Equity curve

Equity DrawdownPct DrawdownDuration
2017-08-14 00:00:00 1000 0 NaT
2017-08-21 00:00:00 1000 0 NaT
2017-08-28 00:00:00 1000 0 NaT
2017-09-04 00:00:00 1000 0 NaT
2017-09-11 00:00:00 1000 0 NaT
2017-09-18 00:00:00 1000 0 NaT
2017-09-25 00:00:00 1000 0 NaT
2017-10-02 00:00:00 1000 0 NaT
2017-10-09 00:00:00 1113.65 0 NaT
2017-10-16 00:00:00 1159.57 0 NaT
2017-10-23 00:00:00 1202.11 0 NaT
2017-10-30 00:00:00 1429.32 0 NaT
2017-11-06 00:00:00 1132.69 0.20753 NaT
2017-11-13 00:00:00 1563.33 0 14 days 00:00:00
2017-11-20 00:00:00 1774.1 0 NaT
2017-11-27 00:00:00 2168.08 0 NaT
2017-12-04 00:00:00 2890.23 0 NaT
2017-12-11 00:00:00 3655.99 0 NaT
2017-12-18 00:00:00 2619.52 0.2835 NaT
2017-12-25 00:00:00 2661.36 0.272056 NaT
2018-01-01 00:00:00 3131.96 0.143336 NaT
2018-01-08 00:00:00 2262.56 0.381137 NaT
2018-01-15 00:00:00 2262.56 0.381137 NaT
2018-01-22 00:00:00 2262.56 0.381137 NaT
2018-01-29 00:00:00 2262.56 0.381137 NaT
2018-02-05 00:00:00 2262.56 0.381137 NaT
2018-02-12 00:00:00 2262.56 0.381137 NaT
2018-02-19 00:00:00 2262.56 0.381137 NaT
2018-02-26 00:00:00 2262.56 0.381137 NaT
2018-03-05 00:00:00 2176.89 0.40457 NaT
2018-03-12 00:00:00 2048.88 0.439584 NaT
2018-03-19 00:00:00 2075.47 0.432311 NaT
2018-03-26 00:00:00 1918.19 0.47533 NaT
2018-04-02 00:00:00 1937.65 0.470008 NaT
2018-04-09 00:00:00 2064.54 0.4353 NaT
2018-04-16 00:00:00 2105.54 0.424085 NaT
2018-04-23 00:00:00 2200.7 0.398056 NaT
2018-04-30 00:00:00 2249.22 0.384785 NaT
2018-05-07 00:00:00 2049.65 0.439373 NaT
2018-05-14 00:00:00 2018.52 0.447887 NaT
2018-05-21 00:00:00 1776.41 0.514109 NaT
2018-05-28 00:00:00 1852.89 0.49319 NaT
2018-06-04 00:00:00 1659.44 0.546105 NaT
2018-06-11 00:00:00 1595.16 0.563685 NaT
2018-06-18 00:00:00 1531.45 0.581112 NaT
2018-06-25 00:00:00 1576.25 0.568858 NaT
2018-07-02 00:00:00 1648.66 0.549053 NaT
2018-07-09 00:00:00 1575.48 0.56907 NaT
2018-07-16 00:00:00 1787.79 0.510998 NaT
2018-07-23 00:00:00 1954.13 0.465501 NaT
2018-07-30 00:00:00 1712.26 0.531656 NaT
2018-08-06 00:00:00 1566.37 0.57156 NaT
2018-08-13 00:00:00 1600.85 0.562128 NaT
2018-08-20 00:00:00 1646.19 0.549727 NaT
2018-08-27 00:00:00 1768.88 0.51617 NaT
2018-09-03 00:00:00 1554.65 0.574766 NaT
2018-09-10 00:00:00 1606.45 0.560597 NaT
2018-09-17 00:00:00 1647.82 0.549281 NaT
2018-09-24 00:00:00 1631.23 0.553821 NaT
2018-10-01 00:00:00 1628.92 0.554451 NaT
2018-10-08 00:00:00 1572.69 0.569832 NaT
2018-10-15 00:00:00 1623.8 0.555853 NaT
2018-10-22 00:00:00 1603.38 0.561437 NaT
2018-10-29 00:00:00 1602.55 0.561665 NaT
2018-11-05 00:00:00 1595.21 0.563674 NaT
2018-11-12 00:00:00 1434.65 0.607588 NaT
2018-11-19 00:00:00 1113.43 0.695451 NaT
2018-11-26 00:00:00 1128.76 0.691257 NaT
2018-12-03 00:00:00 1003.3 0.725574 NaT
2018-12-10 00:00:00 938.756 0.743228 NaT
