trading

2021-04-09 00:22:12 quantrocket.zipline: INFO                                         Date    Cumulative Returns    Sharpe Ratio    Max Drawdown    Cumulative PNL
2021-04-09 00:22:12 quantrocket.zipline: INFO [chris_uptrend]  ----------   1%  2010-02-01                   -6%           -2.85            -10%           $-12095
2021-04-09 00:22:12 quantrocket.zipline: INFO [chris_uptrend]  ----------   1%  2010-03-01                    2%            0.71            -10%             $4452
2021-04-09 00:22:12 quantrocket.zipline: INFO [chris_uptrend]  ----------   2%  2010-03-31                    8%             1.6            -10%            $16054
2021-04-09 00:22:12 quantrocket.zipline: INFO [chris_uptrend]  ----------   3%  2010-04-30                    9%            1.28            -10%            $18148
2021-04-09 00:22:12 quantrocket.zipline: INFO [chris_uptrend]  ----------   4%  2010-06-01                   -2%           -0.02            -17%            $-4078
2021-04-09 00:22:12 quantrocket.zipline: INFO [chris_uptrend]  ----------   4%  2010-06-30                   -1%            0.09            -17%            $-1482
2021-04-09 00:26:10 quantrocket.zipline: INFO [chris_uptrend]  █---------   5%  2010-08-02                    0%            0.16            -17%              $956
2021-04-09 00:26:10 quantrocket.zipline: INFO [chris_uptrend]  █---------   6%  2010-08-31                   -2%            0.03            -17%            $-3034
2021-04-09 00:26:11 quantrocket.zipline: INFO [chris_uptrend]  █---------   7%  2010-09-30                   -1%            0.08            -17%            $-1404
2021-04-09 00:26:11 quantrocket.zipline: INFO [chris_uptrend]  █---------   7%  2010-11-01                    5%            0.35            -17%             $9255
2021-04-09 00:26:11 quantrocket.zipline: INFO [chris_uptrend]  █---------   8%  2010-11-30                    8%            0.49            -17%            $16237
2021-04-09 00:26:11 quantrocket.zipline: INFO [chris_uptrend]  █---------   9%  2010-12-31                   14%            0.69            -17%            $27796
2021-04-09 00:30:22 quantrocket.zipline: INFO [chris_uptrend]  █---------  10%  2011-01-31                   14%            0.64            -17%            $27180
2021-04-09 00:30:22 quantrocket.zipline: INFO [chris_uptrend]  █---------  10%  2011-02-28                   20%             0.8            -17%            $39059
2021-04-09 00:30:23 quantrocket.zipline: INFO [chris_uptrend]  █---------  11%  2011-03-31                   18%             0.7            -17%            $36218
2021-04-09 00:30:23 quantrocket.zipline: INFO [chris_uptrend]  █---------  12%  2011-05-02                   16%            0.61            -17%            $32465
2021-04-09 00:30:23 quantrocket.zipline: INFO [chris_uptrend]  █---------  13%  2011-05-31                   13%             0.5            -17%            $26277
2021-04-09 00:30:23 quantrocket.zipline: INFO [chris_uptrend]  █---------  13%  2011-06-30                   13%            0.47            -17%            $25648
2021-04-09 00:34:44 quantrocket.zipline: INFO [chris_uptrend]  █---------  14%  2011-08-01                    8%            0.33            -17%            $16321
2021-04-09 00:34:44 quantrocket.zipline: INFO [chris_uptrend]  █---------  15%  2011-08-31                    4%            0.21            -22%             $7161
2021-04-09 00:34:44 quantrocket.zipline: INFO [chris_uptrend]  ██--------  16%  2011-09-30                    1%            0.13            -22%             $1116
2021-04-09 00:34:44 quantrocket.zipline: INFO [chris_uptrend]  ██--------  16%  2011-10-31                    0%             0.1            -22%             $-547
2021-04-09 00:34:45 quantrocket.zipline: INFO [chris_uptrend]  ██--------  17%  2011-11-30                    3%            0.19            -22%             $6742
