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 00:00:00 999.45 0.000550459 NaT
2021-12-02 00:00:00 998.689 0.0013109 NaT
2021-12-03 00:00:00 995.557 0.00444299 NaT
2021-12-04 00:00:00 994.513 0.00548688 NaT
2021-12-05 00:00:00 995.353 0.00464747 NaT
2021-12-06 00:00:00 996.955 0.00304528 NaT
2021-12-07 00:00:00 996.518 0.00348189 NaT
2021-12-08 00:00:00 997.902 0.00209848 NaT
2021-12-09 00:00:00 994.39 0.00560995 NaT
2021-12-10 00:00:00 992.188 0.00781157 NaT
2021-12-11 00:00:00 994.218 0.00578241 NaT
2021-12-12 00:00:00 994.648 0.00535173 NaT
2021-12-13 00:00:00 990.959 0.00904127 NaT
2021-12-14 00:00:00 991.776 0.00822444 NaT
2021-12-15 00:00:00 993.473 0.00652748 NaT
2021-12-16 00:00:00 992.826 0.00717376 NaT
2021-12-17 00:00:00 991.95 0.00805028 NaT
2021-12-18 00:00:00 992.846 0.00715447 NaT
2021-12-19 00:00:00 992.466 0.00753385 NaT
2021-12-20 00:00:00 992.684 0.00731559 NaT
2021-12-21 00:00:00 993.42 0.00657974 NaT
2021-12-22 00:00:00 993.053 0.00694692 NaT
2021-12-23 00:00:00 994.451 0.00554878 NaT
2021-12-24 00:00:00 993.762 0.00623831 NaT
2021-12-25 00:00:00 994.275 0.00572453 NaT
2021-12-26 00:00:00 993.944 0.00605599 NaT
2021-12-27 00:00:00 993.665 0.00633509 NaT
2021-12-28 00:00:00 991.073 0.00892658 NaT
2021-12-29 00:00:00 987.188 0.0128123 NaT
2021-12-30 00:00:00 989.054 0.010946 NaT
2021-12-31 00:00:00 988.274 0.0117258 NaT
2022-01-01 00:00:00 990.382 0.00961804 NaT
2022-01-02 00:00:00 991.862 0.00813761 NaT
2022-01-03 00:00:00 990.39 0.00960978 NaT
2022-01-04 00:00:00 990.844 0.00915619 NaT
2022-01-05 00:00:00 985.074 0.0149259 NaT
2022-01-06 00:00:00 981.916 0.0180841 NaT
2022-01-07 00:00:00 977.017 0.0229827 NaT
2022-01-08 00:00:00 974.226 0.0257744 NaT
2022-01-09 00:00:00 975.902 0.0240983 NaT
2022-01-10 00:00:00 974.266 0.0257335 NaT
2022-01-11 00:00:00 977.973 0.0220274 NaT
2022-01-12 00:00:00 981.077 0.0189231 NaT
2022-01-13 00:00:00 977.994 0.0220064 NaT
2022-01-14 00:00:00 979.57 0.0204297 NaT
2022-01-15 00:00:00 980.01 0.0199902 NaT
2022-01-16 00:00:00 980.502 0.0194984 NaT
2022-01-17 00:00:00 977.263 0.0227366 NaT
2022-01-18 00:00:00 976.088 0.0239123 NaT
2022-01-19 00:00:00 973.066 0.0269342 NaT
2022-01-20 00:00:00 969.83 0.0301697 NaT
2022-01-21 00:00:00 952.844 0.0471563 NaT
2022-01-22 00:00:00 946.73 0.0532703 NaT
2022-01-23 00:00:00 951.701 0.0482985 NaT
2022-01-24 00:00:00 947.792 0.0522076 NaT
2022-01-25 00:00:00 948.558 0.0514416 NaT
