2023 Trades
- 43 minsEquity Curve (Live Trading)
Jul 10 (Mon) - Jul 16 (Sun)
| metrics | |
|---|---|
| start_date | 2023-07-11 |
| end_date | 2023-07-15 |
| num_calendar_days | 4 |
| num_trade_days | 5 |
| num_trades | 5 |
| win_ratio | 0.00% |
| pnl_per_trade | -1756.00 |
| max_pnl_trade | -1300.00 |
| min_pnl_trade | -2670.00 |
| pct_pnl_per_trade | -0.44% |
| max_pct_pnl_trade | -0.31% |
| min_pct_pnl_trade | -0.49% |
| avg_holding_period | 154.55 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-07-10 17:16:28 | 0.97531 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 18555.0, 'offset': 'OPEN'}] |
| 2023-07-10 21:49:44 | 0.97355 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 18612.0, 'offset': 'CLOSE'}] |
| 2023-07-11 10:46:46 | 0.97355 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6322.0, 'offset': 'OPEN'}] |
| 2023-07-11 10:59:47 | 0.97195 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6353.0, 'offset': 'CLOSE'}] |
| 2023-07-11 17:46:05 | 0.97195 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6321.0, 'offset': 'OPEN'}] |
| 2023-07-11 21:35:19 | 0.97055 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6347.0, 'offset': 'CLOSE'}] |
| 2023-07-11 22:31:22 | 0.97043 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 18634.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6292.0, 'offset': 'OPEN'}] |
| 2023-07-12 00:34:29 | 0.96660 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6323.0, 'offset': 'CLOSE'}] |
| 2023-07-12 00:45:30 | 0.96613 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 18723.0, 'offset': 'CLOSE'}] |
Jul 3 (Mon) - Jul 9(Sun)
| metrics | |
|---|---|
| start_date | 2023-07-04 |
| end_date | 2023-07-08 |
| num_calendar_days | 4 |
| num_trade_days | 5 |
| num_trades | 7 |
| win_ratio | 42.86% |
| pnl_per_trade | 824.29 |
| max_pnl_trade | 3390.00 |
| min_pnl_trade | -800.00 |
| pct_pnl_per_trade | 0.18% |
| max_pct_pnl_trade | 0.94% |
| min_pct_pnl_trade | -0.24% |
| avg_holding_period | 493.67 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-07-05 10:31:34 | 0.96991 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19093.0, 'offset': 'OPEN'}] |
| 2023-07-05 10:46:35 | 0.96903 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6462.0, 'offset': 'OPEN'}] |
| 2023-07-06 09:34:40 | 0.97802 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6401.0, 'offset': 'CLOSE'}] |
| 2023-07-06 09:37:41 | 0.97640 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 18980.0, 'offset': 'CLOSE'}] |
| 2023-07-06 13:16:50 | 0.97620 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 2, 'side': 'SHORT', 'close': 6274.0, 'offset': 'OPEN'}] |
| 2023-07-06 14:11:53 | 0.97560 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 2, 'side': 'LONG', 'close': 6282.0, 'offset': 'CLOSE'}] |
| 2023-07-06 15:01:56 | 0.97540 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 2, 'side': 'SHORT', 'close': 6275.0, 'offset': 'OPEN'}] |
| 2023-07-06 21:33:16 | 0.97700 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 2, 'side': 'LONG', 'close': 6260.0, 'offset': 'CLOSE'}] |
| 2023-07-07 10:31:18 | 0.97705 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6199.0, 'offset': 'OPEN'}] |
| 2023-07-07 11:05:20 | 0.97660 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6206.0, 'offset': 'CLOSE'}] |
| 2023-07-07 11:16:21 | 0.97638 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 18418.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6211.0, 'offset': 'OPEN'}] |
| 2023-07-07 13:06:23 | 0.97598 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 18427.0, 'offset': 'CLOSE'}] |
| 2023-07-07 13:07:24 | 0.97543 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6226.0, 'offset': 'CLOSE'}] |
Jun 26 (Mon) - Jul 2 (Sun)
| metrics | |
|---|---|
| start_date | 2023-06-27 |
| end_date | 2023-07-01 |
| num_calendar_days | 4 |
| num_trade_days | 5 |
| num_trades | 7 |
| win_ratio | 42.86% |
| pnl_per_trade | 1141.43 |
| max_pnl_trade | 5100.00 |
| min_pnl_trade | -1890.00 |
| pct_pnl_per_trade | 0.32% |
| max_pct_pnl_trade | 1.56% |
| min_pct_pnl_trade | -0.33% |
| avg_holding_period | 307.22 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-06-26 23:16:35 | 0.97556 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 18827.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6386.0, 'offset': 'OPEN'}] |
| 2023-06-26 23:17:30 | 0.97520 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 18827.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6386.0, 'offset': 'CLOSE'}] |
| 2023-06-28 13:46:27 | 1.00002 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19133.0, 'offset': 'OPEN'}] |
| 2023-06-28 15:01:31 | 0.99882 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6521.0, 'offset': 'OPEN'}] |
| 2023-06-28 22:32:55 | 1.00654 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6419.0, 'offset': 'CLOSE'}] |
| 2023-06-29 00:20:01 | 1.00288 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19022.0, 'offset': 'CLOSE'}] |
| 2023-06-29 11:31:24 | 1.00588 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 18830.0, 'offset': 'OPEN'}] |
| 2023-06-29 14:12:30 | 1.00245 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 18893.0, 'offset': 'CLOSE'}] |
| 2023-06-29 14:16:31 | 1.00762 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 18857.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6372.0, 'offset': 'OPEN'}] |
| 2023-06-29 21:43:49 | 1.01082 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6343.0, 'offset': 'CLOSE'}] |
| 2023-06-29 21:51:50 | 1.01080 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 18857.0, 'offset': 'CLOSE'}] |
Jun 19 (Mon) - Jun 25 (Sun)
| metrics | |
|---|---|
| start_date | 2023-06-20 |
| end_date | 2023-06-24 |
| num_calendar_days | 4 |
| num_trade_days | 4 |
| num_trades | 3 |
| win_ratio | 33.33% |
| pnl_per_trade | -4736.67 |
| max_pnl_trade | 240.00 |
| min_pnl_trade | -8700.00 |
| pct_pnl_per_trade | -1.04% |
| max_pct_pnl_trade | 0.04% |
| min_pct_pnl_trade | -1.70% |
