app.py

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import csv 
import pandas as pd
from datetime import datetime, timedelta
import numpy as np
import datetime as dt
import matplotlib.pyplot as plt
from pathlib import Path
import time
import plotly.graph_objects as go
import plotly.io as pio
from PIL import Image

import streamlit as st
import plotly.express as px
import altair as alt
import dateutil.parser
from  matplotlib.colors import LinearSegmentedColormap


# +
class color:
    PURPLE = '\033[95m'
    CYAN = '\033[96m'
    DARKCYAN = '\033[36m'
    BLUE = '\033[94m'
    GREEN = '\033[92m'
    YELLOW = '\033[93m'
    RED = '\033[91m'
    BOLD = '\033[1m'
    UNDERLINE = '\033[4m'
    END = '\033[0m'

def conditional_formatter(value):
    return "${:.2f}".format(value) if not (abs(value) < 1.00) else "${:.5f}".format(value)
@st.cache_data    
def print_PL(amnt, thresh, extras = "" ):
    if amnt > 0:
        return color.BOLD + color.GREEN + str(amnt) + extras + color.END
    elif amnt < 0:
        return color.BOLD + color.RED + str(amnt)+ extras + color.END
    elif np.isnan(amnt):
        return str(np.nan)
    else:
        return str(amnt + extras)
    
@st.cache_data      
def get_headers(logtype):
    otimeheader = ""
    cheader = ""
    plheader = ""
    fmat = '%Y-%m-%d %H:%M:%S'
    
    if logtype == "ByBit":
        otimeheader = 'Create Time'
        cheader = 'Contracts'
        plheader = 'Closed P&L'
        fmat = '%Y-%m-%d %H:%M:%S'
        
    if logtype == "BitGet":
        otimeheader = 'Date'
        cheader = 'Futures'
        plheader = 'Realized P/L'
        fmat = '%Y-%m-%d %H:%M:%S'  
        
    if logtype == "MEXC":
        otimeheader = 'Trade time'
        cheader = 'Futures'
        plheader = 'closing position'
        fmat = '%Y/%m/%d %H:%M'
        
    if logtype == "Binance":
        otimeheader = 'Date'
        cheader = 'Symbol'
        plheader = 'Realized Profit'
        fmat = '%Y-%m-%d %H:%M:%S'
        
    #if logtype == "Kucoin":
    #    otimeheader = 'Time'
    #    cheader = 'Contract'
    #    plheader = ''
    #    fmat = '%Y/%m/%d %H:%M:%S' 

        
    if logtype == "Kraken":
        otimeheader = 'time'
        cheader = 'asset'
        plheader = 'amount'
        fmat = '%Y-%m-%d %H:%M:%S.%f'  
        
    if logtype == "OkX":
        otimeheader = '\ufeffOrder Time'
        cheader = '\ufeffInstrument'
        plheader = '\ufeffPL'
        fmat = '%Y-%m-%d %H:%M:%S'        
    
    return otimeheader.lower(), cheader.lower(), plheader.lower(), fmat
    
@st.cache_data    
def get_coin_info(df_coin, principal_balance,plheader):
    numtrades = int(len(df_coin))
    numwin = int(sum(df_coin[plheader] > 0))
    numloss = int(sum(df_coin[plheader] < 0))
    winrate = np.round(100*numwin/numtrades,4)
    
    grosswin = sum(df_coin[df_coin[plheader] > 0][plheader])
    grossloss = sum(df_coin[df_coin[plheader] < 0][plheader])
    if grossloss != 0:
        pfactor = -1*np.round(grosswin/grossloss,2)
    else: 
        pfactor = np.nan
    
    cum_PL = np.round(sum(df_coin[plheader].values),2)
    cum_PL_perc = np.round(100*cum_PL/principal_balance,2)
    mean_PL = np.round(sum(df_coin[plheader].values/len(df_coin)),2)
    mean_PL_perc = np.round(100*mean_PL/principal_balance,2)
    
    return numtrades, numwin, numloss, winrate, pfactor, cum_PL, cum_PL_perc, mean_PL, mean_PL_perc

