codex_jxs_code/strategy/backtest_2023_daily_pnl.csv

date,pnl,cumulative_pnl
2023-01-01,-13.24030780391167,-13.24030780391167
2023-01-02,-6.446144625588336,-19.686452429500005
2023-01-03,1.604645378778668,-18.081807050721338
2023-01-04,56.24999999999943,38.168192949278094
2023-01-05,0.33406192478092844,38.50225487405902
2023-01-06,-4.28936549280675,34.21288938125227
2023-01-07,14.786004985419915,48.99889436667218
2023-01-08,74.57347500987392,123.5723693765461
2023-01-09,100.43932814185042,224.01169751839655
2023-01-10,-11.400950315324355,212.61074720307218
2023-01-11,119.73808656927638,332.34883377234854
2023-01-12,-46.87500000000008,285.4738337723485
2023-01-13,24.95301706493165,310.42685083728014
2023-01-14,36.87499999999923,347.3018508372794
2023-01-15,-42.164085212923396,305.137765624356
2023-01-16,-42.37550401931327,262.76226160504274
2023-01-17,-39.23788027501831,223.52438133002443
2023-01-18,10.968990345277774,234.4933716753022
2023-01-19,-17.519099732290336,216.97427194301187
2023-01-20,258.1249999999992,475.0992719430111
2023-01-21,-26.63800028548694,448.46127165752415
2023-01-22,-27.862031912052718,420.59923974547144
2023-01-23,-40.570948096946864,380.0282916485246
2023-01-24,153.52954075490175,533.5578324034263
2023-01-25,76.9770888682049,610.5349212716312
2023-01-26,-43.12500000000006,567.4099212716312
2023-01-27,4.574004296634158,571.9839255682654
2023-01-28,110.89323045990369,682.8771560281691
2023-01-29,65.39337129909306,748.2705273272621
2023-01-30,89.15573047359129,837.4262578008534
2023-01-31,-33.65661196432259,803.7696458365308
2023-02-01,-42.346269783529834,761.423376053001
2023-02-02,5.6249999999996945,767.0483760530007
2023-02-03,-38.015635992701625,729.032740060299
2023-02-04,-6.061609860875804,722.9711301994232
2023-02-05,91.32767729532108,814.2988074947443
2023-02-06,12.340770370556534,826.6395778653009
2023-02-07,-38.31565728321921,788.3239205820817
2023-02-08,-10.754771409427375,777.5691491726543
2023-02-09,180.00000000000034,957.5691491726546
2023-02-10,90.62500000000017,1048.1941491726548
2023-02-11,-40.23338038017373,1007.9607687924811
2023-02-12,50.843005130216255,1058.8037739226972
2023-02-13,-43.12499999999999,1015.6787739226972
2023-02-14,-45.000000000000014,970.6787739226972
2023-02-15,211.8749999999989,1182.553773922696
2023-02-16,123.74999999999923,1306.3037739226954
2023-02-17,-43.1250000000002,1263.1787739226952
2023-02-18,-30.38874055427764,1232.7900333684177
2023-02-19,2.5357914472640948,1235.3258248156817
2023-02-20,10.13433097511785,1245.4601557907995
2023-02-21,41.5960974135976,1287.056253204397
2023-02-22,39.9999999999999,1327.056253204397
2023-02-23,-13.478092269295054,1313.578160935102
2023-02-24,-33.61127571949922,1279.9668852156028
2023-02-25,56.87500000000026,1336.841885215603
2023-02-26,52.96295237320025,1389.8048375888034
2023-02-27,-21.012957685691507,1368.7918799031117
2023-02-28,-17.510525954953838,1351.2813539481579
2023-03-01,48.43861521106629,1399.719969159224
2023-03-02,5.370115987703678,1405.0900851469278
2023-03-03,114.81346298981391,1519.9035481367416
2023-03-04,-9.975555145718014,1509.9279929910235
2023-03-05,-40.070176144315376,1469.8578168467081
2023-03-06,-11.368260314393366,1458.4895565323147
2023-03-07,29.800169999101556,1488.2897265314164
2023-03-08,-41.066516251938125,1447.2232102794783
2023-03-09,178.12499999999966,1625.3482102794778
2023-03-10,69.54272408495805,1694.890934364436
2023-03-11,218.8441938252083,1913.7351281896442