2022-01-26 00:00:00 948.721 0.0512785 NaT
2022-01-27 00:00:00 947.203 0.0527971 NaT
2022-01-28 00:00:00 951.936 0.0480641 NaT
2022-01-29 00:00:00 954.148 0.0458517 NaT
2022-01-30 00:00:00 954.158 0.0458419 NaT
2022-01-31 00:00:00 957.5 0.0424997 NaT
2022-02-01 00:00:00 961.432 0.0385683 NaT
2022-02-02 00:00:00 955.315 0.0446854 NaT
2022-02-03 00:00:00 956.156 0.0438438 NaT
2022-02-04 00:00:00 973.199 0.0268005 NaT
2022-02-05 00:00:00 974.204 0.0257957 NaT
2022-02-06 00:00:00 976.613 0.0233866 NaT
2022-02-07 00:00:00 981.437 0.0185626 NaT
2022-02-08 00:00:00 980.124 0.0198758 NaT
2022-02-09 00:00:00 986.507 0.0134926 NaT
2022-02-10 00:00:00 977.078 0.0229224 NaT
2022-02-11 00:00:00 969.105 0.0308946 NaT
2022-02-12 00:00:00 968.629 0.0313709 NaT
2022-02-13 00:00:00 966.003 0.0339972 NaT
2022-02-14 00:00:00 969.227 0.0307731 NaT
2022-02-15 00:00:00 983.184 0.0168157 NaT
2022-02-16 00:00:00 979.817 0.0201828 NaT
2022-02-17 00:00:00 967.144 0.0328565 NaT
2022-02-18 00:00:00 960.962 0.0390379 NaT
2022-02-19 00:00:00 960.09 0.0399097 NaT
2022-02-20 00:00:00 952.3 0.0476999 NaT
2022-02-21 00:00:00 949.332 0.0506682 NaT
2022-02-22 00:00:00 953.087 0.0469134 NaT
2022-02-23 00:00:00 949.975 0.0500253 NaT
2022-02-24 00:00:00 950.882 0.0491183 NaT
2022-02-25 00:00:00 960.358 0.0396424 NaT
2022-02-26 00:00:00 960.962 0.0390385 NaT
2022-02-27 00:00:00 952.014 0.0479859 NaT
2022-02-28 00:00:00 968.743 0.0312571 NaT
2022-03-01 00:00:00 971.789 0.0282112 NaT
2022-03-02 00:00:00 969.661 0.0303391 NaT
2022-03-03 00:00:00 961.548 0.0384521 NaT
2022-03-04 00:00:00 946.377 0.0536234 NaT
2022-03-05 00:00:00 949.459 0.0505411 NaT
2022-03-06 00:00:00 941.307 0.0586934 NaT
2022-03-07 00:00:00 936.998 0.0630016 NaT
2022-03-08 00:00:00 943.074 0.0569264 NaT
2022-03-09 00:00:00 953.886 0.046114 NaT
2022-03-10 00:00:00 945.274 0.0547261 NaT
2022-03-11 00:00:00 941.705 0.0582946 NaT
2022-03-12 00:00:00 942.56 0.0574397 NaT
2022-03-13 00:00:00 938.755 0.0612453 NaT
2022-03-14 00:00:00 944.036 0.0559641 NaT
2022-03-15 00:00:00 946.064 0.0539363 NaT
2022-03-16 00:00:00 957.239 0.042761 NaT
2022-03-17 00:00:00 959.968 0.0400323 NaT
2022-03-18 00:00:00 969.061 0.0309391 NaT
2022-03-19 00:00:00 969.914 0.0300857 NaT
2022-03-20 00:00:00 963.509 0.036491 NaT
2022-03-21 00:00:00 965.56 0.0344396 NaT
2022-03-22 00:00:00 971.26 0.0287396 NaT
2022-03-23 00:00:00 977.064 0.0229359 NaT
2022-03-24 00:00:00 983.658 0.0163421 NaT