2021-04-09 00:34:45 quantrocket.zipline: INFO [chris_uptrend]  ██--------  18%  2012-01-03                    1%            0.13            -22%             $1487
2021-04-09 00:39:06 quantrocket.zipline: INFO [chris_uptrend]  ██--------  19%  2012-01-31                    4%            0.19            -22%             $7799
2021-04-09 00:39:07 quantrocket.zipline: INFO [chris_uptrend]  ██--------  19%  2012-02-29                    8%            0.27            -22%            $15328
2021-04-09 00:39:07 quantrocket.zipline: INFO [chris_uptrend]  ██--------  20%  2012-04-02                   11%            0.33            -22%            $22486
2021-04-09 00:39:07 quantrocket.zipline: INFO [chris_uptrend]  ██--------  21%  2012-04-30                    7%            0.24            -22%            $13816
2021-04-09 00:39:07 quantrocket.zipline: INFO [chris_uptrend]  ██--------  21%  2012-05-31                   -3%            0.05            -26%            $-5552
2021-04-09 00:39:07 quantrocket.zipline: INFO [chris_uptrend]  ██--------  22%  2012-07-02                   -4%            0.03            -26%            $-8456
2021-04-09 00:43:42 quantrocket.zipline: INFO [chris_uptrend]  ██--------  23%  2012-07-31                   -5%            0.02            -26%            $-9277
2021-04-09 00:43:42 quantrocket.zipline: INFO [chris_uptrend]  ██--------  24%  2012-08-31                   -3%            0.05            -26%            $-5907
2021-04-09 00:43:43 quantrocket.zipline: INFO [chris_uptrend]  ██--------  24%  2012-10-01                    1%            0.12            -26%             $1902
2021-04-09 00:43:43 quantrocket.zipline: INFO [chris_uptrend]  ███-------  25%  2012-10-31                   -1%            0.08            -26%            $-2373
2021-04-09 00:43:43 quantrocket.zipline: INFO [chris_uptrend]  ███-------  26%  2012-11-30                   -1%            0.09            -26%            $-1860
2021-04-09 00:43:43 quantrocket.zipline: INFO [chris_uptrend]  ███-------  27%  2012-12-31                    3%            0.15            -26%             $6525
2021-04-09 00:47:56 quantrocket.zipline: INFO [chris_uptrend]  ███-------  27%  2013-01-31                    9%            0.25            -26%            $18917
2021-04-09 00:47:56 quantrocket.zipline: INFO [chris_uptrend]  ███-------  28%  2013-02-28                    7%            0.21            -26%            $14878
2021-04-09 00:47:57 quantrocket.zipline: INFO [chris_uptrend]  ███-------  28%  2013-04-01                   14%             0.3            -26%            $28146
2021-04-09 00:47:57 quantrocket.zipline: INFO [chris_uptrend]  ███-------  30%  2013-04-30                   14%            0.29            -26%            $27271
2021-04-09 00:47:57 quantrocket.zipline: INFO [chris_uptrend]  ███-------  30%  2013-05-31                   19%            0.35            -26%            $37867
2021-04-09 00:47:57 quantrocket.zipline: INFO [chris_uptrend]  ███-------  31%  2013-07-01                   23%            0.39            -26%            $45071
2021-04-09 00:52:17 quantrocket.zipline: INFO [chris_uptrend]  ███-------  32%  2013-07-31                   31%            0.48            -26%            $62699
2021-04-09 00:52:17 quantrocket.zipline: INFO [chris_uptrend]  ███-------  33%  2013-09-03                   32%            0.48            -26%            $64009
2021-04-09 00:52:17 quantrocket.zipline: INFO [chris_uptrend]  ███-------  33%  2013-09-30                   38%            0.53            -26%            $75277
2021-04-09 00:52:17 quantrocket.zipline: INFO [chris_uptrend]  ███-------  34%  2013-10-31                   37%            0.51            -26%            $73880
2021-04-09 00:52:18 quantrocket.zipline: INFO [chris_uptrend]  ███-------  35%  2013-12-02                   37%             0.5            -26%            $74043
