Hello!
Firtly, congratulate with all work done, it's really helpful.
I have done some own tests to do backtests, and I found that your z-score its different than mine, using this backtest as a reference:
https://www.pairtradinglab.com/backtests/Y-33ItOP-XTOENSIDetails:
What could be wrong in my calculations of z-score to be near of yours?
I attached my dataframe exported to excel to compare.
Thank you again,
Best Regards.