| avg_holding_period | 1382.46 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-06-19 18:31:11 | 0.99002 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19938.0, 'offset': 'OPEN'}] |
| 2023-06-19 20:46:19 | 0.98912 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6776.0, 'offset': 'OPEN'}] |
| 2023-06-20 13:12:34 | 0.97551 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19648.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6661.0, 'offset': 'CLOSE'}] |
| 2023-06-21 23:17:19 | 0.97551 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19178.0, 'offset': 'OPEN'}] |
| 2023-06-23 09:17:04 | 0.97557 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19186.0, 'offset': 'CLOSE'}] |
Jun 12 (Mon) - Jun 18 (Sun)
| metrics | |
|---|---|
| start_date | 2023-06-14 |
| end_date | 2023-06-16 |
| num_calendar_days | 2 |
| num_trade_days | 3 |
| num_trades | 6 |
| win_ratio | 83.33% |
| pnl_per_trade | 1721.67 |
| max_pnl_trade | 5430.00 |
| min_pnl_trade | -300.00 |
| pct_pnl_per_trade | 0.34% |
| max_pct_pnl_trade | 0.92% |
| min_pct_pnl_trade | -0.09% |
| avg_holding_period | 351.81 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-06-13 13:31:22 | 0.97359 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19452.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6596.0, 'offset': 'OPEN'}] |
| 2023-06-13 16:02:31 | 0.97483 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6602.0, 'offset': 'CLOSE'}] |
| 2023-06-13 16:16:32 | 0.97493 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6607.0, 'offset': 'OPEN'}] |
| 2023-06-13 22:01:50 | 0.97865 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6635.0, 'offset': 'CLOSE'}] |
| 2023-06-13 22:07:50 | 0.97787 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19542.0, 'offset': 'CLOSE'}] |
| 2023-06-14 23:31:33 | 0.97350 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6670.0, 'offset': 'OPEN'}] |
| 2023-06-15 02:03:42 | 0.97320 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6664.0, 'offset': 'CLOSE'}] |
| 2023-06-15 15:16:50 | 0.97360 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19778.0, 'offset': 'OPEN'}] |
| 2023-06-15 18:16:58 | 0.97454 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6766.0, 'offset': 'OPEN'}] |
| 2023-06-15 22:21:13 | 0.97707 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6782.0, 'offset': 'CLOSE'}] |
| 2023-06-16 02:58:24 | 0.97974 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19959.0, 'offset': 'CLOSE'}] |
Jun 5 (Mon) - Jun 11 (Sun)
| metrics | |
|---|---|
| start_date | 2023-06-06 |
| end_date | 2023-06-10 |
| num_calendar_days | 4 |
| num_trade_days | 5 |
| num_trades | 4 |
| win_ratio | 0.00% |
| pnl_per_trade | -1037.50 |
| max_pnl_trade | -100.00 |
| min_pnl_trade | -1800.00 |
| pct_pnl_per_trade | -0.32% |
| max_pct_pnl_trade | -0.03% |
| min_pct_pnl_trade | -0.55% |
| avg_holding_period | 187.66 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-06-05 14:32:03 | 0.97733 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6410.0, 'offset': 'OPEN'}] |
| 2023-06-05 22:06:27 | 0.97633 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6432.0, 'offset': 'CLOSE'}] |
| 2023-06-07 13:01:16 | 0.97623 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6509.0, 'offset': 'OPEN'}] |
| 2023-06-07 13:13:17 | 0.97448 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6545.0, 'offset': 'CLOSE'}] |
| 2023-06-07 15:01:24 | 0.97443 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6515.0, 'offset': 'OPEN'}] |
| 2023-06-07 18:18:32 | 0.97333 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6538.0, 'offset': 'CLOSE'}] |
| 2023-06-09 22:46:06 | 0.97333 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6581.0, 'offset': 'OPEN'}] |
| 2023-06-10 00:13:11 | 0.97318 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6579.0, 'offset': 'CLOSE'}] |
May 29 (Mon) - Jun 4 (Sun)
| metrics | |
|---|---|
| start_date | 2023-05-29 |
| end_date | 2023-06-03 |
| num_calendar_days | 5 |
| num_trade_days | 5 |
| num_trades | 9 |
| win_ratio | 22.22% |
| pnl_per_trade | -250.00 |
| max_pnl_trade | 4890.00 |
| min_pnl_trade | -3080.00 |
| pct_pnl_per_trade | -0.01% |
| max_pct_pnl_trade | 0.97% |
| min_pct_pnl_trade | -0.43% |
| avg_holding_period | 78.62 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-05-29 13:01:13 | 0.98779 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 18691.0, 'offset': 'OPEN'}] |
| 2023-05-29 13:16:13 | 0.98725 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6306.0, 'offset': 'OPEN'}] |
| 2023-05-29 16:29:20 | 0.99594 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 18528.0, 'offset': 'CLOSE'}] |
| 2023-05-29 16:30:20 | 0.99574 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6245.0, 'offset': 'CLOSE'}] |
| 2023-05-30 13:46:16 | 0.98744 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 4, 'side': 'SHORT', 'close': 18415.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6205.0, 'offset': 'OPEN'}] |
| 2023-05-30 14:02:17 | 0.98571 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6224.0, 'offset': 'CLOSE'}] |
| 2023-05-30 14:07:17 | 0.98435 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 4, 'side': 'LONG', 'close': 18474.0, 'offset': 'CLOSE'}] |
| 2023-05-30 14:31:19 | 0.98427 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 4, 'side': 'SHORT', 'close': 18483.0, 'offset': 'OPEN'}] |
| 2023-05-30 15:37:23 | 0.98327 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 4, 'side': 'LONG', 'close': 18514.0, 'offset': 'CLOSE'}] |
| 2023-05-31 14:01:55 | 0.98315 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6078.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.MHImain', 'qty': 4, 'side': 'SHORT', 'close': 18031.0, 'offset': 'OPEN'}] |
| 2023-05-31 15:16:00 | 0.98040 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6097.0, 'offset': 'CLOSE'}] |
| 2023-05-31 15:27:00 | 0.97909 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 4, 'side': 'LONG', 'close': 18108.0, 'offset': 'CLOSE'}] |
| 2023-05-31 15:32:00 | 0.97914 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 18122.0, 'offset': 'OPEN'}] |
