trades.csv

pair,ticker_a,ticker_b,direction,entry_date,exit_date,entry_zscore,exit_zscore,holding_days,pnl,pnl_pct,exit_reason
KO/MCD,KO,MCD,LONG_SPREAD,2021-12-13 00:00:00,2021-12-17 00:00:00,-2.44,-0.401,4,76.52,0.11,SIGNAL
KO/MCD,KO,MCD,LONG_SPREAD,2021-12-17 00:00:00,2022-01-18 00:00:00,-2.44,-3.744,32,-794.82,-1.14,STOP_LOSS
AAPL/MCD,AAPL,MCD,LONG_SPREAD,2022-02-14 00:00:00,2022-02-16 00:00:00,-2.571,-3.633,2,147.82,0.21,STOP_LOSS
MSFT/MCD,MSFT,MCD,LONG_SPREAD,2022-02-14 00:00:00,2022-03-18 00:00:00,-2.437,-0.489,32,1287.63,1.84,SIGNAL
PFE/MRK,PFE,MRK,LONG_SPREAD,2022-03-14 00:00:00,2022-03-28 00:00:00,-2.362,-3.657,14,-314.09,-0.45,STOP_LOSS
GOOGL/MCD,GOOGL,MCD,LONG_SPREAD,2022-02-14 00:00:00,2022-04-01 00:00:00,-2.477,-1.415,46,678.24,0.97,MAX_HOLD
KO/PEP,KO,PEP,SHORT_SPREAD,2022-03-28 00:00:00,2022-04-01 00:00:00,2.432,3.558,4,-262.01,-0.37,STOP_LOSS
AAPL/MCD,AAPL,MCD,LONG_SPREAD,2022-02-16 00:00:00,2022-04-04 00:00:00,-2.571,-1.183,47,624.57,0.89,MAX_HOLD
KO/PEP,KO,PEP,SHORT_SPREAD,2022-04-01 00:00:00,2022-04-04 00:00:00,2.432,3.704,3,-125.37,-0.18,STOP_LOSS
AAPL/MSFT,AAPL,MSFT,LONG_SPREAD,2022-05-09 00:00:00,2022-05-13 00:00:00,-2.135,-3.526,4,-277.67,-0.4,STOP_LOSS
PEP/WMT,PEP,WMT,LONG_SPREAD,2022-05-09 00:00:00,2022-05-25 00:00:00,-2.145,-3.829,16,-315.82,-0.45,STOP_LOSS
AAPL/MSFT,AAPL,MSFT,LONG_SPREAD,2022-05-13 00:00:00,2022-06-06 00:00:00,-2.135,-0.327,24,381.13,0.54,SIGNAL
AAPL/GOOGL,AAPL,GOOGL,SHORT_SPREAD,2022-06-06 00:00:00,2022-07-12 00:00:00,2.018,0.266,36,309.16,0.44,SIGNAL
PEP/WMT,PEP,WMT,SHORT_SPREAD,2022-10-10 00:00:00,2022-10-28 00:00:00,2.365,0.423,18,44.45,0.06,SIGNAL
AAPL/META,AAPL,META,LONG_SPREAD,2022-10-17 00:00:00,2022-11-16 00:00:00,-2.431,-0.391,30,23.8,0.03,SIGNAL
COP/SLB,COP,SLB,LONG_SPREAD,2023-01-30 00:00:00,2023-02-15 00:00:00,-2.007,-0.169,16,82.91,0.12,SIGNAL
PFE/MRK,PFE,MRK,SHORT_SPREAD,2023-04-03 00:00:00,2023-04-04 00:00:00,2.699,3.536,1,-200.43,-0.29,STOP_LOSS
PFE/MRK,PFE,MRK,SHORT_SPREAD,2023-04-04 00:00:00,2023-04-05 00:00:00,2.699,4.407,1,97.16,0.14,STOP_LOSS
COP/SLB,COP,SLB,SHORT_SPREAD,2023-04-10 00:00:00,2023-04-12 00:00:00,2.213,0.306,2,163.6,0.23,SIGNAL
COP/SLB,COP,SLB,SHORT_SPREAD,2023-04-12 00:00:00,2023-04-14 00:00:00,2.213,-0.476,2,-89.96,-0.13,SIGNAL
COP/SLB,COP,SLB,SHORT_SPREAD,2023-04-14 00:00:00,2023-04-17 00:00:00,2.213,-0.332,3,-63.59,-0.09,SIGNAL