@st.cache_data  
def get_hist_info(df_coin, principal_balance,plheader):
    numtrades = int(len(df_coin))
    numwin = int(sum(df_coin[plheader] > 0))
    numloss = int(sum(df_coin[plheader] < 0))
    if numtrades != 0:
        winrate = np.round(100*numwin/numtrades,4)
    else: 
        winrate = np.nan
    
    grosswin = sum(df_coin[df_coin[plheader] > 0][plheader])
    grossloss = sum(df_coin[df_coin[plheader] < 0][plheader])
    if grossloss != 0:
        pfactor = -1*np.round(grosswin/grossloss,2)
    else: 
        pfactor = np.nan
    return numtrades, numwin, numloss, winrate, pfactor

@st.cache_data  
def get_rolling_stats(df, lev, otimeheader, days):
    max_roll = (df[otimeheader].max() - df[otimeheader].min()).days
    
    if max_roll >= days:
        rollend = df[otimeheader].max()-timedelta(days=days)
        rolling_df = df[df[otimeheader] >= rollend]

        if len(rolling_df) > 0:
            rolling_perc = rolling_df['Return Per Trade'].dropna().cumprod().values[-1]-1
        else: 
            rolling_perc = np.nan
    else:
        rolling_perc = np.nan
    return 100*rolling_perc
@st.cache_data  
def cc_coding(row):
    return ['background-color: lightgrey'] * len(row) if row['Exit Date'] <= datetime.strptime('2022-12-16 00:00:00','%Y-%m-%d %H:%M:%S').date() else [''] * len(row)
def ctt_coding(row):
    return ['background-color: lightgrey'] * len(row) if row['Exit Date'] <= datetime.strptime('2023-01-02 00:00:00','%Y-%m-%d %H:%M:%S').date() else [''] * len(row)

@st.cache_data
def my_style(v, props=''):
    props = 'color:red' if v < 0 else 'color:green'
    return props

def filt_df(df, cheader, symbol_selections):
    
    df = df.copy()
    df = df[df[cheader].isin(symbol_selections)]

    return df
def drop_frac_cents(d):
    D = np.floor(100*d)/100
    return D
def load_data(filename, account, exchange, otimeheader, fmat):
    cols1 = ['id','datetime', 'exchange', 'subaccount', 'pair', 'side', 'action', 'amount', 'price', 'errors']
    cols2 = ['id','datetime', 'exchange', 'subaccount', 'pair', 'side', 'action', 'amount', 'price', 'errors', 'P/L', 'P/L %','exit price', 'Lev']
    old_df = pd.read_csv("history-old.csv", header = 0, names= cols1)
    df = pd.read_csv(filename, header = 0, names= cols2)
    df.loc[df['exit price'] > 0, 'price'] = df.loc[df['exit price'] > 0, 'exit price']
    
    df = pd.concat([old_df, df], ignore_index=True)
    
    filtdf = df[(df.exchange == exchange) & (df.subaccount == account)].dropna()
    
    if not filtdf.empty:
        filtdf = filtdf.sort_values('datetime')
        filtdf = filtdf.iloc[np.where(filtdf.action == 'open')[0][0]:, :] #get first open signal in dataframe

        tnum = 0
        dca = 0
        newdf = pd.DataFrame([], columns=['Trade','Signal','Entry Date','Buy Price', 'Sell Price','Exit Date', 'P/L per token', 'P/L %'])
        for index, row in filtdf.iterrows(): 
            if row.action == 'open':
                dca += 1 
                tnum += 1 
                sig = 'Long' if row.side == 'long' else 'Short'
                temp = pd.DataFrame({'Trade' :[tnum], 'Signal': [sig], 'Entry Date':[row.datetime],'Buy Price': [row.price], 'Sell Price': [np.nan],'Exit Date': [np.nan], 'P/L per token': [np.nan], 'P/L %': [np.nan], 'DCA': [dca]})
                newdf = pd.concat([newdf,temp], ignore_index = True)
            if row.action == 'close':
                for j in np.arange(tnum-1, tnum-dca-1,-1):
                    newdf.loc[j,'Sell Price'] = row.price 
                    newdf.loc[j,'Exit Date'] = row.datetime
                dca = 0 

