Equity curve

Equity DrawdownPct DrawdownDuration
2021-11-12 00:00:00 1000 0 NaT
2021-11-13 00:00:00 1000 0 NaT
2021-11-14 00:00:00 1000 0 NaT
2021-11-15 00:00:00 1000 0 NaT
2021-11-16 00:00:00 1000 0 NaT
2021-11-17 00:00:00 1000 0 NaT
2021-11-18 00:00:00 1000 0 NaT
2021-11-19 00:00:00 1000 0 NaT
2021-11-20 00:00:00 1000 0 NaT
2021-11-21 00:00:00 1000 0 NaT
2021-11-22 00:00:00 1000 0 NaT
2021-11-23 00:00:00 1000 0 NaT
2021-11-24 00:00:00 1000 0 NaT
2021-11-25 00:00:00 1000 0 NaT
2021-11-26 00:00:00 1000 0 NaT
2021-11-27 00:00:00 1000 0 NaT
2021-11-28 00:00:00 1000 0 NaT
2021-11-29 00:00:00 1000 0 NaT
2021-11-30 00:00:00 1000 0 NaT
2021-12-01 00:00:00 1000 0 NaT
2021-12-02 00:00:00 1000 0 NaT
2021-12-03 00:00:00 1000 0 NaT
2021-12-04 00:00:00 1000 0 NaT
2021-12-05 00:00:00 1000 0 NaT
2021-12-06 00:00:00 1000 0 NaT
2021-12-07 00:00:00 1000 0 NaT
2021-12-08 00:00:00 1000 0 NaT
2021-12-09 00:00:00 1000 0 NaT
2021-12-10 00:00:00 1000 0 NaT
2021-12-11 00:00:00 1000 0 NaT
2021-12-12 00:00:00 1000 0 NaT
2021-12-13 00:00:00 1000 0 NaT
2021-12-14 00:00:00 1000 0 NaT
2021-12-15 00:00:00 1000 0 NaT
2021-12-16 00:00:00 1000 0 NaT
2021-12-17 00:00:00 1000 0 NaT
2021-12-18 00:00:00 1000 0 NaT
2021-12-19 00:00:00 1000 0 NaT
2021-12-20 00:00:00 1000 0 NaT
2021-12-21 00:00:00 1000 0 NaT
2021-12-22 00:00:00 1000 0 NaT
2021-12-23 00:00:00 1000 0 NaT
2021-12-24 00:00:00 1000 0 NaT
2021-12-25 00:00:00 1000 0 NaT
2021-12-26 00:00:00 1000 0 NaT
2021-12-27 00:00:00 1000 0 NaT
2021-12-28 00:00:00 1000 0 NaT
2021-12-29 00:00:00 998.827 0.00117282 NaT
2021-12-30 00:00:00 999.51 0.000489701 NaT
2021-12-31 00:00:00 998.569 0.0014307 NaT
2022-01-01 00:00:00 1000.14 0 4 days 00:00:00
2022-01-02 00:00:00 999.682 0.000454303 NaT
2022-01-03 00:00:00 998.808 0.00132871 NaT
2022-01-04 00:00:00 998.169 0.00196789 NaT
2022-01-05 00:00:00 995.69 0.00444604 NaT
2022-01-06 00:00:00 995.306 0.00482993 NaT
2022-01-07 00:00:00 993.728 0.0064077 NaT
2022-01-08 00:00:00 993.846 0.00628981 NaT
2022-01-09 00:00:00 994.039 0.00609738 NaT
2022-01-10 00:00:00 993.995 0.00614123 NaT
2022-01-11 00:00:00 994.939 0.00519738 NaT
2022-01-12 00:00:00 996.16 0.00397607 NaT
2022-01-13 00:00:00 994.763 0.00537347 NaT
2022-01-14 00:00:00 995.283 0.0048532 NaT
2022-01-15 00:00:00 995.308 0.00482787 NaT
2022-01-16 00:00:00 995.295 0.00484102 NaT
2022-01-17 00:00:00 994.389 0.00574661 NaT
2022-01-18 00:00:00 994.546 0.00558996 NaT
2022-01-19 00:00:00 992.968 0.00716808 NaT
2022-01-20 00:00:00 990.805 0.00933062 NaT