PFE/MRK,PFE,MRK,SHORT_SPREAD,2023-04-05 00:00:00,2023-04-26 00:00:00,2.699,0.286,21,318.04,0.45,SIGNAL
MRK/ABT,MRK,ABT,SHORT_SPREAD,2023-05-01 00:00:00,2023-05-05 00:00:00,2.56,0.409,4,54.9,0.08,SIGNAL
MRK/ABT,MRK,ABT,SHORT_SPREAD,2023-05-05 00:00:00,2023-05-11 00:00:00,2.56,0.018,6,44.01,0.06,SIGNAL
PEP/WMT,PEP,WMT,LONG_SPREAD,2023-05-08 00:00:00,2023-05-19 00:00:00,-2.248,0.261,11,401.86,0.57,SIGNAL
AAPL/JNJ,AAPL,JNJ,LONG_SPREAD,2023-06-19 00:00:00,2023-06-20 00:00:00,-3.27,-4.098,1,-528.06,-0.75,STOP_LOSS
AAPL/PFE,AAPL,PFE,LONG_SPREAD,2023-06-19 00:00:00,2023-06-20 00:00:00,-2.894,-3.828,1,-414.94,-0.59,STOP_LOSS
AAPL/MRK,AAPL,MRK,LONG_SPREAD,2023-06-19 00:00:00,2023-06-20 00:00:00,-2.651,-3.667,1,-311.23,-0.44,STOP_LOSS
AAPL/ABT,AAPL,ABT,LONG_SPREAD,2023-06-19 00:00:00,2023-06-20 00:00:00,-3.386,-4.38,1,-467.04,-0.67,STOP_LOSS
MSFT/JNJ,MSFT,JNJ,LONG_SPREAD,2023-06-19 00:00:00,2023-06-20 00:00:00,-3.398,-4.222,1,-521.85,-0.75,STOP_LOSS
MSFT/PFE,MSFT,PFE,LONG_SPREAD,2023-06-19 00:00:00,2023-06-20 00:00:00,-2.955,-3.881,1,-430.37,-0.61,STOP_LOSS
MSFT/MRK,MSFT,MRK,LONG_SPREAD,2023-06-19 00:00:00,2023-06-20 00:00:00,-2.766,-3.819,1,-345.7,-0.49,STOP_LOSS
AAPL/JNJ,AAPL,JNJ,LONG_SPREAD,2023-06-20 00:00:00,2023-06-21 00:00:00,-3.27,-4.228,1,-1084.32,-1.55,STOP_LOSS
AAPL/PFE,AAPL,PFE,LONG_SPREAD,2023-06-20 00:00:00,2023-06-21 00:00:00,-2.894,-3.946,1,-1359.07,-1.94,STOP_LOSS
AAPL/MRK,AAPL,MRK,LONG_SPREAD,2023-06-20 00:00:00,2023-06-21 00:00:00,-2.651,-3.713,1,-1373.83,-1.96,STOP_LOSS
AAPL/ABT,AAPL,ABT,LONG_SPREAD,2023-06-20 00:00:00,2023-06-21 00:00:00,-3.386,-4.383,1,-1472.78,-2.1,STOP_LOSS
MSFT/JNJ,MSFT,JNJ,LONG_SPREAD,2023-06-20 00:00:00,2023-06-21 00:00:00,-3.398,-4.397,1,-963.3,-1.38,STOP_LOSS
MSFT/PFE,MSFT,PFE,LONG_SPREAD,2023-06-20 00:00:00,2023-06-21 00:00:00,-2.955,-4.042,1,-1183.56,-1.69,STOP_LOSS
MSFT/MRK,MSFT,MRK,LONG_SPREAD,2023-06-20 00:00:00,2023-06-21 00:00:00,-2.766,-3.901,1,-1185.56,-1.69,STOP_LOSS
AAPL/JNJ,AAPL,JNJ,LONG_SPREAD,2023-06-21 00:00:00,2023-06-22 00:00:00,-3.27,-4.654,1,-297.93,-0.43,STOP_LOSS
AAPL/PFE,AAPL,PFE,LONG_SPREAD,2023-06-21 00:00:00,2023-06-22 00:00:00,-2.894,-4.62,1,-423.72,-0.61,STOP_LOSS
AAPL/MRK,AAPL,MRK,LONG_SPREAD,2023-06-21 00:00:00,2023-06-22 00:00:00,-2.651,-4.347,1,-151.04,-0.22,STOP_LOSS