        newdf['Buy Price'] = pd.to_numeric(newdf['Buy Price'])
        newdf['Sell Price'] = pd.to_numeric(newdf['Sell Price'])

        newdf['P/L per token'] = newdf['Sell Price'] - newdf['Buy Price']
        newdf['P/L %'] = 100*newdf['P/L per token']/newdf['Buy Price']
        newdf = newdf.dropna()
    else: 
        newdf = pd.DataFrame([], columns=['Trade','Signal','Entry Date','Buy Price', 'Sell Price','Exit Date', 'P/L per token', 'P/L %'])
    
    if account == 'Pure Bread (ByBit)':
        tvdata = pd.read_csv('pb-history-old.csv',header = 0).drop('Unnamed: 0', axis=1)
    elif account == 'PUMPernickel (ByBit)':
        tvdata = pd.read_csv('pn-history-old.csv',header = 0).drop('Unnamed: 0', axis=1)
    else:
        tvdata = pd.DataFrame([])
    if tvdata.empty:
        df = newdf
    else:
        df = pd.concat([tvdata, newdf], ignore_index =True)
    df = df.sort_values('Entry Date', ascending = True)
    df.index = range(len(df))
    df.Trade = df.index + 1 
        
    dateheader = 'Date'
    theader = 'Time'

    df[dateheader] = [tradetimes.split(" ")[0] for tradetimes in df[otimeheader].values]
    df[theader] = [tradetimes.split(" ")[1] for tradetimes in df[otimeheader].values]
    
    df[otimeheader] = pd.to_datetime(df[otimeheader])
    df['Exit Date'] = pd.to_datetime(df['Exit Date'])
    
    df[dateheader] = [dateutil.parser.parse(date).date() for date in df[dateheader]]
    df[theader] = [dateutil.parser.parse(time).time() for time in df[theader]]
    return df

@st.cache_data  
def get_account_drawdown(trades, principal_balance):
    max_draw_perc = 0.00
    beg = 0 
    trades = np.hstack([0.0, trades.dropna().values]) + principal_balance
    if len(trades) > 2:
        for ind in range(len(trades)-1):
            delta = 100*(trades[ind+1:] - trades[ind])/trades[ind]
            max_draw_perc = min(max_draw_perc, delta.min())
    else: 
        max_draw = min(max_draw, trades)
        max_draw_perc = 100*max_draw/(principal_balance)
    return max_draw_perc 

def get_pl(bot_selections, df, dca_amnt, dollar_cap, lev, principal_balance):
    signal_map = {'Long': 1, 'Short':-1}  
    fees = .075/100
    if df.empty: 
        cum_pl = principal_balance
        effective_return = 0.0
    else: 
        if bot_selections == 'ct':
            dca_map = {1: dca_amnt/100, 2: dca_amnt/100, 3: dca_amnt/100, 4: dca_amnt/100, 5: dca_amnt/100, 6: dca_amnt/100}
            df['DCA %'] = df['DCA'].map(dca_map)
            df['Calculated Return %'] = (df['DCA %'])*(df['Signal'].map(signal_map)*(df['Sell Price']-df['Buy Price'])/df['Buy Price']-2*fees) #accounts for fees on open and close of trade 
            df['DCA'] = np.floor(df['DCA'].values)
    
            df['Return Per Trade'] = np.nan
            df['Balance used in Trade'] = np.nan
            df['New Balance'] = np.nan
    
            g = df.groupby('Exit Date').sum(numeric_only=True)['Calculated Return %'].reset_index(name='Return Per Trade')
            df.loc[df['DCA']==1.0,'Return Per Trade'] = 1+lev*g['Return Per Trade'].values
    