2022-01-21 00:00:00 981.448 0.0186858 NaT
2022-01-22 00:00:00 978.413 0.0217203 NaT
2022-01-23 00:00:00 981.005 0.0191292 NaT
2022-01-24 00:00:00 981.923 0.0182108 NaT
2022-01-25 00:00:00 982.582 0.0175527 NaT
2022-01-26 00:00:00 982.253 0.0178817 NaT
2022-01-27 00:00:00 983.027 0.017107 NaT
2022-01-28 00:00:00 984.257 0.015878 NaT
2022-01-29 00:00:00 985.251 0.0148834 NaT
2022-01-30 00:00:00 984.622 0.0155131 NaT
2022-01-31 00:00:00 985.914 0.0142207 NaT
2022-02-01 00:00:00 986.417 0.0137178 NaT
2022-02-02 00:00:00 980.095 0.0200386 NaT
2022-02-03 00:00:00 981.544 0.0185905 NaT
2022-02-04 00:00:00 996.412 0.0037244 NaT
2022-02-05 00:00:00 995.743 0.00439282 NaT
2022-02-06 00:00:00 999.225 0.000911294 NaT
2022-02-07 00:00:00 1001.74 0 37 days 00:00:00
2022-02-08 00:00:00 1002.19 0 NaT
2022-02-09 00:00:00 1003.24 0 NaT
2022-02-10 00:00:00 1001.25 0.00198798 NaT
2022-02-11 00:00:00 998.821 0.00440752 NaT
2022-02-12 00:00:00 998.484 0.00474371 NaT
2022-02-13 00:00:00 998.128 0.00509791 NaT
2022-02-14 00:00:00 999.172 0.00405763 NaT
2022-02-15 00:00:00 1003.52 0 6 days 00:00:00
2022-02-16 00:00:00 1001.27 0.0022401 NaT
2022-02-17 00:00:00 990.274 0.0131985 NaT
2022-02-18 00:00:00 988.502 0.0149649 NaT
2022-02-19 00:00:00 988.845 0.0146232 NaT
2022-02-20 00:00:00 983.302 0.0201459 NaT
2022-02-21 00:00:00 978.787 0.0246454 NaT
2022-02-22 00:00:00 982.79 0.0206569 NaT
2022-02-23 00:00:00 979.579 0.0238562 NaT
2022-02-24 00:00:00 983.107 0.0203407 NaT
2022-02-25 00:00:00 986.028 0.0174298 NaT
2022-02-26 00:00:00 985.692 0.0177641 NaT
2022-02-27 00:00:00 981.05 0.0223906 NaT
2022-02-28 00:00:00 998.934 0.00456882 NaT
2022-03-01 00:00:00 1003.06 0.000452871 NaT
2022-03-02 00:00:00 1000.7 0.00281241 NaT
2022-03-03 00:00:00 994.381 0.00910595 NaT
2022-03-04 00:00:00 979.874 0.0235622 NaT
2022-03-05 00:00:00 980.968 0.0224719 NaT
2022-03-06 00:00:00 976.679 0.0267455 NaT
2022-03-07 00:00:00 974.78 0.0286385 NaT
2022-03-08 00:00:00 978.039 0.0253905 NaT
2022-03-09 00:00:00 992.133 0.0113465 NaT
2022-03-10 00:00:00 981.074 0.0223667 NaT
2022-03-11 00:00:00 978.035 0.0253951 NaT
2022-03-12 00:00:00 978.376 0.0250549 NaT
2022-03-13 00:00:00 973.855 0.0295598 NaT
2022-03-14 00:00:00 982.168 0.0212761 NaT
2022-03-15 00:00:00 980.452 0.0229863 NaT
2022-03-16 00:00:00 990.761 0.0127136 NaT
2022-03-17 00:00:00 989.653 0.0138175 NaT
2022-03-18 00:00:00 994.396 0.00909114 NaT
2022-03-19 00:00:00 996.902 0.00659392 NaT
2022-03-20 00:00:00 991.966 0.0115122 NaT