| 2023-05-31 16:09:03 | 0.97803 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 18159.0, 'offset': 'CLOSE'}] |
| 2023-05-31 16:17:03 | 0.97808 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6136.0, 'offset': 'OPEN'}] |
| 2023-05-31 16:23:04 | 0.97743 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6146.0, 'offset': 'CLOSE'}] |
May 22 (Mon) - May 28 (Sun)
| metrics | |
|---|---|
| start_date | 2023-05-23 |
| end_date | 2023-05-24 |
| num_calendar_days | 1 |
| num_trade_days | 2 |
| num_trades | 1 |
| win_ratio | 0.00% |
| pnl_per_trade | -500.00 |
| max_pnl_trade | -500.00 |
| min_pnl_trade | -500.00 |
| pct_pnl_per_trade | -0.15% |
| max_pct_pnl_trade | -0.15% |
| min_pct_pnl_trade | -0.15% |
| avg_holding_period | 48.05 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-05-23 11:01:15 | 0.98079 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19664.0, 'offset': 'OPEN'}] |
| 2023-05-23 21:16:45 | 0.98895 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6594.0, 'offset': 'OPEN'}] |
| 2023-05-23 22:04:48 | 0.98780 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6604.0, 'offset': 'CLOSE'}] |
May 15 (Mon) - May 21 (Sun)
| metrics | |
|---|---|
| start_date | 2023-05-16 |
| end_date | 2023-05-19 |
| num_calendar_days | 3 |
| num_trade_days | 4 |
| num_trades | 7 |
| win_ratio | 28.57% |
| pnl_per_trade | -754.29 |
| max_pnl_trade | 900.00 |
| min_pnl_trade | -1880.00 |
| pct_pnl_per_trade | -0.22% |
| max_pct_pnl_trade | 0.23% |
| min_pct_pnl_trade | -0.48% |
| avg_holding_period | 233.67 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-05-15 14:31:40 | 0.97700 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6807.0, 'offset': 'OPEN'}] |
| 2023-05-15 14:55:42 | 0.97575 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6781.0, 'offset': 'CLOSE'}] |
| 2023-05-15 17:46:49 | 0.97570 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6788.0, 'offset': 'OPEN'}] |
| 2023-05-15 21:39:03 | 0.97460 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6766.0, 'offset': 'CLOSE'}] |
| 2023-05-16 23:46:48 | 0.97460 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6798.0, 'offset': 'OPEN'}] |
| 2023-05-17 01:21:54 | 0.97350 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6777.0, 'offset': 'CLOSE'}] |
| 2023-05-17 23:16:52 | 0.97350 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6675.0, 'offset': 'OPEN'}] |
| 2023-05-18 09:46:38 | 0.97370 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6681.0, 'offset': 'CLOSE'}] |
| 2023-05-18 15:01:53 | 0.97370 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 2, 'side': 'LONG', 'close': 19608.0, 'offset': 'OPEN'}] |
| 2023-05-18 15:46:55 | 0.97436 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6709.0, 'offset': 'OPEN'}] |
| 2023-05-18 19:27:06 | 0.97466 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 2, 'side': 'SHORT', 'close': 19653.0, 'offset': 'CLOSE'}] |
| 2023-05-18 20:46:10 | 0.97531 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 2, 'side': 'LONG', 'close': 19691.0, 'offset': 'OPEN'}] |
| 2023-05-18 21:31:13 | 0.97149 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6686.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.MHImain', 'qty': 2, 'side': 'SHORT', 'close': 19597.0, 'offset': 'CLOSE'}] |
May 8 (Mon) - May 14 (Sun)
| metrics | |
|---|---|
| start_date | 2023-05-09 |
| end_date | 2023-05-12 |
| num_calendar_days | 3 |
| num_trade_days | 3 |
| num_trades | 7 |
| win_ratio | 42.86% |
| pnl_per_trade | -691.43 |
| max_pnl_trade | 1400.00 |
| min_pnl_trade | -2940.00 |
| pct_pnl_per_trade | -0.14% |
| max_pct_pnl_trade | 0.42% |
| min_pct_pnl_trade | -0.52% |
| avg_holding_period | 117.69 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-05-08 13:16:25 | 0.98078 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20170.0, 'offset': 'OPEN'}] |
| 2023-05-08 14:47:30 | 0.97895 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20235.0, 'offset': 'CLOSE'}] |
| 2023-05-08 20:16:47 | 0.97897 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20247.0, 'offset': 'OPEN'}] |
| 2023-05-09 02:59:11 | 0.97951 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20226.0, 'offset': 'CLOSE'}] |
| 2023-05-10 21:31:36 | 0.98095 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6687.0, 'offset': 'OPEN'}] |
| 2023-05-10 21:43:37 | 0.98215 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6715.0, 'offset': 'CLOSE'}] |
| 2023-05-10 22:31:39 | 0.98201 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19778.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6725.0, 'offset': 'OPEN'}] |
| 2023-05-10 22:54:41 | 0.97770 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6690.0, 'offset': 'CLOSE'}] |
| 2023-05-10 23:01:41 | 0.97890 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6707.0, 'offset': 'OPEN'}] |
| 2023-05-11 01:00:48 | 0.97663 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19680.0, 'offset': 'CLOSE'}] |
| 2023-05-11 01:02:48 | 0.97648 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6688.0, 'offset': 'CLOSE'}] |
| 2023-05-11 22:16:40 | 0.97651 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19655.0, 'offset': 'OPEN'}] |
| 2023-05-11 22:41:41 | 0.97710 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19679.0, 'offset': 'CLOSE'}] |
May 1 (Mon) - May 7 (Sun)
| metrics | |
|---|---|
| start_date | 2023-05-03 |
| end_date | 2023-05-06 |
| num_calendar_days | 3 |
| num_trade_days | 4 |
| num_trades | 7 |
| win_ratio | 57.14% |
| pnl_per_trade | 1715.71 |
| max_pnl_trade | 6120.00 |
| min_pnl_trade | -1350.00 |
| pct_pnl_per_trade | 0.39% |
| max_pct_pnl_trade | 1.77% |
| min_pct_pnl_trade | -0.23% |
| avg_holding_period | 169.45 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-05-02 13:31:08 | 0.96898 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19981.0, 'offset': 'OPEN'}] |
| 2023-05-02 14:31:11 | 0.97196 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6699.0, 'offset': 'OPEN'}] |
