n",
       "      <td>2019-09-17</td>\n",
       "      <td>2019-10-30</td>\n",
       "      <td>43 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>32</th>\n",
       "      <td>94</td>\n",
       "      <td>972</td>\n",
       "      <td>974</td>\n",
       "      <td>253.405794</td>\n",
       "      <td>260.100006</td>\n",
       "      <td>629.255949</td>\n",
       "      <td>0.026417</td>\n",
       "      <td>2019-10-30</td>\n",
       "      <td>2019-11-01</td>\n",
       "      <td>2 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>33</th>\n",
       "      <td>94</td>\n",
       "      <td>974</td>\n",
       "      <td>1027</td>\n",
       "      <td>260.620206</td>\n",
       "      <td>252.809998</td>\n",
       "      <td>-734.159604</td>\n",
       "      <td>-0.029968</td>\n",
       "      <td>2019-11-01</td>\n",
       "      <td>2020-01-22</td>\n",
       "      <td>82 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>34</th>\n",
       "      <td>93</td>\n",
       "      <td>1027</td>\n",
       "      <td>1031</td>\n",
       "      <td>253.315618</td>\n",
       "      <td>232.600006</td>\n",
       "      <td>-1926.551865</td>\n",
       "      <td>-0.081778</td>\n",
       "      <td>2020-01-22</td>\n",
       "      <td>2020-01-28</td>\n",
       "      <td>6 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>35</th>\n",
       "      <td>-94</td>\n",
       "      <td>1031</td>\n",
       "      <td>1099</td>\n",
       "      <td>232.134806</td>\n",
       "      <td>190.529999</td>\n",
       "      <td>3910.851887</td>\n",
       "      <td>0.179227</td>\n",
       "      <td>2020-01-28</td>\n",
       "      <td>2020-05-06</td>\n",
       "      <td>99 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>36</th>\n",
       "      <td>134</td>\n",
       "      <td>1099</td>\n",
       "      <td>1112</td>\n",
       "      <td>190.911059</td>\n",
       "      <td>198.949997</td>\n",
       "      <td>1077.217715</td>\n",
       "      <td>0.042108</td>\n",
       "      <td>2020-05-06</td>\n",
       "      <td>2020-05-26</td>\n",
       "      <td>20 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>37</th>\n",
       "      <td>134</td>\n",
       "      <td>1112</td>\n",
       "      <td>1152</td>\n",
       "      <td>199.347897</td>\n",
       "      <td>184.860001</td>\n",
       "      <td>-1941.378108</td>\n",
       "      <td>-0.072676</td>\n",
       "      <td>2020-05-26</td>\n",
       "      <td>2020-07-24</td>\n",
       "      <td>59 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>38</th>\n",
       "      <td>-134</td>\n",
       "      <td>1152</td>\n",
       "      <td>1241</td>\n",
       "      <td>184.490281</td>\n",
       "      <td>185.039993</td>\n",
       "      <td>-73.661499</td>\n",
       "      <td>-0.002980</td>\n",
       "      <td>2020-07-24</td>\n",
       "      <td>2020-11-27</td>\n",
       "      <td>126 days</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>39</th>\n",
       "      <td>133</td>\n",
       "      <td>1241</td>\n",
       "      <td>1252</td>\n",
       "      <td>185.410073</td>\n",
       "      <td>203.500000</td>\n",
       "      <td>2405.960255</td>\n",
       "      <td>0.097567</td>\n",
       "      <td>2020-11-27</td>\n",
       "      <td>2020-12-14</td>\n",
       "      <td>17 days</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    Size  EntryBar  ExitBar  EntryPrice   ExitPrice          PnL  ReturnPct  \\\n",
       "0     -1       116      200  146.706000  134.880005    11.825995   0.080610   \n",
       "1    -68       114      200  146.137133  134.880005   765.484691   0.077031   \n",
       "2     79       200      221  135.149765  140.500000   422.668573   0.039587   \n",
       "3     79       221      224  140.781000  146.449997   447.850759   0.040268   \n",
       "4     79       224      287  146.742897  148.119995   108.790756   0.009384   \n",
       "5    -79       287      355  147.823755  124.470001  1844.946559   0.157984   \n",
       "6    109       355      356  124.718941  122.599998  -230.964760  -0.016990   \n",
       "7    108       356      362  122.845198  122.209999   -68.601534  -0.005171   \n",
       "8     -5       367      401  119.101316  118.349998     3.756589   0.006308   \n",
       "9   -109       362      401  121.965579  118.349998   394.098287   0.029644   \n",
       "10   115       401      443  118.586698  122.339996   431.629255   0.031650   \n",
       "11   115       443      444  122.584676  121.970001   -70.687638  -0.005014   \n",
       "12   115       444      570  122.213941  140.699997  2125.896408   0.151260   \n",