AAPL/ABT,AAPL,ABT,LONG_SPREAD,2023-06-21 00:00:00,2023-06-22 00:00:00,-3.386,-4.91,1,-395.81,-0.57,STOP_LOSS
MSFT/JNJ,MSFT,JNJ,LONG_SPREAD,2023-06-21 00:00:00,2023-06-22 00:00:00,-3.398,-4.854,1,-216.35,-0.31,STOP_LOSS
MSFT/PFE,MSFT,PFE,LONG_SPREAD,2023-06-21 00:00:00,2023-06-22 00:00:00,-2.955,-4.747,1,-317.68,-0.45,STOP_LOSS
MSFT/MRK,MSFT,MRK,LONG_SPREAD,2023-06-21 00:00:00,2023-06-22 00:00:00,-2.766,-4.576,1,-100.59,-0.14,STOP_LOSS
AAPL/JNJ,AAPL,JNJ,LONG_SPREAD,2023-06-22 00:00:00,2023-06-23 00:00:00,-3.27,-4.43,1,24.5,0.03,STOP_LOSS
AAPL/PFE,AAPL,PFE,LONG_SPREAD,2023-06-22 00:00:00,2023-06-23 00:00:00,-2.894,-4.497,1,-112.97,-0.16,STOP_LOSS
AAPL/MRK,AAPL,MRK,LONG_SPREAD,2023-06-22 00:00:00,2023-06-23 00:00:00,-2.651,-4.117,1,13.57,0.02,STOP_LOSS
AAPL/ABT,AAPL,ABT,LONG_SPREAD,2023-06-22 00:00:00,2023-06-23 00:00:00,-3.386,-4.66,1,-6.31,-0.01,STOP_LOSS
MSFT/JNJ,MSFT,JNJ,LONG_SPREAD,2023-06-22 00:00:00,2023-06-23 00:00:00,-3.398,-4.548,1,37.37,0.05,STOP_LOSS
MSFT/PFE,MSFT,PFE,LONG_SPREAD,2023-06-22 00:00:00,2023-06-23 00:00:00,-2.955,-4.55,1,-73.17,-0.1,STOP_LOSS
MSFT/MRK,MSFT,MRK,LONG_SPREAD,2023-06-22 00:00:00,2023-06-23 00:00:00,-2.766,-4.261,1,29.4,0.04,STOP_LOSS
AAPL/JNJ,AAPL,JNJ,LONG_SPREAD,2023-06-23 00:00:00,2023-06-26 00:00:00,-3.27,-4.054,3,632.9,0.9,STOP_LOSS
AAPL/PFE,AAPL,PFE,LONG_SPREAD,2023-06-23 00:00:00,2023-06-26 00:00:00,-2.894,-4.196,3,799.45,1.14,STOP_LOSS
AAPL/MRK,AAPL,MRK,LONG_SPREAD,2023-06-23 00:00:00,2023-06-26 00:00:00,-2.651,-3.826,3,487.7,0.7,STOP_LOSS
AAPL/ABT,AAPL,ABT,LONG_SPREAD,2023-06-23 00:00:00,2023-06-26 00:00:00,-3.386,-4.264,3,612.6,0.88,STOP_LOSS
MSFT/JNJ,MSFT,JNJ,LONG_SPREAD,2023-06-23 00:00:00,2023-06-26 00:00:00,-3.398,-4.117,3,432.38,0.62,STOP_LOSS
MSFT/PFE,MSFT,PFE,LONG_SPREAD,2023-06-23 00:00:00,2023-06-26 00:00:00,-2.955,-4.203,3,565.93,0.81,STOP_LOSS
MSFT/MRK,MSFT,MRK,LONG_SPREAD,2023-06-23 00:00:00,2023-06-26 00:00:00,-2.766,-3.908,3,312.78,0.45,STOP_LOSS
AAPL/META,AAPL,META,SHORT_SPREAD,2023-06-26 00:00:00,2023-06-30 00:00:00,2.524,0.191,4,195.53,0.28,SIGNAL
AAPL/META,AAPL,META,SHORT_SPREAD,2023-06-30 00:00:00,2023-07-03 00:00:00,2.524,-0.089,3,42.54,0.06,SIGNAL
AAPL/MRK,AAPL,MRK,LONG_SPREAD,2023-07-03 00:00:00,2023-07-05 00:00:00,-2.012,-3.514,2,-2124.33,-3.03,STOP_LOSS