2022-03-25 00:00:00 982.898 0.0171024 NaT
2022-03-26 00:00:00 986.678 0.0133221 NaT
2022-03-27 00:00:00 999.965 3.48031e-05 NaT
2022-03-28 00:00:00 1003.25 0 118 days 00:00:00
2022-03-29 00:00:00 1009.21 0 NaT
2022-03-30 00:00:00 1007.65 0.0015468 NaT
2022-03-31 00:00:00 998.799 0.0103203 NaT
2022-04-01 00:00:00 1005.42 0.0037627 NaT
2022-04-02 00:00:00 1004.98 0.00419458 NaT
2022-04-03 00:00:00 1007.96 0.00124463 NaT
2022-04-04 00:00:00 1007.87 0.00133562 NaT
2022-04-05 00:00:00 1003.58 0.00558312 NaT
2022-04-06 00:00:00 990.986 0.0180617 NaT
2022-04-07 00:00:00 994.072 0.0150033 NaT
2022-04-08 00:00:00 992.242 0.0168171 NaT
2022-04-09 00:00:00 995.723 0.0133678 NaT
2022-04-10 00:00:00 992.802 0.016262 NaT
2022-04-11 00:00:00 981.056 0.0279004 NaT
2022-04-12 00:00:00 983.577 0.0254028 NaT
2022-04-13 00:00:00 988.344 0.0206797 NaT
2022-04-14 00:00:00 983.278 0.0256988 NaT
2022-04-15 00:00:00 984.256 0.0247304 NaT
2022-04-16 00:00:00 985.241 0.0237537 NaT
2022-04-17 00:00:00 981.494 0.0274667 NaT
2022-04-18 00:00:00 985.045 0.0239487 NaT
2022-04-19 00:00:00 987.475 0.0215402 NaT
2022-04-20 00:00:00 986.122 0.0228812 NaT
2022-04-21 00:00:00 981.258 0.0277002 NaT
2022-04-22 00:00:00 980.144 0.0288047 NaT
2022-04-23 00:00:00 978.599 0.0303349 NaT
2022-04-24 00:00:00 977.967 0.0309619 NaT
2022-04-25 00:00:00 982.47 0.0264994 NaT
2022-04-26 00:00:00 972.111 0.0367644 NaT
2022-04-27 00:00:00 976.281 0.0326318 NaT
2022-04-28 00:00:00 978.805 0.0301316 NaT
2022-04-29 00:00:00 972.503 0.0363756 NaT
2022-04-30 00:00:00 967.744 0.0410909 NaT
2022-05-01 00:00:00 972.907 0.0359753 NaT
2022-05-02 00:00:00 974.576 0.0343215 NaT
2022-05-03 00:00:00 970.639 0.0382222 NaT
2022-05-04 00:00:00 979 0.0299383 NaT
2022-05-05 00:00:00 968.865 0.0399802 NaT
2022-05-06 00:00:00 965.966 0.042853 NaT
2022-05-07 00:00:00 962.941 0.0458504 NaT
2022-05-08 00:00:00 956.859 0.051877 NaT
2022-05-09 00:00:00 941.544 0.0670522 NaT
2022-05-10 00:00:00 947.514 0.0611366 NaT
2022-05-11 00:00:00 933.993 0.0745345 NaT
2022-05-12 00:00:00 927.43 0.0810375 NaT
2022-05-13 00:00:00 930.032 0.0784592 NaT
2022-05-14 00:00:00 932.493 0.0760205 NaT
2022-05-15 00:00:00 937.164 0.0713917 NaT
2022-05-16 00:00:00 930.767 0.077731 NaT
2022-05-17 00:00:00 934.294 0.0742359 NaT
2022-05-18 00:00:00 925.057 0.0833887 NaT
2022-05-19 00:00:00 930.55 0.0779453 NaT
2022-05-20 00:00:00 927.37 0.081097 NaT
2022-05-21 00:00:00 928.211 0.0802636 NaT