2018-12-17 00:00:00 1081.62 0.70415 NaT
2018-12-24 00:00:00 1055.58 0.711274 NaT
2018-12-31 00:00:00 1093.42 0.700923 NaT
2019-01-07 00:00:00 989.326 0.729396 NaT
2019-01-14 00:00:00 1002.06 0.725914 NaT
2019-01-21 00:00:00 1004.41 0.725269 NaT
2019-01-28 00:00:00 985.515 0.730438 NaT
2019-02-04 00:00:00 1030.75 0.718066 NaT
2019-02-11 00:00:00 1028.2 0.718762 NaT
2019-02-18 00:00:00 1043.69 0.714527 NaT
2019-02-25 00:00:00 1056.77 0.710949 NaT
2019-03-04 00:00:00 1079 0.704869 NaT
2019-03-11 00:00:00 1092.11 0.701283 NaT
2019-03-18 00:00:00 1094.36 0.700668 NaT
2019-03-25 00:00:00 1117.13 0.694438 NaT
2019-04-01 00:00:00 1334.44 0.634998 NaT
2019-04-08 00:00:00 1326.5 0.637171 NaT
2019-04-15 00:00:00 1351.94 0.630212 NaT
2019-04-22 00:00:00 1362.41 0.627348 NaT
2019-04-29 00:00:00 1457.81 0.601255 NaT
2019-05-06 00:00:00 1700.67 0.534827 NaT
2019-05-13 00:00:00 1941.38 0.468986 NaT
2019-05-20 00:00:00 2036.34 0.443012 NaT
2019-05-27 00:00:00 2059.08 0.436794 NaT
2019-06-03 00:00:00 1835.34 0.497991 NaT
2019-06-10 00:00:00 2105.41 0.424121 NaT
2019-06-17 00:00:00 2503.36 0.315271 NaT
2019-06-24 00:00:00 2492.77 0.318168 NaT
2019-07-01 00:00:00 2605.3 0.28739 NaT
2019-07-08 00:00:00 2354.21 0.356068 NaT
2019-07-15 00:00:00 2438.84 0.33292 NaT
2019-07-22 00:00:00 2252.2 0.38397 NaT
2019-07-29 00:00:00 2456.83 0.327998 NaT
2019-08-05 00:00:00 2548.37 0.302961 NaT
2019-08-12 00:00:00 2311.74 0.367685 NaT
2019-08-19 00:00:00 2280.51 0.376227 NaT
2019-08-26 00:00:00 2201.01 0.397972 NaT
2019-09-02 00:00:00 2325.9 0.363812 NaT
2019-09-09 00:00:00 2310.83 0.367933 NaT
2019-09-16 00:00:00 2258.85 0.382152 NaT
2019-09-23 00:00:00 1881.06 0.485487 NaT
2019-09-30 00:00:00 1844.98 0.495355 NaT
2019-10-07 00:00:00 1925.06 0.473452 NaT
2019-10-14 00:00:00 1915.22 0.476141 NaT
2019-10-21 00:00:00 2163.89 0.408125 NaT
2019-10-28 00:00:00 2100.09 0.425576 NaT
2019-11-04 00:00:00 2070.55 0.433657 NaT
2019-11-11 00:00:00 1968.33 0.461615 NaT
2019-11-18 00:00:00 1663.99 0.544859 NaT
2019-11-25 00:00:00 1756.79 0.519476 NaT
2019-12-02 00:00:00 1779.48 0.51327 NaT
2019-12-09 00:00:00 1704.97 0.533651 NaT
2019-12-16 00:00:00 1777.83 0.513721 NaT
2019-12-23 00:00:00 1756.29 0.519614 NaT
2019-12-30 00:00:00 1750.67 0.521149 NaT
2020-01-06 00:00:00 1907.92 0.478139 NaT
2020-01-13 00:00:00 2006.26 0.45124 NaT
2020-01-20 00:00:00 1989.76 0.455753 NaT
2020-01-27 00:00:00 2126.13 0.418454 NaT
2020-02-03 00:00:00 2282.23 0.375755 NaT
2020-02-10 00:00:00 2237.61 0.387962 NaT
2020-02-17 00:00:00 2241.25 0.386966 NaT
2020-02-24 00:00:00 1973.94 0.46008 NaT
2020-03-02 00:00:00 1879.06 0.486034 NaT
2020-03-09 00:00:00 1370.52 0.625129 NaT
2020-03-16 00:00:00 1457.1 0.601449 NaT
2020-03-23 00:00:00 1469.51 0.598054 NaT