| 2023-05-02 15:02:13 | 0.97060 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6707.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19918.0, 'offset': 'CLOSE'}] |
| 2023-05-02 15:16:14 | 0.97065 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6723.0, 'offset': 'OPEN'}] |
| 2023-05-02 19:47:27 | 0.97290 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19845.0, 'offset': 'OPEN'}] |
| 2023-05-03 00:32:44 | 0.98317 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6604.0, 'offset': 'CLOSE'}] |
| 2023-05-03 01:09:46 | 0.98258 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19641.0, 'offset': 'CLOSE'}] |
| 2023-05-03 13:16:51 | 0.98247 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19550.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6568.0, 'offset': 'OPEN'}] |
| 2023-05-03 14:29:56 | 0.98091 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6581.0, 'offset': 'CLOSE'}] |
| 2023-05-03 14:33:56 | 0.98055 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19595.0, 'offset': 'CLOSE'}] |
| 2023-05-05 22:31:39 | 0.98055 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6805.0, 'offset': 'OPEN'}] |
| 2023-05-05 23:06:41 | 0.98090 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6796.0, 'offset': 'CLOSE'}] |
Apr 24 (Mon) - Apr 30 (Sun)
Apr 17 (Mon) - Apr 23 (Sun)
| metrics | |
|---|---|
| start_date | 2023-04-18 |
| end_date | 2023-04-22 |
| num_calendar_days | 4 |
| num_trade_days | 5 |
| num_trades | 12 |
| win_ratio | 16.67% |
| pnl_per_trade | -601.67 |
| max_pnl_trade | 3800.00 |
| min_pnl_trade | -2550.00 |
| pct_pnl_per_trade | -0.07% |
| max_pct_pnl_trade | 1.11% |
| min_pct_pnl_trade | -0.41% |
| avg_holding_period | 238.95 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-04-17 15:31:35 | 0.97671 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20819.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7070.0, 'offset': 'OPEN'}] |
| 2023-04-17 19:42:47 | 0.97306 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20737.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7043.0, 'offset': 'CLOSE'}] |
| 2023-04-18 10:01:35 | 0.97303 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20743.0, 'offset': 'OPEN'}] |
| 2023-04-18 10:17:36 | 0.97044 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20658.0, 'offset': 'CLOSE'}] |
| 2023-04-18 10:46:37 | 0.97045 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20649.0, 'offset': 'OPEN'}] |
| 2023-04-18 11:31:40 | 0.97020 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7010.0, 'offset': 'OPEN'}] |
| 2023-04-18 14:42:48 | 0.96783 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6988.0, 'offset': 'CLOSE'}] |
| 2023-04-18 15:12:50 | 0.96704 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20576.0, 'offset': 'CLOSE'}] |
| 2023-04-18 18:01:57 | 0.96704 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7036.0, 'offset': 'OPEN'}] |
| 2023-04-18 21:31:09 | 0.96752 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20742.0, 'offset': 'OPEN'}] |
| 2023-04-18 22:04:11 | 0.96419 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7017.0, 'offset': 'CLOSE'}] |
| 2023-04-18 22:16:12 | 0.96479 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7025.0, 'offset': 'OPEN'}] |
| 2023-04-18 22:21:12 | 0.96422 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7020.0, 'offset': 'CLOSE'}] |
| 2023-04-18 22:26:12 | 0.96357 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20672.0, 'offset': 'CLOSE'}] |
| 2023-04-19 10:46:37 | 0.96352 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6949.0, 'offset': 'OPEN'}] |
| 2023-04-19 22:34:13 | 0.96612 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6896.0, 'offset': 'CLOSE'}] |
| 2023-04-20 15:16:56 | 0.96612 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20406.0, 'offset': 'OPEN'}] |
| 2023-04-20 21:35:16 | 0.96543 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20425.0, 'offset': 'CLOSE'}] |
| 2023-04-21 10:01:59 | 0.96548 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6872.0, 'offset': 'OPEN'}] |
| 2023-04-21 10:06:59 | 0.96523 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6875.0, 'offset': 'CLOSE'}] |
| 2023-04-21 14:01:09 | 0.96523 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6823.0, 'offset': 'OPEN'}] |
| 2023-04-21 22:19:36 | 0.96898 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6747.0, 'offset': 'CLOSE'}] |
Apr 10 (Mon) - Apr 16 (Sun)
| metrics | |
|---|---|
| start_date | 2023-04-07 |
| end_date | 2023-04-15 |
| num_calendar_days | 8 |
| num_trade_days | 5 |
| num_trades | 7 |
| win_ratio | 71.43% |
| pnl_per_trade | 1430.00 |
| max_pnl_trade | 4080.00 |
| min_pnl_trade | -880.00 |
| pct_pnl_per_trade | 0.25% |
| max_pct_pnl_trade | 0.79% |
| min_pct_pnl_trade | -0.43% |
| avg_holding_period | 1233.14 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-04-06 23:31:42 | 0.96763 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20429.0, 'offset': 'OPEN'}] |
| 2023-04-11 09:31:51 | 0.97159 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20565.0, 'offset': 'CLOSE'}] |
| 2023-04-11 11:01:56 | 0.97160 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 1, 'side': 'LONG', 'close': 20548.0, 'offset': 'OPEN'}] |
| 2023-04-11 11:25:57 | 0.97070 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 1, 'side': 'SHORT', 'close': 20460.0, 'offset': 'CLOSE'}] |
| 2023-04-13 10:31:17 | 0.97068 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20173.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6812.0, 'offset': 'OPEN'}] |
| 2023-04-13 11:02:19 | 0.97049 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20175.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6811.0, 'offset': 'CLOSE'}] |
| 2023-04-13 14:46:24 | 0.97049 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6833.0, 'offset': 'OPEN'}] |
| 2023-04-13 15:46:27 | 0.97193 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20309.0, 'offset': 'OPEN'}] |
| 2023-04-13 22:38:49 | 0.97574 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6887.0, 'offset': 'CLOSE'}] |