            df['Compounded Return'] = df['Return Per Trade'].cumprod()
            df.loc[df['DCA']==1.0,'New Balance'] = [min(dollar_cap/lev, bal*principal_balance) for bal in df.loc[df['DCA']==1.0,'Compounded Return']]
            df.loc[df['DCA']==1.0,'Balance used in Trade'] = np.concatenate([[principal_balance], df.loc[df['DCA']==1.0,'New Balance'].values[:-1]])
        else: 
            df['Calculated Return %'] = (df['Signal'].map(signal_map)*(df['Sell Price']-df['Buy Price'])/df['Buy Price'])-2*fees #accounts for fees on open and close of trade 
            df['Return Per Trade'] = np.nan
            g = df.groupby('Exit Date').sum(numeric_only=True)['Calculated Return %'].reset_index(name='Return Per Trade')
            df['Return Per Trade'] = 1+lev*g['Return Per Trade'].values
    
            df['Compounded Return'] = df['Return Per Trade'].cumprod()
            df['New Balance'] = [min(dollar_cap/lev, bal*principal_balance) for bal in df['Compounded Return']]
            df['Balance used in Trade'] = np.concatenate([[principal_balance], df['New Balance'].values[:-1]])
        df['Net P/L Per Trade'] = drop_frac_cents((df['Return Per Trade']-1)*df['Balance used in Trade'])
        df['Cumulative P/L'] = df['Net P/L Per Trade'].cumsum()
    
        cum_pl = df.loc[df.dropna().index[-1],'Cumulative P/L'] + principal_balance
    
        effective_return = 100*((cum_pl - principal_balance)/principal_balance)
    
    return df, cum_pl, effective_return

def runapp() -> None:
    no_errors = True 
    otimeheader = 'Exit Date'
    fmat = '%Y-%m-%d %H:%M:%S'
    dollar_cap = 1000000000.00

    pn_data = load_data('history.csv', 'PUMPernickel (ByBit)', 'Bybit Futures', otimeheader, fmat)
    pb_data = load_data('history.csv', 'Pure Bread (ByBit)', 'Bybit Futures', otimeheader, fmat)

    df = pd.concat([pn_data, pb_data])

    ct_df = pn_data.copy(deep=True)
    pb_df = pb_data.copy(deep=True)

    dateheader = 'Date'
    theader = 'Time'
    with st.form("user input", ):
        st.header("Choose your settings:")
        if no_errors:
            with st.container():
                col1, col2, col3 = st.columns(3)
                with col1:
                    try:
                        startdate = st.date_input("Start Date", value=pd.to_datetime(df[otimeheader]).min())
                    except:
                        st.error("Please select a valid start date.")
                        no_errors = False 

                with col2:
                    try:
                        enddate = st.date_input("End Date", value=datetime.today())
                    except:
                        st.error("Please select a valid end date.")
                        no_errors = False 
                with col3: 
                    principal_balance = st.number_input('Starting Balance', min_value=0.00, value=1000.00, max_value= dollar_cap, step=.01)
                #st.sidebar.subheader("Customize your Dashboard")

                if no_errors and (enddate < startdate): 
                    st.error("End Date must be later than Start date. Please try again.")
                    no_errors = False 
        if no_errors:
            dca_amnt = 100/5

            with st.container(): 
                col1,col2 = st.columns(2) 
                with col1:
                    st.write("**Pumpernickel (PN)**")
                    ct_lev = st.number_input('PN Leverage', min_value=1, value=1, max_value= 2, step=1)
                    ct_alloc = st.number_input("PN Allocation (%)", min_value=0, value=50, max_value=100, step=1)
                with col2: 
                    st.write("**Pure Bread (PB)**")
                    pb_lev = st.number_input('PB Leverage', min_value=1, value=1, max_value= 3, step=1)
                    pb_alloc = st.number_input("PB Allocation (%)", min_value=0, value=50, max_value=100, step=1)


        #hack way to get button centered 
        c = st.columns(5)
        with c[2]: 
            submitted = st.form_submit_button("Get Cookin'!")           