2023-03-12,-43.124999999999986,1870.6101281896442
2023-03-13,31.874999999999282,1902.4851281896435
2023-03-14,71.24999999999882,1973.7351281896424
2023-03-15,-46.87499999999994,1926.8601281896424
2023-03-16,-47.19007322239124,1879.6700549672512
2023-03-17,249.37499999999858,2129.0450549672496
2023-03-18,-39.375000000000455,2089.670054967249
2023-03-19,-37.72054430463878,2051.9495106626105
2023-03-20,-48.125000000000256,2003.8245106626102
2023-03-21,-48.955919791756116,1954.8685908708542
2023-03-22,-41.34851470243514,1913.520076168419
2023-03-23,-40.53293708055611,1872.987139087863
2023-03-24,-40.62177198705648,1832.3653671008065
2023-03-25,-12.808008186129763,1819.5573589146768
2023-03-26,44.60456842447671,1864.1619273391534
2023-03-27,33.10077209532424,1897.2626994344776
2023-03-28,-40.54590870106257,1856.7167907334149
2023-03-29,32.68290319879213,1889.399693932207
2023-03-30,-42.18093929678437,1847.2187546354226
2023-03-31,-30.18435407486843,1817.034400560554
2023-04-01,-18.629080327821725,1798.4053202327323
2023-04-02,78.36987927566116,1876.7751995083934
2023-04-03,-14.310148754581672,1862.4650507538117
2023-04-04,67.49999999999953,1929.9650507538113
2023-04-05,40.981623971671745,1970.946674725483
2023-04-06,27.071471993660218,1998.0181467191433
2023-04-07,69.95707277743023,2067.9752194965736
2023-04-08,16.74780048539444,2084.723019981968
2023-04-09,47.28635900754121,2132.009378989509
2023-04-10,92.25687955666356,2224.2662585461726
2023-04-11,13.118453933996253,2237.3847124801687
2023-04-12,56.24999999999995,2293.6347124801687
2023-04-13,179.99999999999943,2473.634712480168
2023-04-14,-21.87500000000091,2451.7597124801673
2023-04-15,0.6060490696602718,2452.3657615498278
2023-04-16,69.62762541934998,2521.9933869691777
2023-04-17,65.86212708679903,2587.8555140559765
2023-04-18,11.498179506746062,2599.3536935627226
2023-04-19,223.1815368848387,2822.5352304475614
2023-04-20,-43.12499999999999,2779.4102304475614
2023-04-21,31.875000000000142,2811.2852304475614
2023-04-22,-29.84738767205142,2781.43784277551
2023-04-23,13.154733757123939,2794.5925765326338
2023-04-24,6.396324986843672,2800.9889015194776
2023-04-25,123.74011330692568,2924.7290148264033
2023-04-26,261.41402100210826,3186.1430358285115
2023-04-27,24.10664119340748,3210.249677021919
2023-04-28,-10.62612672957838,3199.6235502923405
2023-04-29,23.597281085864836,3223.2208313782053
2023-04-30,-44.289545693205795,3178.9312856849997
2023-05-01,54.37500000000002,3233.3062856849997
2023-05-02,-2.017144354733148,3231.2891413302664
2023-05-03,81.77174013147513,3313.0608814617417
2023-05-04,-25.04485318862535,3288.0160282731163
2023-05-05,171.61321250444536,3459.629240777562
2023-05-06,52.49999999999993,3512.129240777562
2023-05-07,-33.168505868798924,3478.960734908763
2023-05-08,8.124999999999917,3487.085734908763
2023-05-09,-12.584917211039063,3474.5008176977235
2023-05-10,52.019173246963206,3526.519990944687
2023-05-11,90.00000000000003,3616.519990944687
2023-05-12,126.17158084605737,3742.691571790744
2023-05-13,8.545669463922014,3751.237241254666
2023-05-14,1.8924095106008352,3753.129650765267
2023-05-15,10.943496294234567,3764.0731470595015
2023-05-16,-30.264218933238727,3733.808928126263
2023-05-17,30.026157944387133,3763.83508607065
2023-05-18,23.13394310654973,3786.9690291772
2023-05-19,15.149354042131993,3802.118383219332
2023-05-20,-16.41923661401725,3785.6991466053146
2023-05-21,7.846127328452241,3793.545273933767
2023-05-22,21.279945465818493,3814.8252193995854