| 2023-04-13 22:46:49 | 0.97574 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6887.0, 'offset': 'OPEN'}] |
| 2023-04-14 09:32:48 | 0.97724 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20424.0, 'offset': 'CLOSE'}] |
| 2023-04-14 09:33:48 | 0.97699 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6900.0, 'offset': 'CLOSE'}] |
Apr 3 (Mon) - Apr 9 (Sun)
| metrics | |
|---|---|
| start_date | 2023-04-04 |
| end_date | 2023-04-07 |
| num_calendar_days | 3 |
| num_trade_days | 3 |
| num_trades | 3 |
| win_ratio | 0.00% |
| pnl_per_trade | -870.00 |
| max_pnl_trade | -510.00 |
| min_pnl_trade | -1500.00 |
| pct_pnl_per_trade | -0.20% |
| max_pct_pnl_trade | -0.08% |
| min_pct_pnl_trade | -0.43% |
| avg_holding_period | 39.71 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-04-03 21:32:15 | 0.97023 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20496.0, 'offset': 'OPEN'}] |
| 2023-04-03 22:02:17 | 0.97192 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6981.0, 'offset': 'OPEN'}] |
| 2023-04-03 22:39:19 | 0.96879 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20479.0, 'offset': 'CLOSE'}] |
| 2023-04-03 22:42:19 | 0.96829 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6951.0, 'offset': 'CLOSE'}] |
| 2023-04-03 22:47:19 | 0.96827 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20457.0, 'offset': 'OPEN'}] |
| 2023-04-03 22:59:20 | 0.96764 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20437.0, 'offset': 'CLOSE'}] |
| 2023-04-06 23:31:42 | 0.96763 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20429.0, 'offset': 'OPEN'}] |
Mar 27 (Mon) - Apr 2 (Sun)
| metrics | |
|---|---|
| start_date | 2023-03-28 |
| end_date | 2023-04-01 |
| num_calendar_days | 4 |
| num_trade_days | 5 |
| num_trades | 9 |
| win_ratio | 66.67% |
| pnl_per_trade | 334.44 |
| max_pnl_trade | 2970.00 |
| min_pnl_trade | -3240.00 |
| pct_pnl_per_trade | 0.10% |
| max_pct_pnl_trade | 0.65% |
| min_pct_pnl_trade | -0.53% |
| avg_holding_period | 102.21 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-03-27 20:01:37 | 0.96791 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19666.0, 'offset': 'OPEN'}] |
| 2023-03-27 21:58:43 | 0.96541 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19585.0, 'offset': 'CLOSE'}] |
| 2023-03-28 18:16:57 | 0.96547 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19933.0, 'offset': 'OPEN'}] |
| 2023-03-28 19:32:01 | 0.96607 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6799.0, 'offset': 'OPEN'}] |
| 2023-03-28 21:33:08 | 0.97152 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6843.0, 'offset': 'CLOSE'}] |
| 2023-03-28 21:37:09 | 0.97034 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20023.0, 'offset': 'CLOSE'}] |
| 2023-03-29 18:16:59 | 0.97213 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20308.0, 'offset': 'OPEN'}] |
| 2023-03-29 18:31:59 | 0.97308 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6915.0, 'offset': 'OPEN'}] |
| 2023-03-29 21:34:10 | 0.96820 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6890.0, 'offset': 'CLOSE'}] |
| 2023-03-29 21:40:11 | 0.96573 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20200.0, 'offset': 'CLOSE'}] |
| 2023-03-29 21:46:16 | 0.96875 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20230.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6893.0, 'offset': 'OPEN'}] |
| 2023-03-29 22:26:18 | 0.97028 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20329.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6932.0, 'offset': 'CLOSE'}] |
| 2023-03-31 11:16:19 | 0.97043 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20505.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7008.0, 'offset': 'OPEN'}] |
| 2023-03-31 11:24:19 | 0.97053 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20507.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7009.0, 'offset': 'CLOSE'}] |
Mar 20 (Mon) - Mar 26 (Sun)
| metrics | |
|---|---|
| start_date | 2023-03-21 |
| end_date | 2023-03-25 |
| num_calendar_days | 4 |
| num_trade_days | 5 |
| num_trades | 6 |
| win_ratio | 16.67% |
| pnl_per_trade | -971.67 |
| max_pnl_trade | 1650.00 |
| min_pnl_trade | -3060.00 |
| pct_pnl_per_trade | -0.16% |
| max_pct_pnl_trade | 0.48% |
| min_pct_pnl_trade | -0.52% |
| avg_holding_period | 136.61 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-03-20 15:46:34 | 0.97379 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 18975.0, 'offset': 'OPEN'}] |
| 2023-03-20 17:16:37 | 0.97284 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19006.0, 'offset': 'CLOSE'}] |
| 2023-03-20 20:01:46 | 0.97284 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19068.0, 'offset': 'OPEN'}] |
| 2023-03-20 21:41:52 | 0.97173 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19103.0, 'offset': 'CLOSE'}] |
| 2023-03-20 21:46:53 | 0.97154 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19081.0, 'offset': 'OPEN'}] |
| 2023-03-20 21:50:53 | 0.97037 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19129.0, 'offset': 'CLOSE'}] |
| 2023-03-22 22:01:32 | 0.97032 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6672.0, 'offset': 'OPEN'}] |
| 2023-03-22 22:44:34 | 0.96932 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6692.0, 'offset': 'CLOSE'}] |
| 2023-03-23 11:46:50 | 0.96932 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19727.0, 'offset': 'OPEN'}] |
| 2023-03-23 13:14:52 | 0.96629 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19829.0, 'offset': 'CLOSE'}] |
| 2023-03-23 16:02:02 | 0.96624 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6839.0, 'offset': 'OPEN'}] |
| 2023-03-24 00:16:28 | 0.96789 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6872.0, 'offset': 'CLOSE'}] |
Mar 13 (Mon) - Mar 19 (Sun)
| metrics | |
|---|---|
| start_date | 2023-03-14 |
| end_date | 2023-03-18 |
| num_calendar_days | 4 |
| num_trade_days | 5 |
| num_trades | 15 |
| win_ratio | 13.33% |
| pnl_per_trade | -778.67 |
| max_pnl_trade | 3000.00 |
| min_pnl_trade | -2820.00 |
| pct_pnl_per_trade | -0.18% |