        if submitted and principal_balance *ct_alloc/100 * ct_lev > dollar_cap:
            ct_lev = np.floor(dollar_cap/(principal_balance*ct_alloc/100))
            st.error(f"WARNING:Allocated balance for Pumpernickel exceeds the ${dollar_cap} limit. Using maximum available leverage of {ct_lev}")

        if submitted and principal_balance *pb_alloc/100 * pb_lev > dollar_cap:
            pb_lev = np.floor(pb_dollar_cap/(principal_balance*pb_alloc/100))
            st.error(f"WARNING:Allocated balance for Pure Bread exceeds the ${dollar_cap} limit. Using maximum available leverage of {pb_lev}")

        if submitted and (ct_alloc + pb_alloc) > 100: 
            st.error("Invalid allocation amounts. The total allocations must not exceed 100% of available funds. Please check your allocations and try again.")
            no_errors = False 
        if submitted and (ct_alloc + pb_alloc) < 100: 
            st.error(f'WARNING: The allocation amounts you have selected do not sum to 100%. Only {ct_alloc + pb_alloc}% of the starting balance will be used for trading.')


    if no_errors == True:
        df = df[(df[dateheader] >= startdate) & (df[dateheader] <= enddate)]
        ct_df = ct_df[(ct_df[dateheader] >= startdate) & (ct_df[dateheader] <= enddate)]
        pb_df = pb_df[(pb_df[dateheader] >= startdate) & (pb_df[dateheader] <= enddate)]
        if len(df) == 0:
                st.error("There are no available trades matching your selections. Please try again!")
                no_errors = False

        ct_df, ct_cum_pl, ct_effective_return = get_pl('ct', ct_df, dca_amnt, dollar_cap, ct_lev, principal_balance*ct_alloc/100)
        pb_df, pb_cum_pl, pb_effective_return = get_pl('pb', pb_df, dca_amnt, dollar_cap, pb_lev, principal_balance*pb_alloc/100)
        
        combo = pd.concat([ct_df, pb_df], ignore_index = True).sort_values('Entry Date')
        combo['Cumulative P/L'] = combo['Net P/L Per Trade'].cumsum()
        max_draw = get_account_drawdown(combo['Cumulative P/L'], principal_balance)
        
        cum_pl = ct_cum_pl + pb_cum_pl
        effective_return = ct_alloc/100*ct_effective_return + pb_alloc/100*pb_effective_return

        st.header(f"Bread Bundle Results")
        with st.container(): 
            st.metric(
                "Total Account Balance",
                f"${cum_pl:.2f}",
                f"{100*(cum_pl-principal_balance)/(principal_balance):.2f} %",
            )
            col1, col2 = st.columns(2)
            with col1: 
                st.metric(
                "Pumpernickel Balance",
                f"${ct_cum_pl:.2f}",
                f"{ct_alloc*(ct_cum_pl-principal_balance*ct_alloc/100)/(principal_balance*ct_alloc/100):.2f} %",
            )
            with col2: 
                st.metric(
                "Pure Bread Balance",
                f"${pb_cum_pl:.2f}",
                f"{pb_alloc*(pb_cum_pl-principal_balance*pb_alloc/100)/(principal_balance*pb_alloc/100):.2f} %",
            )

            ct_df.insert(1, 'Bot', ['PN']*len(ct_df))
            if ct_df.empty: 
                grouped_ct = pd.DataFrame([])
            else: 
                grouped_ct = ct_df.groupby('Exit Date').agg({'Bot': 'first', 'Signal':'min','Entry Date': 'min','Exit Date': 'max','Buy Price': 'mean',
                     'Sell Price' : 'max',
                     'Net P/L Per Trade': 'mean', 
                     'Return Per Trade': 'mean', 
                     'Calculated Return %' : lambda x: np.round(ct_alloc*ct_lev*x.sum(),2), 
                     'DCA': lambda x: int(np.floor(x.max()))})