2022-05-22 00:00:00 931.794 0.0767132 NaT
2022-05-23 00:00:00 928.119 0.0803548 NaT
2022-05-24 00:00:00 928.439 0.0800374 NaT
2022-05-25 00:00:00 926.504 0.0819543 NaT
2022-05-26 00:00:00 918.593 0.0897931 NaT
2022-05-27 00:00:00 915.176 0.0931788 NaT
2022-05-28 00:00:00 918.593 0.0897937 NaT
2022-05-29 00:00:00 919.72 0.0886772 NaT
2022-05-30 00:00:00 929.458 0.0790278 NaT
2022-05-31 00:00:00 926.466 0.0819924 NaT
2022-06-01 00:00:00 919.946 0.0884526 NaT
2022-06-02 00:00:00 920.795 0.0876119 NaT
2022-06-03 00:00:00 917.693 0.0906849 NaT
2022-06-04 00:00:00 919.243 0.0891495 NaT
2022-06-05 00:00:00 919.33 0.0890635 NaT
2022-06-06 00:00:00 922.15 0.0862693 NaT
2022-06-07 00:00:00 919.703 0.0886934 NaT
2022-06-08 00:00:00 918.575 0.0898114 NaT
2022-06-09 00:00:00 918.413 0.0899714 NaT
2022-06-10 00:00:00 911.791 0.0965333 NaT
2022-06-11 00:00:00 904.952 0.10331 NaT
2022-06-12 00:00:00 899.795 0.10842 NaT
2022-06-13 00:00:00 887.959 0.120148 NaT
2022-06-14 00:00:00 887.91 0.120196 NaT
2022-06-15 00:00:00 889.416 0.118704 NaT
2022-06-16 00:00:00 880.525 0.127514 NaT
2022-06-17 00:00:00 881.495 0.126553 NaT
2022-06-18 00:00:00 876.666 0.131338 NaT
2022-06-19 00:00:00 883.683 0.124385 NaT
2022-06-20 00:00:00 883.668 0.1244 NaT
2022-06-21 00:00:00 883.542 0.124525 NaT
2022-06-22 00:00:00 879.562 0.128468 NaT
2022-06-23 00:00:00 884.534 0.123541 NaT
2022-06-24 00:00:00 888.758 0.119356 NaT
2022-06-25 00:00:00 889.67 0.118452 NaT
2022-06-26 00:00:00 887.326 0.120775 NaT
2022-06-27 00:00:00 887.048 0.12105 NaT
2022-06-28 00:00:00 884.499 0.123576 NaT
2022-06-29 00:00:00 880.25 0.127787 NaT
2022-06-30 00:00:00 877.452 0.130558 NaT
2022-07-01 00:00:00 876.372 0.131629 NaT
2022-07-02 00:00:00 877.069 0.130938 NaT
2022-07-03 00:00:00 877.764 0.13025 NaT
2022-07-04 00:00:00 885.115 0.122965 NaT
2022-07-05 00:00:00 883.343 0.124721 NaT
2022-07-06 00:00:00 888.523 0.119589 NaT
2022-07-07 00:00:00 893.401 0.114755 NaT
2022-07-08 00:00:00 891.155 0.116981 NaT
2022-07-09 00:00:00 891.44 0.116698 NaT
2022-07-10 00:00:00 886.779 0.121317 NaT
2022-07-11 00:00:00 879.885 0.128148 NaT
2022-07-12 00:00:00 874.346 0.133637 NaT
2022-07-13 00:00:00 885.255 0.122827 NaT
2022-07-14 00:00:00 896.5 0.111685 NaT
2022-07-15 00:00:00 901.925 0.106309 NaT
2022-07-16 00:00:00 919.793 0.0886047 NaT
2022-07-17 00:00:00 917.326 0.0910487 NaT
2022-07-18 00:00:00 952.085 0.0566073 NaT
2022-07-19 00:00:00 946.533 0.0621091 NaT