| max_pct_pnl_trade | 0.93% |
| min_pct_pnl_trade | -0.64% |
| avg_holding_period | 74.51 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-03-13 11:46:43 | 0.98605 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19796.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6647.0, 'offset': 'OPEN'}] |
| 2023-03-13 13:20:40 | 0.98264 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6618.0, 'offset': 'CLOSE'}] |
| 2023-03-13 13:37:41 | 0.98185 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19702.0, 'offset': 'CLOSE'}] |
| 2023-03-13 13:46:47 | 0.98196 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19702.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6608.0, 'offset': 'OPEN'}] |
| 2023-03-13 14:34:45 | 0.98082 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6595.0, 'offset': 'CLOSE'}] |
| 2023-03-13 14:38:45 | 0.98058 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19686.0, 'offset': 'CLOSE'}] |
| 2023-03-13 15:16:47 | 0.98048 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6562.0, 'offset': 'OPEN'}] |
| 2023-03-13 17:16:52 | 0.98023 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6556.0, 'offset': 'CLOSE'}] |
| 2023-03-13 20:17:02 | 0.98018 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6512.0, 'offset': 'OPEN'}] |
| 2023-03-13 20:26:03 | 0.98098 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6526.0, 'offset': 'CLOSE'}] |
| 2023-03-14 10:46:35 | 0.98083 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6505.0, 'offset': 'OPEN'}] |
| 2023-03-14 10:54:35 | 0.98033 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6494.0, 'offset': 'CLOSE'}] |
| 2023-03-15 10:16:41 | 0.98023 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19716.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6613.0, 'offset': 'OPEN'}] |
| 2023-03-15 11:02:44 | 0.97649 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19630.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6586.0, 'offset': 'CLOSE'}] |
| 2023-03-15 13:16:43 | 0.97654 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6556.0, 'offset': 'OPEN'}] |
| 2023-03-15 13:34:44 | 0.97509 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6529.0, 'offset': 'CLOSE'}] |
| 2023-03-15 14:31:48 | 0.97509 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6574.0, 'offset': 'OPEN'}] |
| 2023-03-15 17:27:56 | 0.97409 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6556.0, 'offset': 'CLOSE'}] |
| 2023-03-15 17:46:57 | 0.97409 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6532.0, 'offset': 'OPEN'}] |
| 2023-03-15 17:59:58 | 0.97354 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6521.0, 'offset': 'CLOSE'}] |
| 2023-03-16 11:01:40 | 0.97349 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6548.0, 'offset': 'OPEN'}] |
| 2023-03-16 11:36:42 | 0.97139 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6506.0, 'offset': 'CLOSE'}] |
| 2023-03-16 18:17:00 | 0.97134 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6468.0, 'offset': 'OPEN'}] |
| 2023-03-16 22:20:14 | 0.97104 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6462.0, 'offset': 'CLOSE'}] |
| 2023-03-16 22:31:15 | 0.97104 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6462.0, 'offset': 'OPEN'}] |
| 2023-03-17 00:09:21 | 0.97389 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6522.0, 'offset': 'CLOSE'}] |
Mar 6 (Mon) - Mar 12 (Sun)
| metrics | |
|---|---|
| start_date | 2023-03-07 |
| end_date | 2023-03-11 |
| num_calendar_days | 4 |
| num_trade_days | 5 |
| num_trades | 7 |
| win_ratio | 14.29% |
| pnl_per_trade | -2091.43 |
| max_pnl_trade | 870.00 |
| min_pnl_trade | -4290.00 |
| pct_pnl_per_trade | -0.41% |
| max_pct_pnl_trade | 0.14% |
| min_pct_pnl_trade | -0.69% |
| avg_holding_period | 51.02 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-03-06 14:31:43 | 1.00113 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20700.0, 'offset': 'OPEN'}] |
| 2023-03-06 16:08:48 | 0.99815 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20604.0, 'offset': 'CLOSE'}] |
| 2023-03-06 22:31:09 | 0.99794 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20623.0, 'offset': 'OPEN'}] |
| 2023-03-06 22:33:08 | 0.99686 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20575.0, 'offset': 'CLOSE'}] |
| 2023-03-07 13:31:58 | 0.99704 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20765.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7003.0, 'offset': 'OPEN'}] |
| 2023-03-07 13:48:54 | 0.99300 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6971.0, 'offset': 'CLOSE'}] |
| 2023-03-07 13:51:54 | 0.99209 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20665.0, 'offset': 'CLOSE'}] |
| 2023-03-07 14:02:00 | 0.99157 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20610.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6944.0, 'offset': 'OPEN'}] |
| 2023-03-07 14:09:02 | 0.98530 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20467.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6898.0, 'offset': 'CLOSE'}] |
| 2023-03-09 11:17:04 | 0.98527 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20045.0, 'offset': 'OPEN'}] |
| 2023-03-09 14:44:12 | 0.98616 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20074.0, 'offset': 'CLOSE'}] |
Feb 27 (Mon) - Mar 5 (Sun)
| metrics | |
|---|---|
| start_date | 2023-02-28 |
| end_date | 2023-03-04 |
| num_calendar_days | 4 |
| num_trade_days | 5 |
| num_trades | 8 |
| win_ratio | 0.00% |
| pnl_per_trade | -1488.75 |
| max_pnl_trade | -250.00 |
| min_pnl_trade | -3060.00 |
| pct_pnl_per_trade | -0.29% |
| max_pct_pnl_trade | -0.07% |
| min_pct_pnl_trade | -0.53% |
| avg_holding_period | 95.94 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-02-28 14:01:16 | 1.01292 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19835.0, 'offset': 'OPEN'}] |
| 2023-02-28 14:30:18 | 1.01049 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19911.0, 'offset': 'CLOSE'}] |
| 2023-02-28 15:46:28 | 1.01040 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19806.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6621.0, 'offset': 'OPEN'}] |