MSFT/MRK,MSFT,MRK,LONG_SPREAD,2023-07-03 00:00:00,2023-07-05 00:00:00,-2.066,-3.542,2,-1914.63,-2.74,STOP_LOSS
AAPL/MRK,AAPL,MRK,LONG_SPREAD,2023-07-05 00:00:00,2023-07-07 00:00:00,-2.012,-3.562,2,-317.84,-0.45,STOP_LOSS
MSFT/MRK,MSFT,MRK,LONG_SPREAD,2023-07-05 00:00:00,2023-07-07 00:00:00,-2.066,-3.564,2,-192.73,-0.28,STOP_LOSS
KO/PEP,KO,PEP,LONG_SPREAD,2023-05-29 00:00:00,2023-07-12 00:00:00,-2.356,-0.401,44,192.13,0.27,SIGNAL
BAC/WFC,BAC,WFC,LONG_SPREAD,2023-07-10 00:00:00,2023-07-17 00:00:00,-2.476,-3.614,7,-286.94,-0.41,STOP_LOSS
AAPL/MRK,AAPL,MRK,LONG_SPREAD,2023-07-07 00:00:00,2023-07-20 00:00:00,-2.012,-3.54,13,-3687.18,-5.27,STOP_LOSS
MSFT/MRK,MSFT,MRK,LONG_SPREAD,2023-07-07 00:00:00,2023-07-20 00:00:00,-2.066,-3.502,13,-2835.3,-4.05,STOP_LOSS
AAPL/MSFT,AAPL,MSFT,SHORT_SPREAD,2023-08-07 00:00:00,2023-08-14 00:00:00,2.817,0.165,7,457.79,0.65,SIGNAL
BAC/GS,BAC,GS,SHORT_SPREAD,2023-08-21 00:00:00,2023-09-25 00:00:00,2.01,3.508,35,-407.8,-0.58,STOP_LOSS
MSFT/META,MSFT,META,SHORT_SPREAD,2023-08-14 00:00:00,2023-09-26 00:00:00,2.743,0.109,43,220.42,0.31,SIGNAL
GS/JNJ,GS,JNJ,LONG_SPREAD,2023-10-09 00:00:00,2023-10-19 00:00:00,-2.406,-3.706,10,-2238.71,-3.2,STOP_LOSS
WFC/JNJ,WFC,JNJ,LONG_SPREAD,2023-10-09 00:00:00,2023-10-19 00:00:00,-2.493,-3.649,10,-1783.48,-2.55,STOP_LOSS
BAC/JNJ,BAC,JNJ,LONG_SPREAD,2023-10-16 00:00:00,2023-10-19 00:00:00,-2.11,-3.632,3,-1667.46,-2.38,STOP_LOSS
BAC/JNJ,BAC,JNJ,LONG_SPREAD,2023-10-19 00:00:00,2023-10-20 00:00:00,-2.11,-3.621,1,-5.66,-0.01,STOP_LOSS
JPM/PFE,JPM,PFE,LONG_SPREAD,2023-10-09 00:00:00,2023-11-24 00:00:00,-2.509,-1.44,46,-898.52,-1.28,MAX_HOLD
JPM/MRK,JPM,MRK,LONG_SPREAD,2023-10-09 00:00:00,2023-11-24 00:00:00,-2.197,-1.326,46,-717.18,-1.02,MAX_HOLD
JPM/ABT,JPM,ABT,LONG_SPREAD,2023-10-09 00:00:00,2023-11-24 00:00:00,-2.231,-1.183,46,-687.71,-0.98,MAX_HOLD
GS/PFE,GS,PFE,LONG_SPREAD,2023-10-09 00:00:00,2023-11-24 00:00:00,-2.002,-1.453,46,-1023.27,-1.46,MAX_HOLD
WFC/PFE,WFC,PFE,LONG_SPREAD,2023-10-09 00:00:00,2023-11-24 00:00:00,-2.121,-1.25,46,-584.46,-0.83,MAX_HOLD
PEP/WMT,PEP,WMT,SHORT_SPREAD,2023-11-06 00:00:00,2023-11-24 00:00:00,2.245,0.487,18,252.05,0.36,SIGNAL
BAC/JNJ,BAC,JNJ,LONG_SPREAD,2023-10-20 00:00:00,2023-11-27 00:00:00,-2.11,0.0,38,1685.62,2.41,END_OF_BACKTEST
PFE/MRK,PFE,MRK,SHORT_SPREAD,2023-11-06 00:00:00,2023-11-27 00:00:00,2.346,0.0,21,-15.0,-0.02,END_OF_BACKTEST