       "13  -115       570      582  140.418597  141.029999   -70.311210  -0.004354   \n",
       "14   114       582      589  141.312059  143.500000   249.425299   0.015483   \n",
       "15   113       589      626  143.787000  136.500000  -823.431000  -0.050679   \n",
       "16    -3       627      657  136.236975  141.750000   -16.539076  -0.040466   \n",
       "17  -114       626      657  136.227000  141.750000  -629.622000  -0.040543   \n",
       "18   104       657      673  142.033500  141.500000   -55.484000  -0.003756   \n",
       "19   104       673      732  141.783000  154.479996  1320.487556   0.089552   \n",
       "20  -104       732      756  154.171036  150.220001   410.907590   0.025628   \n",
       "21   110       756      777  150.520441  159.779999  1018.551331   0.061517   \n",
       "22   109       777      782  160.099559  166.000000   643.148093   0.036855   \n",
       "23   109       782      804  166.332000  156.750000 -1044.438000  -0.057608   \n",
       "24    -7       808      837  151.596194  161.949997   -72.476621  -0.068299   \n",
       "25  -109       804      837  156.436500  161.949997  -600.971167  -0.035244   \n",
       "26   101       837      839  162.273897  163.500000   123.836409   0.007556   \n",
       "27   101       839      917  163.827000  231.100006  6794.573616   0.410634   \n",
       "28  -101       917      924  230.637806  232.699997  -208.281277  -0.008941   \n",
       "29    99       924      925  233.165397  228.880005  -424.253814  -0.018379   \n",
       "30   -99       925      941  228.422245  234.529999  -604.667637  -0.026739   \n",
       "31    94       941      972  234.999059  252.899994  1682.687901   0.076174   \n",
       "32    94       972      974  253.405794  260.100006   629.255949   0.026417   \n",
       "33    94       974     1027  260.620206  252.809998  -734.159604  -0.029968   \n",
       "34    93      1027     1031  253.315618  232.600006 -1926.551865  -0.081778   \n",
       "35   -94      1031     1099  232.134806  190.529999  3910.851887   0.179227   \n",
       "36   134      1099     1112  190.911059  198.949997  1077.217715   0.042108   \n",
       "37   134      1112     1152  199.347897  184.860001 -1941.378108  -0.072676   \n",
       "38  -134      1152     1241  184.490281  185.039993   -73.661499  -0.002980   \n",
       "39   133      1241     1252  185.410073  203.500000  2405.960255   0.097567   \n",
       "\n",
       "    EntryTime   ExitTime Duration  \n",
       "0  2016-06-09 2016-10-06 119 days  \n",
       "1  2016-06-07 2016-10-06 121 days  \n",
       "2  2016-10-06 2016-11-07  32 days  \n",
       "3  2016-11-07 2016-11-10   3 days  \n",
       "4  2016-11-10 2017-02-08  90 days  \n",
       "5  2017-02-08 2017-05-22 103 days  \n",
       "6  2017-05-22 2017-05-23   1 days  \n",
       "7  2017-05-23 2017-05-31   8 days  \n",
       "8  2017-06-07 2017-07-26  49 days  \n",
       "9  2017-05-31 2017-07-26  56 days  \n",
       "10 2017-07-26 2017-09-22  58 days  \n",
       "11 2017-09-22 2017-09-25   3 days  \n",
       "12 2017-09-25 2018-03-29 185 days  \n",
       "13 2018-03-29 2018-04-16  18 days  \n",
       "14 2018-04-16 2018-04-25   9 days  \n",
       "15 2018-04-25 2018-06-20  56 days  \n",
       "16 2018-06-21 2018-08-02  42 days  \n",
       "17 2018-06-20 2018-08-02  43 days  \n",
       "18 2018-08-02 2018-08-24  22 days  \n",
       "19 2018-08-24 2018-11-16  84 days  \n",
       "20 2018-11-16 2018-12-20  34 days  \n",
       "21 2018-12-20 2019-01-24  35 days  \n",
       "22 2019-01-24 2019-01-31   7 days  \n",
       "23 2019-01-31 2019-03-04  32 days  \n",
       "24 2019-03-11 2019-04-19  39 days  \n",
       "25 2019-03-04 2019-04-19  46 days  \n",
       "26 2019-04-19 2019-04-23   4 days  \n",
       "27 2019-04-23 2019-08-14 113 days  \n",
       "28 2019-08-14 2019-08-23   9 days  \n",
       "29 2019-08-23 2019-08-26   3 days  \n",
       "30 2019-08-26 2019-09-17  22 days  \n",
       "31 2019-09-17 2019-10-30  43 days  \n",
       "32 2019-10-30 2019-11-01   2 days  \n",
       "33 2019-11-01 2020-01-22  82 days  \n",
       "34 2020-01-22 2020-01-28   6 days  \n",
       "35 2020-01-28 2020-05-06  99 days  \n",
       "36 2020-05-06 2020-05-26  20 days  \n",
       "37 2020-05-26 2020-07-24  59 days  \n",
       "38 2020-07-24 2020-11-27 126 days  \n",
       "39 2020-11-27 2020-12-14  17 days  "
      ]
     },
     "execution_count": 58,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stats[\"_trades\"]"
   ]
  }
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