| 2023-02-28 19:41:34 | 1.01002 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19819.0, 'offset': 'CLOSE'}] |
| 2023-02-28 22:01:42 | 1.01007 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19826.0, 'offset': 'OPEN'}] |
| 2023-02-28 22:07:43 | 1.00943 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6626.0, 'offset': 'CLOSE'}] |
| 2023-02-28 22:38:44 | 1.00903 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19850.0, 'offset': 'CLOSE'}] |
| 2023-03-02 10:16:12 | 1.00908 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6884.0, 'offset': 'OPEN'}] |
| 2023-03-02 10:22:12 | 1.00838 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6896.0, 'offset': 'CLOSE'}] |
| 2023-03-02 22:16:49 | 1.00837 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20430.0, 'offset': 'OPEN'}] |
| 2023-03-02 22:51:51 | 1.00531 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20532.0, 'offset': 'CLOSE'}] |
| 2023-03-03 10:01:22 | 1.00486 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20643.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6963.0, 'offset': 'OPEN'}] |
| 2023-03-03 10:23:24 | 1.00110 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20551.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6926.0, 'offset': 'CLOSE'}] |
Feb 20 (Mon) - Feb 26 (Sun)
| metrics | |
|---|---|
| start_date | 2023-02-21 |
| end_date | 2023-02-25 |
| num_calendar_days | 4 |
| num_trade_days | 5 |
| num_trades | 10 |
| win_ratio | 70.00% |
| pnl_per_trade | 755.00 |
| max_pnl_trade | 3450.00 |
| min_pnl_trade | -2280.00 |
| pct_pnl_per_trade | 0.19% |
| max_pct_pnl_trade | 0.67% |
| min_pct_pnl_trade | -0.37% |
| avg_holding_period | 226.07 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-02-21 11:32:02 | 1.00573 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20672.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6980.0, 'offset': 'OPEN'}] |
| 2023-02-21 14:47:10 | 1.00722 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20636.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6971.0, 'offset': 'CLOSE'}] |
| 2023-02-21 20:01:21 | 1.00722 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6910.0, 'offset': 'OPEN'}] |
| 2023-02-21 22:33:30 | 1.00662 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6920.0, 'offset': 'CLOSE'}] |
| 2023-02-22 13:02:04 | 1.00667 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6887.0, 'offset': 'OPEN'}] |
| 2023-02-22 17:16:17 | 1.00882 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6841.0, 'offset': 'CLOSE'}] |
| 2023-02-22 17:31:23 | 1.00867 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20422.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6838.0, 'offset': 'OPEN'}] |
| 2023-02-22 20:03:26 | 1.00600 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6862.0, 'offset': 'CLOSE'}] |
| 2023-02-22 20:27:28 | 1.00530 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20498.0, 'offset': 'CLOSE'}] |
| 2023-02-22 22:46:36 | 1.00535 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6848.0, 'offset': 'OPEN'}] |
| 2023-02-23 09:16:52 | 1.00585 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6835.0, 'offset': 'CLOSE'}] |
| 2023-02-24 19:17:12 | 1.00606 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 19955.0, 'offset': 'OPEN'}] |
| 2023-02-24 19:32:13 | 1.00477 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6713.0, 'offset': 'OPEN'}] |
| 2023-02-24 22:38:29 | 1.01098 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 19840.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6678.0, 'offset': 'CLOSE'}] |
| 2023-02-24 23:02:25 | 1.00968 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 6657.0, 'offset': 'OPEN'}] |
| 2023-02-25 01:00:32 | 1.01283 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6620.0, 'offset': 'CLOSE'}] |
Feb 13 (Mon)- Feb 19 (Sun)
| metrics | |
|---|---|
| start_date | 2023-02-14 |
| end_date | 2023-02-18 |
| num_calendar_days | 4 |
| num_trade_days | 5 |
| num_trades | 16 |
| win_ratio | 37.50% |
| pnl_per_trade | 605.62 |
| max_pnl_trade | 9270.00 |
| min_pnl_trade | -2250.00 |
| pct_pnl_per_trade | 0.13% |
| max_pct_pnl_trade | 1.75% |
| min_pct_pnl_trade | -0.63% |
| avg_holding_period | 235.57 |
| datetime | strategy_portfolio_value | actions |
|---|---|---|
| 2023-02-13 11:01:47 | 0.99682 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 21092.0, 'offset': 'OPEN'}] |
| 2023-02-13 11:08:47 | 0.99544 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 21142.0, 'offset': 'CLOSE'}] |
| 2023-02-13 13:01:51 | 0.99544 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 21094.0, 'offset': 'OPEN'}] |
| 2023-02-13 13:15:52 | 0.99366 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 21151.0, 'offset': 'CLOSE'}] |
| 2023-02-14 15:16:55 | 0.99369 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 21160.0, 'offset': 'OPEN'}] |
| 2023-02-14 16:01:58 | 0.99338 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7132.0, 'offset': 'OPEN'}] |
| 2023-02-14 20:22:11 | 0.99214 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7144.0, 'offset': 'CLOSE'}] |
| 2023-02-14 20:54:12 | 0.99149 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 21207.0, 'offset': 'CLOSE'}] |
| 2023-02-14 21:32:15 | 0.99114 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7142.0, 'offset': 'OPEN'}] |
| 2023-02-14 21:33:15 | 0.98924 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7187.0, 'offset': 'CLOSE'}] |
| 2023-02-14 21:47:21 | 0.98854 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 21168.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7139.0, 'offset': 'OPEN'}] |
| 2023-02-14 22:37:19 | 0.99509 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7092.0, 'offset': 'CLOSE'}] |
| 2023-02-14 22:39:19 | 0.99453 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 21061.0, 'offset': 'CLOSE'}] |
| 2023-02-15 10:31:18 | 0.99453 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20773.0, 'offset': 'OPEN'}] |