2021-04-09 00:52:18 quantrocket.zipline: INFO [chris_uptrend]  ████------  36%  2013-12-31                   40%            0.52            -26%            $80229
2021-04-09 00:56:38 quantrocket.zipline: INFO [chris_uptrend]  ████------  36%  2014-01-31                   42%            0.53            -26%            $84238
2021-04-09 00:56:38 quantrocket.zipline: INFO [chris_uptrend]  ████------  37%  2014-02-28                   56%            0.64            -26%           $114232
2021-04-09 00:56:39 quantrocket.zipline: INFO [chris_uptrend]  ████------  38%  2014-03-31                   50%            0.57            -26%            $99086
2021-04-09 00:56:39 quantrocket.zipline: INFO [chris_uptrend]  ████------  38%  2014-04-30                   46%            0.52            -26%            $91052
2021-04-09 00:56:39 quantrocket.zipline: INFO [chris_uptrend]  ████------  39%  2014-06-02                   56%             0.6            -26%           $113991
2021-04-09 00:56:39 quantrocket.zipline: INFO [chris_uptrend]  ████------  40%  2014-06-30                   65%            0.65            -26%           $130603
2021-04-09 01:01:01 quantrocket.zipline: INFO [chris_uptrend]  ████------  41%  2014-07-31                   61%            0.61            -26%           $121366
2021-04-09 01:01:01 quantrocket.zipline: INFO [chris_uptrend]  ████------  41%  2014-09-02                   72%            0.67            -26%           $143764
2021-04-09 01:01:01 quantrocket.zipline: INFO [chris_uptrend]  ████------  42%  2014-09-30                   70%            0.65            -26%           $139689
2021-04-09 01:01:01 quantrocket.zipline: INFO [chris_uptrend]  ████------  43%  2014-10-31                   69%            0.63            -26%           $138525
2021-04-09 01:01:01 quantrocket.zipline: INFO [chris_uptrend]  ████------  44%  2014-12-01                   65%             0.6            -26%           $130464
2021-04-09 01:01:01 quantrocket.zipline: INFO [chris_uptrend]  ████------  44%  2014-12-31                   63%            0.58            -26%           $126621
2021-04-09 01:05:17 quantrocket.zipline: INFO [chris_uptrend]  █████-----  45%  2015-02-02                   67%             0.6            -26%           $134828
2021-04-09 01:05:17 quantrocket.zipline: INFO [chris_uptrend]  █████-----  46%  2015-03-02                   75%            0.63            -26%           $149829
2021-04-09 01:05:17 quantrocket.zipline: INFO [chris_uptrend]  █████-----  47%  2015-03-31                   78%            0.64            -26%           $156592
2021-04-09 01:05:17 quantrocket.zipline: INFO [chris_uptrend]  █████-----  47%  2015-04-30                   72%             0.6            -26%           $143129
2021-04-09 01:05:17 quantrocket.zipline: INFO [chris_uptrend]  █████-----  48%  2015-06-01                   88%            0.68            -26%           $175263
2021-04-09 01:05:18 quantrocket.zipline: INFO [chris_uptrend]  █████-----  49%  2015-06-30                   87%            0.67            -26%           $174438
2021-04-09 01:09:35 quantrocket.zipline: INFO [chris_uptrend]  █████-----  50%  2015-07-31                   89%            0.67            -26%           $178207
2021-04-09 01:09:35 quantrocket.zipline: INFO [chris_uptrend]  █████-----  50%  2015-08-31                   71%            0.57            -26%           $141558
2021-04-09 01:09:35 quantrocket.zipline: INFO [chris_uptrend]  █████-----  51%  2015-09-30                   60%             0.5            -26%           $119288
2021-04-09 01:09:35 quantrocket.zipline: INFO [chris_uptrend]  █████-----  52%  2015-11-02                   62%            0.51            -26%           $124098
2021-04-09 01:09:35 quantrocket.zipline: INFO [chris_uptrend]  █████-----  53%  2015-11-30                   62%            0.51            -26%           $124705
