Pair trading backtest

	A	B	C	D	E	F	G	H	I	J	K	L	M
1	Date	stock1	stock2	pvalue	zscore	correlation	Sector1	Sector2	Entry Ratio	Exit Ratio	W/L	Sector(Same/diff)	Percentage

2	2021-12-28	MOTHERSON	BANDHANBNK	0.040552	2.810114	0.434668	Automobile and Auto Components	Financial Services	0.35092	0.41456	L	FALSE	-0.15
3	2022-02-01	CIPLA	DRREDDY	0.032208	3.748723	0.502167	Healthcare	Healthcare	0.219624	0.2165	W	TRUE	0.0144295612
4	2022-02-11	BANKBARODA	DLF	0.040564	2.518479	0.448279	Realty	Financial Services	0.2932378473	0.295	L	FALSE	-0.005973399083
5	2022-03-03	COLPAL	HINDUNILVR	0.000953	3.238278	0.414418	Fast Moving Consumer Goods	Fast Moving Consumer Goods	0.673538	0.7775985788	L	TRUE	-0.1338230054
6	2022-03-13	JSWSTEEL	BAJFINANCE	0.033695	2.563672	0.485955	Metals & Mining	Financial Services	0.101049	0.0978	W	FALSE	0.0332208589
7	2022-03-23	COALINDIA	GAIL.NS	0.029438	2.723169	0.552873	Oil Gas & Consumable Fuels	Oil Gas & Consumable Fuels	1.917219	1.6596	W	TRUE	0.1552295734
8	2022-04-12	BEL	TITAN	0.031594	2.774564	0.434524	Capital Goods	Consumer Durables	0.032659	0.0344	L	FALSE	-0.05061046512
9	2022-04-22	BAJFINANCE	HDFCBANK	0.011074	2.656527	0.547017	Financial Services	Financial Services	5.193806905	4.32564555	L	TRUE	0.2007009923
10	2022-05-02	M&M	GRASIM	0.004511	2.590218	0.504938	Automobile and Auto Components	Construction Materials	0.54633655	0.6749955271	L	FALSE	-0.190607155
11	2022-05-12	ICICIGI	DLF	0.004702	2.550038	0.523218	Realty	Financial Services	3.81773834	3.632329241	W	FALSE	0.05104413345
12	2022-05-22	EICHERMOT	ICICIBANK	0.004034	3.154186	0.507667	Automobile and Auto Components	Financial Services	3.816222	3.7678	W	FALSE	0.0128515314
13	2022-06-01	NESTLEIND	BERGEPAINT	0.015614	2.970983	0.442931	Consumer Durables	Fast Moving Consumer Goods	28.943	28.682	W	FALSE	0.009099783837
14	2022-06-11	BPCL	BERGEPAINT	0.030562	2.801787	0.435466	Oil Gas & Consumable Fuels	Consumer Durables	0.5752	0.5467	W	FALSE	0.05213096762
15	2022-06-21	SIEMENS	INDUSINDBK	0.022398	2.504157	0.473927	Financial Services	Capital Goods	2.937	3.1232	L	FALSE	-0.05961834016
16	2022-07-01	BHARTIARTL	INDUSINDBK	0.044018	2.880983	0.504653	Financial Services	Telecommunication	0.8249	0.7203	W	FALSE	0.1452172706
17	2022-07-21	TITAN	HCLTECH	0.031439	2.596383	0.409429	Information Technology	Consumer Durables	2.475694866	2.5846	L	FALSE	-0.04213616588
18	2022-07-31	PIDILITIND	MCDOWELL-N	0.042193	3.504181	0.575977	Fast Moving Consumer Goods	Chemicals	3.146662807	3.488	L	FALSE	-0.09786043384
19	2022-08-10	BERGEPAINT	BPCL	0.015148	2.687862	0.443812	Consumer Durables	Oil Gas & Consumable Fuels	2.071703	2.0753	L	FALSE	-0.001733243386
20	2022-08-30	TECHM	MPHASIS	0.031053	2.585873	0.688006	Information Technology	Information Technology	0.4961193544	0.51089	L	TRUE	-0.02891159661
21	2022-09-19	WIPRO	MPHASIS	0.006364	2.501245	0.670624	Information Technology	Information Technology	5.020167	5.3324	L	TRUE	-0.05855393444