| 2023-02-15 11:01:20 | 0.99391 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7009.0, 'offset': 'OPEN'}] |
| 2023-02-15 11:05:20 | 0.99137 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20840.0, 'offset': 'CLOSE'}] |
| 2023-02-15 11:14:21 | 0.99052 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7047.0, 'offset': 'CLOSE'}] |
| 2023-02-15 15:31:38 | 0.99061 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20792.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7016.0, 'offset': 'OPEN'}] |
| 2023-02-15 23:17:57 | 0.98791 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7036.0, 'offset': 'CLOSE'}] |
| 2023-02-16 00:07:00 | 0.98740 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20861.0, 'offset': 'CLOSE'}] |
| 2023-02-16 14:31:45 | 0.98725 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7098.0, 'offset': 'OPEN'}] |
| 2023-02-16 14:48:47 | 0.98680 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7109.0, 'offset': 'CLOSE'}] |
| 2023-02-16 16:16:52 | 0.98675 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7101.0, 'offset': 'OPEN'}] |
| 2023-02-16 18:31:57 | 0.98790 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20959.0, 'offset': 'OPEN'}] |
| 2023-02-16 23:06:13 | 0.99103 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7058.0, 'offset': 'CLOSE'}] |
| 2023-02-16 23:07:14 | 0.99041 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20907.0, 'offset': 'CLOSE'}] |
| 2023-02-17 14:01:43 | 0.99026 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 20850.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7044.0, 'offset': 'OPEN'}] |
| 2023-02-18 01:00:20 | 1.00575 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 20541.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 6921.0, 'offset': 'CLOSE'}] |
Feb 6 (Mon)- Feb 12 (Sun)
| metrics | |
|---|---|
| start_date | 2023-02-07 |
| end_date | 2023-02-11 |
| num_calendar_days | 4 |
| num_trade_days | 5 |
| num_trades | 4 |
| win_ratio | 50.00% |
| pnl_per_trade | -357.50 |
| max_pnl_trade | 1770.00 |
| min_pnl_trade | -3000.00 |
| pct_pnl_per_trade | -0.02% |
| max_pct_pnl_trade | 0.36% |
| min_pct_pnl_trade | -0.47% |
| avg_holding_period | 276.75 |
| datetime | actions |
|---|---|
| 2023-02-06 15:16:28 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7203.0, 'offset': 'OPEN'}] |
| 2023-02-06 23:46:56 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 21138.0, 'offset': 'OPEN'}] |
| 2023-02-06 23:51:56 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7177.0, 'offset': 'CLOSE'}] |
| 2023-02-07 00:22:58 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 21238.0, 'offset': 'CLOSE'}] |
| 2023-02-07 23:46:46 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 21240.0, 'offset': 'OPEN'}] |
| 2023-02-08 01:48:53 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 21290.0, 'offset': 'CLOSE'}] |
| 2023-02-10 15:01:58 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 21253.0, 'offset': 'OPEN'}] |
| 2023-02-10 22:15:21 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 21194.0, 'offset': 'CLOSE'}] |
Jan 30 (Mon)- Feb 5 (Sun)
| metrics | |
|---|---|
| start_date | 2023-01-31 |
| end_date | 2023-02-04 |
| num_calendar_days | 4 |
| num_trade_days | 5 |
| num_trades | 7 |
| win_ratio | 57.14% |
| pnl_per_trade | 285.71 |
| max_pnl_trade | 3990.00 |
| min_pnl_trade | -2970.00 |
| pct_pnl_per_trade | 0.02% |
| max_pct_pnl_trade | 0.60% |
| min_pct_pnl_trade | -0.51% |
| avg_holding_period | 208.10 |
| datetime | actions |
|---|---|
| 2023-02-01 11:16:38 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 21958.0, 'offset': 'OPEN'}] |
| 2023-02-01 13:54:44 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 22035.0, 'offset': 'CLOSE'}] |
| 2023-02-01 18:31:58 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 22055.0, 'offset': 'OPEN'}] |
| 2023-02-01 22:41:13 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 22154.0, 'offset': 'CLOSE'}] |
| 2023-02-02 17:17:04 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 22064.0, 'offset': 'OPEN'}] |
| 2023-02-02 23:16:26 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7464.0, 'offset': 'OPEN'}] |
| 2023-02-02 23:56:33 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 21931.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7502.0, 'offset': 'CLOSE'}] |
| 2023-02-03 17:46:17 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7417.0, 'offset': 'OPEN'}] |
| 2023-02-03 18:01:18 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 21748.0, 'offset': 'OPEN'}] |
| 2023-02-03 22:43:39 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 21720.0, 'offset': 'CLOSE'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7408.0, 'offset': 'CLOSE'}] |
| 2023-02-03 22:46:35 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 21729.0, 'offset': 'OPEN'}] |
| 2023-02-03 23:16:36 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 21599.0, 'offset': 'CLOSE'}] |
Jan 23 (Mon)- Jan 29 (Sun)
| metrics | |
|---|---|
| start_date | 2023-01-27 |
| end_date | 2023-01-28 |
| num_calendar_days | 1 |
| num_trade_days | 2 |
| num_trades | 3 |
| win_ratio | 66.67% |
| pnl_per_trade | 976.67 |
| max_pnl_trade | 2970.00 |
| min_pnl_trade | -1590.00 |
| pct_pnl_per_trade | 0.20% |
| max_pct_pnl_trade | 0.44% |
| min_pct_pnl_trade | -0.23% |
| avg_holding_period | 372.28 |
| datetime | actions |
|---|---|
| 2023-01-27 10:35:26 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 22591.0, 'offset': 'OPEN'}] |
| 2023-01-27 11:38:30 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 22538.0, 'offset': 'CLOSE'}] |
| 2023-01-27 14:46:43 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'LONG', 'close': 22603.0, 'offset': 'OPEN'}, {'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'LONG', 'close': 7739.0, 'offset': 'OPEN'}] |
| 2023-01-27 23:32:06 | [{'no': 1, 'sec': 'HK.HHImain', 'qty': 1, 'side': 'SHORT', 'close': 7770.0, 'offset': 'CLOSE'}] |
| 2023-01-27 23:35:06 | [{'no': 1, 'sec': 'HK.MHImain', 'qty': 3, 'side': 'SHORT', 'close': 22702.0, 'offset': 'CLOSE'}] |