2022-03-21 00:00:00 990.826 0.0126487 NaT
2022-03-22 00:00:00 996.803 0.00669241 NaT
2022-03-23 00:00:00 999.636 0.0038698 NaT
2022-03-24 00:00:00 1005.8 0 37 days 00:00:00
2022-03-25 00:00:00 1007.58 0 NaT
2022-03-26 00:00:00 1008.69 0 NaT
2022-03-27 00:00:00 1021.56 0 NaT
2022-03-28 00:00:00 1023.19 0 NaT
2022-03-29 00:00:00 1024.93 0 NaT
2022-03-30 00:00:00 1023.43 0.00146202 NaT
2022-03-31 00:00:00 1020.19 0.0046292 NaT
2022-04-01 00:00:00 1021.8 0.00305715 NaT
2022-04-02 00:00:00 1020.81 0.00401787 NaT
2022-04-03 00:00:00 1022.06 0.00280531 NaT
2022-04-04 00:00:00 1022.42 0.00245322 NaT
2022-04-05 00:00:00 1020.16 0.00465521 NaT
2022-04-06 00:00:00 1015.31 0.00938688 NaT
2022-04-07 00:00:00 1015.88 0.00883032 NaT
2022-04-08 00:00:00 1013.4 0.0112544 NaT
2022-04-09 00:00:00 1014.44 0.0102338 NaT
2022-04-10 00:00:00 1013.2 0.0114438 NaT
2022-04-11 00:00:00 1007.72 0.0167882 NaT
2022-04-12 00:00:00 1008.86 0.015681 NaT
2022-04-13 00:00:00 1011.1 0.0134996 NaT
2022-04-14 00:00:00 1008.58 0.0159506 NaT
2022-04-15 00:00:00 1009.85 0.0147112 NaT
2022-04-16 00:00:00 1009.49 0.0150634 NaT
2022-04-17 00:00:00 1008.03 0.0164879 NaT
2022-04-18 00:00:00 1010.37 0.0142045 NaT
2022-04-19 00:00:00 1011.82 0.0127973 NaT
2022-04-20 00:00:00 1011.53 0.0130718 NaT
2022-04-21 00:00:00 1009.7 0.0148574 NaT
2022-04-22 00:00:00 1008.1 0.0164247 NaT
2022-04-23 00:00:00 1007.54 0.0169688 NaT
2022-04-24 00:00:00 1007.56 0.0169515 NaT
2022-04-25 00:00:00 1009.59 0.0149671 NaT
2022-04-26 00:00:00 1004.77 0.019671 NaT
2022-04-27 00:00:00 1007.11 0.0173874 NaT
2022-04-28 00:00:00 1008.17 0.0163579 NaT
2022-04-29 00:00:00 1005.78 0.018688 NaT
2022-04-30 00:00:00 1003.77 0.0206507 NaT
2022-05-01 00:00:00 1005.51 0.0189477 NaT
2022-05-02 00:00:00 1005.63 0.0188322 NaT
2022-05-03 00:00:00 1003.97 0.0204512 NaT
2022-05-04 00:00:00 1008.06 0.0164637 NaT
2022-05-05 00:00:00 1001.52 0.0228423 NaT
2022-05-06 00:00:00 1000.4 0.0239386 NaT
2022-05-07 00:00:00 999.268 0.0250394 NaT
2022-05-08 00:00:00 996.279 0.0279552 NaT
2022-05-09 00:00:00 988.022 0.0360113 NaT
2022-05-10 00:00:00 989.983 0.0340984 NaT
2022-05-11 00:00:00 985.996 0.0379884 NaT
2022-05-12 00:00:00 985.841 0.0381393 NaT
2022-05-13 00:00:00 986.377 0.0376161 NaT
2022-05-14 00:00:00 988.044 0.0359901 NaT
2022-05-15 00:00:00 990.633 0.0334644 NaT
2022-05-16 00:00:00 987.601 0.0364227 NaT
2022-05-17 00:00:00 988.79 0.0352618 NaT
2022-05-18 00:00:00 985.186 0.0387786 NaT