2022-07-20 00:00:00 942.845 0.0657629 NaT
2022-07-21 00:00:00 952.294 0.0564003 NaT
2022-07-22 00:00:00 945.246 0.0633835 NaT
2022-07-23 00:00:00 947.597 0.0610546 NaT
2022-07-24 00:00:00 956.197 0.0525333 NaT
2022-07-25 00:00:00 940.352 0.0682329 NaT
2022-07-26 00:00:00 941.057 0.0675347 NaT
2022-07-27 00:00:00 963.159 0.0456341 NaT
2022-07-28 00:00:00 973.698 0.0351921 NaT
2022-07-29 00:00:00 973.36 0.0355261 NaT
2022-07-30 00:00:00 970.431 0.0384289 NaT
2022-07-31 00:00:00 968.19 0.0406495 NaT
2022-08-01 00:00:00 965.224 0.0435879 NaT
2022-08-02 00:00:00 965.258 0.043555 NaT
2022-08-03 00:00:00 964.151 0.0446513 NaT
2022-08-04 00:00:00 963.306 0.0454892 NaT
2022-08-05 00:00:00 973.987 0.034905 NaT
2022-08-06 00:00:00 970.156 0.0387009 NaT
2022-08-07 00:00:00 970.951 0.0379131 NaT
2022-08-08 00:00:00 977.323 0.0315996 NaT
2022-08-09 00:00:00 971.164 0.037702 NaT
2022-08-10 00:00:00 987.991 0.0210294 NaT
2022-08-11 00:00:00 990.969 0.0180778 NaT
2022-08-12 00:00:00 999.708 0.00941931 NaT
2022-08-13 00:00:00 1002.54 0.00661741 NaT
2022-08-14 00:00:00 997.137 0.0119662 NaT
2022-08-15 00:00:00 994.079 0.0149964 NaT
2022-08-16 00:00:00 992.902 0.0161634 NaT
2022-08-17 00:00:00 989.505 0.0195287 NaT
2022-08-18 00:00:00 990.463 0.0185796 NaT
2022-08-19 00:00:00 971.734 0.0371379 NaT
2022-08-20 00:00:00 969.132 0.0397155 NaT
2022-08-21 00:00:00 972.453 0.0364249 NaT
2022-08-22 00:00:00 972.969 0.0359144 NaT
2022-08-23 00:00:00 976.184 0.0327285 NaT
2022-08-24 00:00:00 975.485 0.0334204 NaT
2022-08-25 00:00:00 978.527 0.0304066 NaT
2022-08-26 00:00:00 963.778 0.0450207 NaT
2022-08-27 00:00:00 962.428 0.0463592 NaT
2022-08-28 00:00:00 957.354 0.0513861 NaT
2022-08-29 00:00:00 967.22 0.0416105 NaT
2022-08-30 00:00:00 965.073 0.0437378 NaT
2022-08-31 00:00:00 967.401 0.0414307 NaT
2022-09-01 00:00:00 969.931 0.0389243 NaT
2022-09-02 00:00:00 969.078 0.0397694 NaT
2022-09-03 00:00:00 967.666 0.041168 NaT
2022-09-04 00:00:00 969.388 0.0394622 NaT
2022-09-05 00:00:00 972.427 0.0364507 NaT
2022-09-06 00:00:00 967.789 0.0410469 NaT
2022-09-07 00:00:00 975.591 0.033316 NaT
2022-09-08 00:00:00 976.185 0.0327275 NaT
2022-09-09 00:00:00 985.349 0.0236469 NaT
2022-09-10 00:00:00 991.531 0.0175219 NaT
2022-09-11 00:00:00 990.645 0.0183997 NaT
2022-09-12 00:00:00 984.559 0.0244294 NaT
2022-09-13 00:00:00 973.358 0.0355286 NaT
2022-09-14 00:00:00 980.367 0.0285839 NaT
2022-09-15 00:00:00 962.096 0.0466872 NaT