2020-03-30 00:00:00 1639.15 0.551653 NaT
2020-04-06 00:00:00 1664.09 0.544833 NaT
2020-04-13 00:00:00 1705.38 0.533539 NaT
2020-04-20 00:00:00 1814.31 0.503744 NaT
2020-04-27 00:00:00 2042.89 0.441221 NaT
2020-05-04 00:00:00 2010.27 0.450143 NaT
2020-05-11 00:00:00 2192.46 0.400311 NaT
2020-05-18 00:00:00 2009.81 0.45027 NaT
2020-05-25 00:00:00 2148.35 0.412376 NaT
2020-06-01 00:00:00 2205.2 0.396826 NaT
2020-06-08 00:00:00 2128.14 0.417903 NaT
2020-06-15 00:00:00 2119.12 0.420371 NaT
2020-06-22 00:00:00 2085.18 0.429655 NaT
2020-06-29 00:00:00 2076.24 0.432098 NaT
2020-07-06 00:00:00 2120.65 0.419951 NaT
2020-07-13 00:00:00 2102.81 0.424832 NaT
2020-07-20 00:00:00 2240.32 0.387219 NaT
2020-07-27 00:00:00 2457.25 0.327884 NaT
2020-08-03 00:00:00 2573.41 0.296113 NaT
2020-08-10 00:00:00 2617.05 0.284175 NaT
2020-08-17 00:00:00 2567.02 0.297859 NaT
2020-08-24 00:00:00 2579.02 0.294578 NaT
2020-08-31 00:00:00 2349.13 0.357456 NaT
2020-09-07 00:00:00 2358.95 0.354771 NaT
2020-09-14 00:00:00 2434.21 0.334186 NaT
2020-09-21 00:00:00 2415.5 0.339303 NaT
2020-09-28 00:00:00 2401.71 0.343074 NaT
2020-10-05 00:00:00 2523.8 0.309681 NaT
2020-10-12 00:00:00 2552.55 0.301817 NaT
2020-10-19 00:00:00 2885.24 0.21082 NaT
2020-10-26 00:00:00 3045 0.167121 NaT
2020-11-02 00:00:00 3418.66 0.0649158 NaT
2020-11-09 00:00:00 3523.74 0.0361736 NaT
2020-11-16 00:00:00 4059.6 0 1071 days 00:00:00
2020-11-23 00:00:00 4009.57 0.0123241 NaT
2020-11-30 00:00:00 4265.65 0 14 days 00:00:00
2020-12-07 00:00:00 4225.44 0.00942685 NaT
2020-12-14 00:00:00 5158.84 0 14 days 00:00:00
2020-12-21 00:00:00 5775.09 0 NaT
2020-12-28 00:00:00 7240.08 0 NaT
2021-01-04 00:00:00 8363.06 0 NaT
2021-01-11 00:00:00 7856.86 0.0605278 NaT
2021-01-18 00:00:00 7078.69 0.153577 NaT
2021-01-25 00:00:00 7260.34 0.131856 NaT
2021-02-01 00:00:00 8503.85 0 28 days 00:00:00
2021-02-08 00:00:00 10636.9 0 NaT
2021-02-15 00:00:00 12562.5 0 NaT
2021-02-22 00:00:00 9886.32 0.213029 NaT
2021-03-01 00:00:00 11158.9 0.111728 NaT
2021-03-08 00:00:00 12902.6 0 21 days 00:00:00
2021-03-15 00:00:00 12550.1 0.0273233 NaT
2021-03-22 00:00:00 12206.9 0.0539229 NaT
2021-03-29 00:00:00 12735.5 0.0129506 NaT
2021-04-05 00:00:00 13128.1 0 28 days 00:00:00
2021-04-12 00:00:00 12478 0.0495237 NaT
2021-04-19 00:00:00 12356.6 0.0587682 NaT
2021-04-26 00:00:00 12484.8 0.0490048 NaT
2021-05-03 00:00:00 12513.1 0.0468437 NaT
2021-05-10 00:00:00 12311.6 0.0621936 NaT
2021-05-17 00:00:00 12110.7 0.0775004 NaT
2021-05-24 00:00:00 12127.5 0.0762188 NaT
2021-05-31 00:00:00 12130.1 0.0760173 NaT
2021-06-07 00:00:00 12185.2 0.0718264 NaT
2021-06-14 00:00:00 12126.8 0.0762722 NaT
2021-06-21 00:00:00 12098.4 0.0784325 NaT
2021-06-28 00:00:00 12116.6 0.0770498 NaT
2021-07-05 00:00:00 12084.8 0.0794736 NaT