            pb_df.insert(1, 'Bot', ['PB']*len(pb_df))
            if pb_df.empty: 
                grouped_pb = pd.DataFrame([])
            else: 
                grouped_pb = pb_df.groupby('Exit Date').agg({'Bot': 'first', 'Signal':'min','Entry Date': 'min','Exit Date': 'max','Buy Price': 'mean',
                     'Sell Price' : 'max',
                     'Net P/L Per Trade': 'mean', 
                     'Return Per Trade': 'mean', 
                     'Calculated Return %' : lambda x: np.round(pb_alloc*pb_lev*x.sum(),2)})

            all_dfs = [grouped_ct, grouped_pb]
            df = pd.concat([d for d in all_dfs if not d.empty])

            df['Entry Date'] = pd.to_datetime(df['Entry Date'])
            df['Exit Date'] = pd.to_datetime(df['Exit Date'])
            df.index = range(len(df))
            df.sort_values('Exit Date', ascending = True, inplace=True)

            # Create figure
            fig = go.Figure()

            pyLogo = Image.open("logo.png")

            # Add trace
            fig.add_trace(
                go.Scatter(x=df['Exit Date'], y=np.round(df['Net P/L Per Trade'].cumsum().values,2), line_shape='spline', 
                           line = {'smoothing': 1.0, 'color' : 'rgba(31, 119, 200,.8)'},
                           name='Cumulative P/L')
            )
            dfdata = df[(df['Bot'] == 'PN')]
            eth_buyhold  = ((ct_alloc)/100*principal_balance/dfdata['Buy Price'][dfdata.index[0]])*(dfdata['Buy Price']-dfdata['Buy Price'][dfdata.index[0]])
            fig.add_trace(go.Scatter(x=dfdata['Exit Date'], y=np.round(eth_buyhold.values,2), line_shape='spline', 
                                     line = {'smoothing': 1.0, 'color' :'red'}, name = 'ETH Buy & Hold Return')
            )
            dfdata = df[df['Bot'] == 'PB']
            doge_buyhold  = ((pb_alloc)/100*principal_balance/dfdata['Buy Price'][dfdata.index[0]])*(dfdata['Buy Price']-dfdata['Buy Price'][dfdata.index[0]])
            fig.add_trace(go.Scatter(x=dfdata['Exit Date'], y=np.round(doge_buyhold.values,2), line_shape='spline', 
                                     line = {'smoothing': 1.0, 'color' :'green'}, name = 'DOGE Buy & Hold Return')
            )

            img_width = 2001
            img_height = 622
            fig.add_layout_image(
                    dict(
                        source=pyLogo,
                        xref="paper",
                        yref="paper",
                        x = 0.1, 
                        y = 1, 
                        xanchor ="left", yanchor = "top",
                        sizex= 1, 
                        sizey= 1,
                        opacity=0.2, 
                    layer = "below")
            )

            #style layout 
            fig.update_layout(
                height = 550,
                xaxis=dict(
                    title="Exit Date", 
                    tickmode='array',
                    showgrid=False
                ),
                yaxis=dict(
                    title="Cumulative P/L",
                    showgrid=False
                ), 
                legend=dict(
                x=.05,
                y=0.95,
                traceorder="normal"
                ),
                plot_bgcolor = 'rgba(10, 10, 10, 1)'
            ) 

            st.plotly_chart(fig, theme=None, use_container_width=True, height=550)

            df['Per Trade Return Rate'] = df['Return Per Trade']-1

            totals = pd.DataFrame([], columns = ['# of Trades', 'Wins', 'Losses', 'Win Rate', 'Profit Factor'])
            data = get_hist_info(df, principal_balance,'Per Trade Return Rate')
            totals.loc[len(totals)] = list(i for i in data)

            totals['Cum. P/L'] = cum_pl-principal_balance
            totals['Cum. P/L (%)'] = 100*(cum_pl-principal_balance)/principal_balance