2022-05-19 00:00:00 988.529 0.0355174 NaT
2022-05-20 00:00:00 986.198 0.0377911 NaT
2022-05-21 00:00:00 986.707 0.0372948 NaT
2022-05-22 00:00:00 988.476 0.0355688 NaT
2022-05-23 00:00:00 986.007 0.0379779 NaT
2022-05-24 00:00:00 987.143 0.0368688 NaT
2022-05-25 00:00:00 986.909 0.0370974 NaT
2022-05-26 00:00:00 986.199 0.0377904 NaT
2022-05-27 00:00:00 985.008 0.0389525 NaT
2022-05-28 00:00:00 985.845 0.0381361 NaT
2022-05-29 00:00:00 986.755 0.037248 NaT
2022-05-30 00:00:00 991.477 0.0326403 NaT
2022-05-31 00:00:00 991.617 0.0325044 NaT
2022-06-01 00:00:00 984.305 0.0396386 NaT
2022-06-02 00:00:00 986.659 0.0373416 NaT
2022-06-03 00:00:00 983.92 0.0400137 NaT
2022-06-04 00:00:00 984.516 0.0394319 NaT
2022-06-05 00:00:00 984.717 0.039236 NaT
2022-06-06 00:00:00 990.009 0.0340725 NaT
2022-06-07 00:00:00 989.108 0.0349525 NaT
2022-06-08 00:00:00 984.244 0.0396982 NaT
2022-06-09 00:00:00 983.748 0.0401821 NaT
2022-06-10 00:00:00 978.423 0.045377 NaT
2022-06-11 00:00:00 974.934 0.0487815 NaT
2022-06-12 00:00:00 965.257 0.0582225 NaT
2022-06-13 00:00:00 943.882 0.0790781 NaT
2022-06-14 00:00:00 942.046 0.0808692 NaT
2022-06-15 00:00:00 944.385 0.0785867 NaT
2022-06-16 00:00:00 932.971 0.0897231 NaT
2022-06-17 00:00:00 933.324 0.0893786 NaT
2022-06-18 00:00:00 925.49 0.0970227 NaT
2022-06-19 00:00:00 933.875 0.0888419 NaT
2022-06-20 00:00:00 933.874 0.0888424 NaT
2022-06-21 00:00:00 934.657 0.0880789 NaT
2022-06-22 00:00:00 930.81 0.0918321 NaT
2022-06-23 00:00:00 936.679 0.0861061 NaT
2022-06-24 00:00:00 937.346 0.0854552 NaT
2022-06-25 00:00:00 938.671 0.0841616 NaT
2022-06-26 00:00:00 936.302 0.0864738 NaT
2022-06-27 00:00:00 934.756 0.0879817 NaT
2022-06-28 00:00:00 932.344 0.0903355 NaT
2022-06-29 00:00:00 931.08 0.0915682 NaT
2022-06-30 00:00:00 929.694 0.0929212 NaT
2022-07-01 00:00:00 924.613 0.0978783 NaT
2022-07-02 00:00:00 924.406 0.0980803 NaT
2022-07-03 00:00:00 924.889 0.0976087 NaT
2022-07-04 00:00:00 931.952 0.0907174 NaT
2022-07-05 00:00:00 931.485 0.091173 NaT
2022-07-06 00:00:00 934.467 0.0882643 NaT
2022-07-07 00:00:00 942.6 0.0803283 NaT
2022-07-08 00:00:00 942.368 0.0805546 NaT
2022-07-09 00:00:00 942.346 0.0805764 NaT
2022-07-10 00:00:00 937.216 0.0855819 NaT
2022-07-11 00:00:00 932.515 0.0901686 NaT
2022-07-12 00:00:00 929.194 0.0934082 NaT
2022-07-13 00:00:00 936.197 0.0865758 NaT
2022-07-14 00:00:00 938.955 0.0838854 NaT
2022-07-15 00:00:00 940.834 0.0820522 NaT
2022-07-16 00:00:00 943.681 0.0792738 NaT
2022-07-17 00:00:00 940.617 0.0822634 NaT