2021-07-12 00:00:00 12008 0.0853247 NaT
2021-07-19 00:00:00 12119.5 0.0768269 NaT
2021-07-26 00:00:00 12257.8 0.0662957 NaT
2021-08-02 00:00:00 12428.6 0.053286 NaT
2021-08-09 00:00:00 12602 0.0400778 NaT
2021-08-16 00:00:00 12749.2 0.0288593 NaT
2021-08-23 00:00:00 12713.3 0.0316002 NaT
2021-08-30 00:00:00 12968.1 0.0121865 NaT
2021-09-06 00:00:00 12408.4 0.0548242 NaT
2021-09-13 00:00:00 12504.5 0.0475023 NaT
2021-09-20 00:00:00 12180.4 0.0721905 NaT
2021-09-27 00:00:00 12580.6 0.0417051 NaT
2021-10-04 00:00:00 13093.6 0.00262971 NaT
2021-10-11 00:00:00 13700.9 0 189 days 00:00:00
2021-10-18 00:00:00 13635.1 0.00479933 NaT
2021-10-25 00:00:00 13681.5 0.00141653 NaT
2021-11-01 00:00:00 13903.5 0 21 days 00:00:00
2021-11-08 00:00:00 14173.7 0 NaT
2021-11-15 00:00:00 13535.9 0.0449973 NaT
2021-11-22 00:00:00 13471.4 0.0495482 NaT
2021-11-29 00:00:00 13094.2 0.0761632 NaT
2021-12-06 00:00:00 13125.7 0.0739418 NaT
2021-12-13 00:00:00 12964.2 0.0853352 NaT
2021-12-20 00:00:00 13160.2 0.0715042 NaT
2021-12-27 00:00:00 12993.1 0.0832916 NaT
2022-01-03 00:00:00 12733.6 0.101606 NaT
2022-01-10 00:00:00 12791.4 0.0975289 NaT
2022-01-17 00:00:00 12464.5 0.120592 NaT
2022-01-24 00:00:00 12542.9 0.115061 NaT
2022-01-31 00:00:00 12758.3 0.0998625 NaT
2022-02-07 00:00:00 12742.6 0.100968 NaT
2022-02-14 00:00:00 12523.4 0.116435 NaT
2022-02-21 00:00:00 12473 0.11999 NaT
2022-02-28 00:00:00 12525.4 0.116296 NaT
2022-03-07 00:00:00 12478.7 0.119589 NaT
2022-03-14 00:00:00 12731.5 0.101753 NaT
2022-03-21 00:00:00 13201.5 0.0685906 NaT
2022-03-28 00:00:00 13161 0.0714467 NaT
2022-04-04 00:00:00 12711.1 0.103188 NaT
2022-04-11 00:00:00 12419.1 0.123792 NaT
2022-04-18 00:00:00 12392.3 0.125682 NaT
2022-04-25 00:00:00 12276.9 0.133822 NaT
2022-05-02 00:00:00 11756.3 0.170552 NaT
2022-05-09 00:00:00 11437.9 0.193018 NaT
2022-05-16 00:00:00 11316.3 0.201599 NaT
2022-05-23 00:00:00 11219.2 0.208446 NaT
2022-05-30 00:00:00 11272.3 0.204706 NaT
2022-06-06 00:00:00 10879.2 0.232438 NaT
2022-06-13 00:00:00 10174 0.28219 NaT
2022-06-20 00:00:00 10228.6 0.278343 NaT
2022-06-27 00:00:00 10026.2 0.292622 NaT
2022-07-04 00:00:00 10207.9 0.279799 NaT
2022-07-11 00:00:00 10200.4 0.280332 NaT
2022-07-18 00:00:00 10451.6 0.262606 NaT
2022-07-25 00:00:00 10567.6 0.254418 NaT
2022-08-01 00:00:00 10545.1 0.256006 NaT
2022-08-08 00:00:00 10777.4 0.239617 NaT
2022-08-15 00:00:00 10145.9 0.284175 NaT
2022-08-22 00:00:00 9702.5 0.315457 NaT
2022-08-29 00:00:00 9803.1 0.30836 NaT
2022-09-05 00:00:00 10216.3 0.279207 NaT
2022-09-12 00:00:00 9670.96 0.317682 NaT
2022-09-19 00:00:00 9533.24 0.327399 NaT
2022-09-26 00:00:00 9589.67 0.323418 NaT
2022-10-03 00:00:00 9676.13 0.317318 NaT
2022-10-10 00:00:00 9636.31 0.320127 NaT
2022-10-17 00:00:00 9713.26 0.314699 NaT
