import pandas as pd import glob import os pnl_files = glob.glob('backtest_results/*_daily_pnl.csv') trades_files = glob.glob('backtest_results/*_trades.csv') latest_pnl = max(pnl_files, key=os.path.getctime) latest_trades = max(trades_files, key=os.path.getctime) df_pnl = pd.read_csv(latest_pnl) df_trades = pd.read_csv(latest_trades) win_rate = (df_trades['pnl'] > 0).mean() * 100 total_trades = len(df_trades) max_profit_per_day = df_pnl['pnl'].max() max_loss_per_day = df_pnl['pnl'].min() avg_pnl_per_day = df_pnl['pnl'].mean() win_days = (df_pnl['pnl'] > 0).sum() loss_days = (df_pnl['pnl'] < 0).sum() max_win_trade = df_trades['pnl'].max() max_loss_trade = df_trades['pnl'].min() avg_win_trade = df_trades[df_trades['pnl'] > 0]['pnl'].mean() avg_loss_trade = df_trades[df_trades['pnl'] < 0]['pnl'].mean() print(f"Total Trades: {total_trades}") print(f"Win Rate: {win_rate:.2f}%") print(f"Max Profit in a Day: ") print(f"Max Loss in a Day: ") print(f"Avg P&L per Day: ") print(f"Winning Days: {win_days}") print(f"Losing Days: {loss_days}") print(f"Max Profit on a single trade: ") print(f"Max Loss on a single trade: ") print(f"Avg Win per Trade: ") print(f"Avg Loss per Trade: ")