2022-07-18 00:00:00 949.165 0.0739234 NaT
2022-07-19 00:00:00 954.207 0.0690041 NaT
2022-07-20 00:00:00 952.88 0.0702983 NaT
2022-07-21 00:00:00 952.358 0.0708079 NaT
2022-07-22 00:00:00 948.925 0.0741571 NaT
2022-07-23 00:00:00 947.208 0.0758323 NaT
2022-07-24 00:00:00 948.153 0.0749107 NaT
2022-07-25 00:00:00 938.834 0.0840032 NaT
2022-07-26 00:00:00 938.421 0.0844061 NaT
2022-07-27 00:00:00 954.794 0.0684313 NaT
2022-07-28 00:00:00 963.408 0.0600272 NaT
2022-07-29 00:00:00 962.738 0.0606801 NaT
2022-07-30 00:00:00 961.479 0.0619092 NaT
2022-07-31 00:00:00 958.19 0.065118 NaT
2022-08-01 00:00:00 958.004 0.0652993 NaT
2022-08-02 00:00:00 955.946 0.0673075 NaT
2022-08-03 00:00:00 954.291 0.0689219 NaT
2022-08-04 00:00:00 952.435 0.0707325 NaT
2022-08-05 00:00:00 958.984 0.0643435 NaT
2022-08-06 00:00:00 955.581 0.0676631 NaT
2022-08-07 00:00:00 957.673 0.0656227 NaT
2022-08-08 00:00:00 963.71 0.0597325 NaT
2022-08-09 00:00:00 957.441 0.0658491 NaT
2022-08-10 00:00:00 965.078 0.0583976 NaT
2022-08-11 00:00:00 964.891 0.0585798 NaT
2022-08-12 00:00:00 969.348 0.0542309 NaT
2022-08-13 00:00:00 969.707 0.0538815 NaT
2022-08-14 00:00:00 967.925 0.0556201 NaT
2022-08-15 00:00:00 966.824 0.0566938 NaT
2022-08-16 00:00:00 965.569 0.0579189 NaT
2022-08-17 00:00:00 961.775 0.0616198 NaT
2022-08-18 00:00:00 960.669 0.0626993 NaT
2022-08-19 00:00:00 943.452 0.079497 NaT
2022-08-20 00:00:00 945.685 0.0773183 NaT
2022-08-21 00:00:00 948.429 0.0746417 NaT
2022-08-22 00:00:00 947.583 0.0754669 NaT
2022-08-23 00:00:00 948.527 0.0745454 NaT
2022-08-24 00:00:00 947.351 0.0756932 NaT
2022-08-25 00:00:00 948.746 0.0743322 NaT
2022-08-26 00:00:00 939.118 0.0837259 NaT
2022-08-27 00:00:00 937.632 0.085176 NaT
2022-08-28 00:00:00 934.111 0.0886113 NaT
2022-08-29 00:00:00 939.444 0.0834075 NaT
2022-08-30 00:00:00 935.981 0.0867863 NaT
2022-08-31 00:00:00 937.723 0.0850874 NaT
2022-09-01 00:00:00 938.318 0.084507 NaT
2022-09-02 00:00:00 937.006 0.0857871 NaT
2022-09-03 00:00:00 936.129 0.086642 NaT
2022-09-04 00:00:00 937.359 0.0854418 NaT
2022-09-05 00:00:00 935.873 0.0868919 NaT
2022-09-06 00:00:00 928.523 0.0940636 NaT
2022-09-07 00:00:00 932.191 0.0904841 NaT
2022-09-08 00:00:00 932.388 0.0902922 NaT
2022-09-09 00:00:00 947.293 0.07575 NaT
2022-09-10 00:00:00 949.398 0.0736957 NaT
2022-09-11 00:00:00 950.703 0.0724233 NaT
2022-09-12 00:00:00 954.858 0.0683688 NaT
2022-09-13 00:00:00 938.625 0.0842069 NaT
2022-09-14 00:00:00 939.094 0.0837493 NaT