2022-09-16 00:00:00 957.811 0.0509332 NaT
2022-09-17 00:00:00 961.664 0.0471156 NaT
2022-09-18 00:00:00 946.849 0.0617959 NaT
2022-09-19 00:00:00 951.423 0.0572635 NaT
2022-09-20 00:00:00 945.571 0.0630615 NaT
2022-09-21 00:00:00 937.062 0.0714934 NaT
2022-09-22 00:00:00 945.961 0.0626757 NaT
2022-09-23 00:00:00 946.048 0.0625893 NaT
2022-09-24 00:00:00 944.932 0.0636954 NaT
2022-09-25 00:00:00 942.45 0.0661545 NaT
2022-09-26 00:00:00 947.032 0.0616144 NaT
2022-09-27 00:00:00 946.133 0.0625052 NaT
2022-09-28 00:00:00 947.145 0.0615019 NaT
2022-09-29 00:00:00 946.98 0.0616658 NaT
2022-09-30 00:00:00 946.21 0.0624287 NaT
2022-10-01 00:00:00 944.343 0.064279 NaT
2022-10-02 00:00:00 940.474 0.0681119 NaT
2022-10-03 00:00:00 945.589 0.063044 NaT
2022-10-04 00:00:00 949.825 0.0588471 NaT
2022-10-05 00:00:00 948.413 0.060246 NaT
2022-10-06 00:00:00 948.392 0.0602663 NaT
2022-10-07 00:00:00 945.32 0.063311 NaT
2022-10-08 00:00:00 943.03 0.06558 NaT
2022-10-09 00:00:00 944.151 0.0644687 NaT
2022-10-10 00:00:00 939.299 0.0692769 NaT
2022-10-11 00:00:00 937.844 0.0707179 NaT
2022-10-12 00:00:00 939.945 0.0686363 NaT
2022-10-13 00:00:00 938.866 0.0697054 NaT
2022-10-14 00:00:00 940.213 0.0683704 NaT
2022-10-15 00:00:00 937.084 0.0714718 NaT
2022-10-16 00:00:00 941.633 0.0669643 NaT
2022-10-17 00:00:00 945.364 0.0632674 NaT
2022-10-18 00:00:00 942.33 0.0662729 NaT
2022-10-19 00:00:00 937.559 0.0710005 NaT
2022-10-20 00:00:00 937.095 0.0714607 NaT
2022-10-21 00:00:00 940.261 0.0683233 NaT
2022-10-22 00:00:00 942.815 0.0657922 NaT
2022-10-23 00:00:00 952.139 0.0565536 NaT
2022-10-24 00:00:00 948.344 0.0603137 NaT
2022-10-25 00:00:00 969.747 0.0391064 NaT
2022-10-26 00:00:00 992.905 0.0161595 NaT
2022-10-27 00:00:00 981.548 0.0274131 NaT
2022-10-28 00:00:00 990.355 0.018687 NaT
2022-10-29 00:00:00 1004.57 0.0046032 NaT
2022-10-30 00:00:00 998.216 0.010897 NaT
2022-10-31 00:00:00 994.357 0.0147215 NaT
2022-11-01 00:00:00 994.995 0.0140887 NaT
2022-11-02 00:00:00 986.43 0.0225754 NaT
2022-11-03 00:00:00 988.224 0.0207978 NaT
2022-11-04 00:00:00 1004.33 0.00483499 NaT
2022-11-05 00:00:00 1001.81 0.00733246 NaT
2022-11-06 00:00:00 993.503 0.0155671 NaT
2022-11-07 00:00:00 993.476 0.0155938 NaT
2022-11-08 00:00:00 960.437 0.0483316 NaT
2022-11-09 00:00:00 927.58 0.0808885 NaT
2022-11-10 00:00:00 955.412 0.0533111 NaT
2022-11-11 00:00:00 953.996 0.0547142 NaT
2022-11-12 00:00:00 954.005 0.0547044 228 days 00:00:00