2023-05-23,70.02437426214179,3884.8495936617273
2023-05-24,72.70217181804935,3957.551765479777
2023-05-25,-16.75708025521019,3940.794685224567
2023-05-26,18.74999999999976,3959.5446852245664
2023-05-27,39.20117578898695,3998.745861013553
2023-05-28,110.91041187532412,4109.6562728888775
2023-05-29,-32.49999999999996,4077.1562728888775
2023-05-30,10.449185839751497,4087.605458728629
2023-05-31,-10.136360635569764,4077.469098093059
2023-06-01,14.358833920817762,4091.8279320138768
2023-06-02,65.90793376617691,4157.735865780053
2023-06-03,2.796329514545665,4160.532195294599
2023-06-04,-6.651917557240656,4153.8802777373585
2023-06-05,168.7500000000002,4322.6302777373585
2023-06-06,-43.12500000000005,4279.5052777373585
2023-06-07,34.36109954050025,4313.866377277859
2023-06-08,-25.452505493132982,4288.413871784726
2023-06-09,7.08099194612123,4295.494863730848
2023-06-10,121.25000000000003,4416.744863730848
2023-06-11,-20.937848671894088,4395.807015058954
2023-06-12,-21.37821245611659,4374.428802602837
2023-06-13,-13.703676058378367,4360.725126544458
2023-06-14,166.27160175206745,4526.996728296526
2023-06-15,15.069476387286578,4542.066204683812
2023-06-16,106.96240346155682,4649.02860814537
2023-06-17,-11.250000000000341,4637.77860814537
2023-06-18,-10.120078428463955,4627.658529716906
2023-06-19,-38.97345934789618,4588.68507036901
2023-06-20,42.86461601305588,4631.549686382065
2023-06-21,187.49999999999937,4819.0496863820645
2023-06-22,31.80896255236462,4850.858648934429
2023-06-23,23.85220828852076,4874.71085722295
2023-06-24,-30.371879505034936,4844.338977717915
2023-06-25,12.45391150222293,4856.792889220138
2023-06-26,78.4973773289051,4935.290266549043
2023-06-27,-39.87042272482522,4895.419843824217
2023-06-28,88.12499999999999,4983.544843824217
2023-06-29,-40.51516243372697,4943.029681390491
2023-06-30,105.46931766571112,5048.498999056202
2023-07-01,-13.796315557439133,5034.702683498763
2023-07-02,-41.59344453195906,4993.109238966804
2023-07-03,28.89550853439942,5022.004747501203
2023-07-04,-5.3332824068334626,5016.6714650943695
2023-07-05,90.00000000000007,5106.6714650943695
2023-07-06,65.47404542743519,5172.145510521805
2023-07-07,-8.375646476725684,5163.769864045079
2023-07-08,2.0825098762478143,5165.852373921327
2023-07-09,-12.284261589217671,5153.568112332109
2023-07-10,4.7069840687455775,5158.275096400855
2023-07-11,29.744227743509978,5188.019324144365
2023-07-12,13.786259374056783,5201.805583518421
2023-07-13,179.07533869993108,5380.880922218353
2023-07-14,74.05844966531129,5454.939371883664
2023-07-15,-24.570748403829185,5430.368623479834
2023-07-16,6.803094664210427,5437.1717181440445
2023-07-17,27.410515235666534,5464.582233379711
2023-07-18,4.897911857902959,5469.480145237614
2023-07-19,6.308694855454021,5475.788840093068
2023-07-20,41.93544480774592,5517.7242849008135
2023-07-21,16.096325607887692,5533.820610508701
2023-07-22,-2.7025252562022395,5531.1180852524985
2023-07-23,-36.865989707872636,5494.252095544626
2023-07-24,86.80264475362813,5581.054740298255
2023-07-25,-24.16611590079934,5556.888624397456
2023-07-26,-12.803087110558725,5544.085537286897
2023-07-27,29.206711819629362,5573.2922491065265
2023-07-28,13.812242058805946,5587.104491165333
2023-07-29,11.977355224058611,5599.081846389391
2023-07-30,-5.150633707859324,5593.931212681532
2023-07-31,-31.586985170360826,5562.344227511171
2023-08-01,34.57747987841326,5596.921707389584
2023-08-02,19.53988833101348,5616.461595720598