2022-10-24 00:00:00 10005.8 0.294059 NaT
2022-10-31 00:00:00 10089.1 0.288185 NaT
2022-11-07 00:00:00 8602.01 0.393101 NaT
2022-11-14 00:00:00 8585.89 0.394238 NaT
2022-11-21 00:00:00 8634.15 0.390833 NaT
2022-11-28 00:00:00 8854.06 0.375317 NaT
2022-12-05 00:00:00 8847.35 0.375791 NaT
2022-12-12 00:00:00 8724.13 0.384484 NaT
2022-12-19 00:00:00 8759.62 0.381981 NaT
2022-12-26 00:00:00 8670.21 0.388289 NaT
2023-01-02 00:00:00 8881.2 0.373403 NaT
2023-01-09 00:00:00 10426.7 0.264362 NaT
2023-01-16 00:00:00 11227.8 0.20784 NaT
2023-01-23 00:00:00 11701.5 0.174421 NaT
2023-01-30 00:00:00 11313.1 0.201822 NaT
2023-02-06 00:00:00 10762.4 0.24068 NaT
2023-02-13 00:00:00 11954.7 0.156557 NaT
2023-02-20 00:00:00 11611.2 0.180795 NaT
2023-02-27 00:00:00 11001.2 0.223827 NaT
2023-03-06 00:00:00 10834.7 0.235576 NaT
2023-03-13 00:00:00 13125.4 0.0739592 NaT
2023-03-20 00:00:00 13123 0.0741305 NaT
2023-03-27 00:00:00 13207.8 0.0681441 NaT
2023-04-03 00:00:00 13273.6 0.0635035 NaT
2023-04-10 00:00:00 14172 0.000120125 NaT
2023-04-17 00:00:00 12985.7 0.0838201 NaT
2023-04-24 00:00:00 13350.2 0.0581002 NaT
2023-05-01 00:00:00 13157.6 0.0716866 NaT
2023-05-08 00:00:00 12795.9 0.0972079 NaT
2023-05-15 00:00:00 12755.3 0.100074 NaT
2023-05-22 00:00:00 13070.3 0.0778472 NaT
2023-05-29 00:00:00 12843.2 0.0938738 NaT
2023-06-05 00:00:00 12558.6 0.113948 NaT
2023-06-12 00:00:00 12657.7 0.106955 NaT
2023-06-19 00:00:00 13643.7 0.0373896 NaT
2023-06-26 00:00:00 13682.7 0.0346428 NaT
2023-07-03 00:00:00 13558.3 0.0434212 NaT
2023-07-10 00:00:00 13578.3 0.0420078 NaT
2023-07-17 00:00:00 13532.7 0.045226 NaT
2023-07-24 00:00:00 13300.8 0.0615867 NaT
2023-07-31 00:00:00 13245.6 0.0654803 NaT
2023-08-07 00:00:00 13307.3 0.061127 NaT
2023-08-14 00:00:00 12415.4 0.124052 NaT
2023-08-21 00:00:00 12390.1 0.125835 NaT
2023-08-28 00:00:00 12352.8 0.128473 NaT
2023-09-04 00:00:00 12315.6 0.131092 NaT
2023-09-11 00:00:00 12512.1 0.117232 NaT
2023-09-18 00:00:00 12426.4 0.123275 NaT
2023-09-25 00:00:00 12991 0.0834459 NaT
2023-10-02 00:00:00 12964.7 0.0853011 NaT
2023-10-09 00:00:00 12690 0.104678 NaT
2023-10-16 00:00:00 13761.2 0.0291012 NaT
2023-10-23 00:00:00 15547.3 0 714 days 00:00:00
2023-10-30 00:00:00 15745.3 0 NaT
2023-11-06 00:00:00 16612 0 NaT
2023-11-13 00:00:00 16740.4 0 NaT
2023-11-20 00:00:00 16778.6 0 NaT
2023-11-27 00:00:00 17879.2 0 NaT
2023-12-04 00:00:00 19543.2 0 NaT
2023-12-11 00:00:00 18490.6 0.0538643 NaT
2023-12-18 00:00:00 19195.4 0.0177999 NaT
2023-12-25 00:00:00 18886.8 0.0335903 NaT
2024-01-01 00:00:00 19604.1 0 28 days 00:00:00
2024-01-08 00:00:00 18683.7 0.0469448 NaT
2024-01-15 00:00:00 18663.8 0.0479608 NaT
2024-01-22 00:00:00 18721.4 0.0450235 NaT
2024-01-29 00:00:00 18721.4 0.0450236 28 days 00:00:00