22	2022-09-29	MARICO	COLPAL	0.002201	2.539219	0.464633	Fast Moving Consumer Goods	Fast Moving Consumer Goods	0.34533	0.31973	W	TRUE	0.080067557
23	2022-10-19	NESTLEIND	DABUR	0.01274	3.237895	0.603015	Fast Moving Consumer Goods	Fast Moving Consumer Goods	35.769692	34.889	W	TRUE	0.02524268394
24	2022-10-29	PIIND	SBICARD	0.030292	3.376058	0.4442	Financial Services	Chemicals	0.252175	0.24553	W	FALSE	0.02706390258
25	2022-11-08	LT	DMART	0.040424	2.72461	0.411599	Consumer Services	Construction	0.4834430427	0.65	L	FALSE	-0.2562414728
26	2022-12-08	LT	ICICIBANK	0.000037	2.505087	0.449475	Financial Services	Construction	2.326	2.537	L	FALSE	-0.08316909736
27	2022-12-23	NAUKRI	TATAMOTORS	0.014346	2.73274	0.501449	Automobile and Auto Components	Consumer Services	0.09632	8.653197802	W	FALSE	-0.9888688549
28	2022-12-23	ULTRACEMCO	DLF	0.008553	2.640529	0.472136	Realty	Construction Materials	19.2641115	21.35951966	L	FALSE	-0.09810183897
29	2023-01-07	TATASTEEL	DLF	0.031561	2.696047	0.599499	Realty	Metals & Mining	0.3134048298	0.2932913034	W	FALSE	0.06857866625
30	2023-01-17	ACC	SHREECEM	0.025238	2.611759	0.473277	Construction Materials	Construction Materials	0.09778034502	0.06586041966	W	TRUE	0.4846602182
31	2023-02-07	GRASIM	ACC	0.045515	2.746155	0.452861	Construction Materials	Construction Materials	0.8038528219	0.9679515703	L	TRUE	-0.1695319823
32	2023-02-09	BOSCHLTD	HEROMOTOCO.NS	0.004248	3.162108	0.400406	Automobile and Auto Components	Automobile and Auto Components	6.672958	7.945009457	L	TRUE	-0.1601069784
33	2023-02-10	ACC	ATGL	0.036241	4.853922	0.421453	Construction Materials	Oil Gas & Consumable	1.513461815	1.759095886	L	FALSE	-0.1396365441
34	2023-02-13	INDUSTOWER	ADANIPORTS	0.034133	2.538926	0.57281	Services	Telecommunication	0.2855077379	0.2358925444	W	FALSE	0.2103296385
35	2023-02-16	ATGL	ADANIPORTS	0.022666	3.78018	0.426745	Oil Gas & Consumable Fuels	Services	1.763103406	1.522571948	W	FALSE	0.1579770716
36	2023-02-21	ONGC	GAIL	0.02081	2.608508	0.407608	Oil Gas & Consumable Fuels	Oil Gas & Consumable Fuels	1.618077	1.44	W	TRUE	0.1236645833
37	2023-02-23	SHREECEM	ULTRACEMCO	0.013839	2.767621	0.608252	Construction Materials	Construction Materials	3.62	3.433	W	TRUE	0.05447130789
38	2023-02-28	TECHM	WIPRO	0.034727	2.594031	0.625239	Information Technology	Information Technology	2.84	3.2	L	TRUE	-0.1125
39	2023-03-03	SHREECEM	ULTRACEMCO	0.038074	2.71548	0.603335	Construction Materials	Construction Materials	3.646052	3.433	W	TRUE	0.06206000583
40	2023-03-07	ADANIPORTS	ATGL	0.02953	3.494494	0.417307	Services	Oil Gas & Consumable Fuels	0.842019	0.6567834125	W	FALSE	0.2820345094
41	2023-03-13	ADANIPORTS	ATGL	0.000057	2.501009	0.414126	Services	Oil Gas & Consumable Fuels	0.7057820776	0.6567834126	W	FALSE	0.07460399281
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