2023-08-03,26.963711901014904,5643.425307621613
2023-08-04,0.4840259877677071,5643.90933360938
2023-08-05,8.851832296486007,5652.761165905866
2023-08-06,-4.2929518635524,5648.468214042313
2023-08-07,4.423504364914294,5652.891718407227
2023-08-08,79.37499999999964,5732.266718407227
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2023-08-10,-15.802261213704188,5715.408882657364
2023-08-11,-19.434997227631737,5695.973885429733
2023-08-12,-14.180480342977727,5681.793405086755
2023-08-13,-25.33078616920967,5656.462618917545
2023-08-14,-29.365151992789308,5627.097466924756
2023-08-15,-1.25,5625.847466924756
2023-08-16,90.00000000000014,5715.847466924756
2023-08-17,181.8750000000003,5897.722466924756
2023-08-18,20.625000000000128,5918.347466924756
2023-08-19,-27.59032679226934,5890.757140132487
2023-08-20,-23.87577257083145,5866.881367561656
2023-08-21,-22.59314579170043,5844.288221769955
2023-08-22,113.75000000000014,5958.038221769955
2023-08-23,8.70637062854804,5966.744592398503
2023-08-24,22.993336529216194,5989.73792892772
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2023-08-26,-20.238929404490822,5927.661876325768
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2023-08-28,14.024404963407886,5939.679793015848
2023-08-29,143.13137132947674,6082.811164345325
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2023-08-31,31.6249079218707,6071.311072267195
2023-09-01,56.25000000000017,6127.561072267195
2023-09-02,-27.62863635821808,6099.932435908977
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2023-09-04,-4.629639415293694,6076.922174230545
2023-09-05,24.14433818655366,6101.066512417099
2023-09-06,-46.72867445132057,6054.337837965779
2023-09-07,-3.6562754869909058,6050.681562478788
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2023-09-11,146.25000000000028,6261.534717016701
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2023-09-14,56.24999999999978,6297.32604579866
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2023-09-21,90.00000000000011,6370.523525324299
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2023-10-11,12.918899632245676,6583.3298861976145
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2023-10-15,0.32442084565507256,6621.481930462043
2023-10-16,17.666860566236,6639.148791028279
2023-10-17,71.96782243080129,6711.11661345908
2023-10-18,-26.10871664471985,6685.007896814361
2023-10-19,27.131717309356045,6712.1396141237165
2023-10-20,104.9999999999995,6817.139614123716
2023-10-21,95.53563465609497,6912.67524877981
2023-10-22,-39.07986275419109,6873.5953860256195
2023-10-23,159.37499999999892,7032.970386025619
2023-10-24,125.89084826115247,7158.861234286771
2023-10-25,-39.7457464430455,7119.1154878437255
2023-10-26,76.84599913941024,7195.961486983136
2023-10-27,-40.93958561285608,7155.02190137028
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2023-10-29,1.7653990903884869,7156.661473257684
2023-10-30,14.80106712479257,7171.462540382477
2023-10-31,-0.7859893532677678,7170.676551029209
2023-11-01,45.63294697011628,7216.309497999325
2023-11-02,66.38708795013648,7282.696585949461
2023-11-03,7.818102574679843,7290.514688524141
2023-11-04,78.74999999999962,7369.264688524141
2023-11-05,93.530612820923,7462.795301345064
2023-11-06,-8.841261133494985,7453.954040211569
2023-11-07,13.587699262662081,7467.541739474231
2023-11-08,-27.39298530178767,7440.148754172443
2023-11-09,233.65340882150477,7673.802162993948
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