2022-09-15 00:00:00 933.973 0.0887461 NaT
2022-09-16 00:00:00 934.962 0.0877805 NaT
2022-09-17 00:00:00 937.991 0.084826 NaT
2022-09-18 00:00:00 931.185 0.0914661 NaT
2022-09-19 00:00:00 932.364 0.0903156 NaT
2022-09-20 00:00:00 925.904 0.0966185 NaT
2022-09-21 00:00:00 921.868 0.100557 NaT
2022-09-22 00:00:00 931.043 0.0916046 NaT
2022-09-23 00:00:00 929.953 0.0926683 NaT
2022-09-24 00:00:00 926.348 0.0961853 NaT
2022-09-25 00:00:00 925.244 0.0972623 NaT
2022-09-26 00:00:00 929.347 0.0932594 NaT
2022-09-27 00:00:00 927.896 0.094675 NaT
2022-09-28 00:00:00 931.152 0.0914981 NaT
2022-09-29 00:00:00 932.896 0.0897968 NaT
2022-09-30 00:00:00 931.248 0.0914049 NaT
2022-10-01 00:00:00 930.158 0.092468 NaT
2022-10-02 00:00:00 927.678 0.0948876 NaT
2022-10-03 00:00:00 933.262 0.0894392 NaT
2022-10-04 00:00:00 940.178 0.0826915 NaT
2022-10-05 00:00:00 937.94 0.0848755 NaT
2022-10-06 00:00:00 935.531 0.0872258 NaT
2022-10-07 00:00:00 930.282 0.0923473 NaT
2022-10-08 00:00:00 928.915 0.093681 NaT
2022-10-09 00:00:00 929.172 0.0934305 NaT
2022-10-10 00:00:00 925.427 0.0970839 NaT
2022-10-11 00:00:00 924.551 0.0979387 NaT
2022-10-12 00:00:00 925.716 0.0968025 NaT
2022-10-13 00:00:00 928.393 0.0941904 NaT
2022-10-14 00:00:00 925.976 0.0965479 NaT
2022-10-15 00:00:00 924.665 0.0978271 NaT
2022-10-16 00:00:00 927.025 0.0955244 NaT
2022-10-17 00:00:00 930.523 0.0921121 NaT
2022-10-18 00:00:00 927.811 0.0947577 NaT
2022-10-19 00:00:00 924.76 0.0977346 NaT
2022-10-20 00:00:00 923.55 0.0989155 NaT
2022-10-21 00:00:00 925.356 0.0971531 NaT
2022-10-22 00:00:00 925.946 0.0965776 NaT
2022-10-23 00:00:00 931.346 0.091309 NaT
2022-10-24 00:00:00 927.795 0.0947732 NaT
2022-10-25 00:00:00 938.865 0.0839733 NaT
2022-10-26 00:00:00 950.724 0.0724027 NaT
2022-10-27 00:00:00 942.52 0.0804067 NaT
2022-10-28 00:00:00 946.396 0.0766249 NaT
2022-10-29 00:00:00 949.589 0.07351 NaT
2022-10-30 00:00:00 946.918 0.0761153 NaT
2022-10-31 00:00:00 944.914 0.0780706 NaT
2022-11-01 00:00:00 944.81 0.0781724 NaT
2022-11-02 00:00:00 939.098 0.0837451 NaT
2022-11-03 00:00:00 940.054 0.0828127 NaT
2022-11-04 00:00:00 956.114 0.0671437 NaT
2022-11-05 00:00:00 958.689 0.064631 NaT
2022-11-06 00:00:00 951.966 0.0711903 NaT
2022-11-07 00:00:00 947.871 0.0751859 NaT
2022-11-08 00:00:00 923.029 0.0994231 NaT
2022-11-09 00:00:00 891.132 0.130544 NaT
2022-11-10 00:00:00 911.531 0.110642 NaT
2022-11-11 00:00:00 905.079 0.116937 NaT
2022-11-12 00:00:00 905.075 0.116941 228 days 00:00:00