            if df.empty:
                st.error("Oops! None of the data provided matches your selection(s). Please try again.")
            else:
                with st.container():
                    for row in totals.itertuples():
                        c1, c2, c3, c4 = st.columns(4)
                        col1, col2, col3, col4 = st.columns(4)
                        with col1:
                            st.metric(
                                "Total Trades",
                                f"{row._1:.0f}",
                            )
                        with c1:
                            st.metric(
                                "Cumulative P/L",
                                f"${row._6:.2f}",
                                f"{row._7:.2f} %",
                            )
                        with col2: 
                            st.metric(
                                "Wins",
                                f"{row.Wins:.0f}",
                            )
                        with c2:
                            st.metric(
                                "Profit Factor",
                                f"{row._5:.2f}",
                            )
                        with col3: 
                            st.metric(
                                "Losses",
                                f"{row.Losses:.0f}",
                            )
                        with c3:
                            st.metric(
                            "Rolling 7 Days",
                                "",#f"{(1+get_rolling_stats(df,lev, otimeheader, 7)/100)*principal_balance:.2f}",
                                f"{(ct_alloc*get_rolling_stats(df[(df['Bot'] == 'PN')],ct_lev, otimeheader, 7) + pb_alloc*get_rolling_stats(df[(df['Bot'] == 'PB')],pb_lev, otimeheader, 7))/100:.2f}%",
                            )
                            st.metric(
                            "Rolling 90 Days",
                                "",#f"{(1+get_rolling_stats(df,lev, otimeheader, 30)/100)*principal_balance:.2f}",
                                f"{(ct_alloc*get_rolling_stats(df[(df['Bot'] == 'PN')],ct_lev, otimeheader, 90) + pb_alloc*get_rolling_stats(df[(df['Bot'] == 'PB')],pb_lev, otimeheader, 90))/100:.2f}%",
                            )

                        with col4: 
                            st.metric(
                                "Win Rate",
                                f"{row._4:.1f}%",
                            )
                        with c4:
                            st.metric(
                            "Rolling 30 Days",
                                "",#f"{(1+get_rolling_stats(df,lev, otimeheader, 90)/100)*principal_balance:.2f}",
                                f"{(ct_alloc*get_rolling_stats(df[(df['Bot'] == 'PN')],ct_lev, otimeheader, 30) + pb_alloc*get_rolling_stats(df[(df['Bot'] == 'PB')],pb_lev, otimeheader, 30))/100:.2f}%",
                            )
                            st.metric(
                            "Max Drawdown",
                                "",#f"{np.round(100*max_draw/principal_balance,2)/100*principal_balance:.2f}",
                                f"{np.round(max_draw,2)}%",
                            )
            df.rename(columns={'DCA' : '# of DCAs', 'Buy Price':'Avg. Buy Price', 'Sell Price': 'Avg. Sell Price',
            'Net P/L Per Trade':'Net P/L', 
            'Calculated Return %':'P/L %'}, inplace=True)
            if '# of DCAs' in df.columns: 
                df['# of DCAs'] = df['# of DCAs'].fillna(1.0)
                df['# of DCAs'] = [int(i) for i in df['# of DCAs'].values]
            else: 
                df['# of DCAs'] = np.ones(len(df))
            df.sort_values('Entry Date', ascending = True, inplace=True)
            df.insert(0,'Trade',np.arange(1, len(df)+1))
            df.index = range(len(df))
            df = df.drop('Per Trade Return Rate', axis=1)
            df = df.drop('Return Per Trade', axis=1)

            st.subheader("Trade Logs")
            st.dataframe(df.style.format({'Entry Date':'{:%m-%d-%Y %H:%M:%S}','Exit Date':'{:%m-%d-%Y %H:%M:%S}','Avg. Buy Price': conditional_formatter, 'Avg. Sell Price': conditional_formatter, 'Net P/L':'${:.2f}', 'P/L %':'{:.2f}%'})\
            .applymap(my_style,subset=['Net P/L'])\
            .applymap(my_style,subset=['P/L %']), use_container_width=True)

if __name__ == "__main__":
    st.set_page_config(
        "Trading Bot Dashboard", layout = 'wide'
    )
    runapp()
# -