2021-04-09 01:09:35 quantrocket.zipline: INFO [chris_uptrend]  █████-----  53%  2015-12-31                   66%            0.52            -26%           $131461
2021-04-09 01:09:36 quantrocket.zipline: INFO [chris_uptrend]  █████-----  54%  2016-02-01                   57%            0.48            -26%           $116505
2021-04-09 01:14:01 quantrocket.zipline: INFO [chris_uptrend]  █████-----  55%  2016-02-29                   56%            0.47            -26%           $114208
2021-04-09 01:14:01 quantrocket.zipline: INFO [chris_uptrend]  ██████----  55%  2016-03-31                   61%            0.48            -26%           $121904
2021-04-09 01:14:01 quantrocket.zipline: INFO [chris_uptrend]  ██████----  56%  2016-05-02                   64%            0.49            -26%           $127709
2021-04-09 01:14:01 quantrocket.zipline: INFO [chris_uptrend]  ██████----  56%  2016-05-31                   59%            0.47            -26%           $118584
2021-04-09 01:14:02 quantrocket.zipline: INFO [chris_uptrend]  ██████----  57%  2016-06-30                   67%             0.5            -26%           $134548
2021-04-09 01:14:02 quantrocket.zipline: INFO [chris_uptrend]  ██████----  57%  2016-08-01                   75%            0.53            -26%           $149839
2021-04-09 01:18:23 quantrocket.zipline: INFO [chris_uptrend]  ██████----  59%  2016-08-31                   78%            0.54            -26%           $156342
2021-04-09 01:18:23 quantrocket.zipline: INFO [chris_uptrend]  ██████----  60%  2016-09-30                   82%            0.55            -26%           $163852
2021-04-09 01:18:23 quantrocket.zipline: INFO [chris_uptrend]  ██████----  61%  2016-10-31                   77%            0.52            -26%           $154202
2021-04-09 01:18:24 quantrocket.zipline: INFO [chris_uptrend]  ██████----  61%  2016-11-30                   86%            0.55            -26%           $172073
2021-04-09 01:18:24 quantrocket.zipline: INFO [chris_uptrend]  ██████----  62%  2017-01-03                   89%            0.56            -26%           $178891
2021-04-09 01:18:24 quantrocket.zipline: INFO [chris_uptrend]  ██████----  63%  2017-01-31                   98%            0.59            -26%           $196588
2021-04-09 01:22:38 quantrocket.zipline: INFO [chris_uptrend]  ██████----  64%  2017-02-28                  110%            0.63            -26%           $219983
2021-04-09 01:22:38 quantrocket.zipline: INFO [chris_uptrend]  ██████----  64%  2017-03-31                  103%             0.6            -26%           $206448
2021-04-09 01:22:38 quantrocket.zipline: INFO [chris_uptrend]  ███████---  65%  2017-05-01                  100%            0.58            -26%           $200035
2021-04-09 01:22:39 quantrocket.zipline: INFO [chris_uptrend]  ███████---  66%  2017-05-31                   98%            0.57            -26%           $196212
2021-04-09 01:22:39 quantrocket.zipline: INFO [chris_uptrend]  ███████---  67%  2017-06-30                  102%            0.57            -26%           $203180
2021-04-09 01:22:39 quantrocket.zipline: INFO [chris_uptrend]  ███████---  67%  2017-07-31                  110%             0.6            -26%           $220163
2021-04-09 01:27:05 quantrocket.zipline: INFO [chris_uptrend]  ███████---  68%  2017-08-31                  121%            0.63            -26%           $242327
2021-04-09 01:27:06 quantrocket.zipline: INFO [chris_uptrend]  ███████---  69%  2017-10-02                  133%            0.66            -26%           $266363
2021-04-09 01:27:06 quantrocket.zipline: INFO [chris_uptrend]  ███████---  70%  2017-10-31                  145%            0.69            -26%           $290880
2021-04-09 01:27:06 quantrocket.zipline: INFO [chris_uptrend]  ███████---  70%  2017-11-30                  151%             0.7            -26%           $302318
2021-04-09 01:27:06 quantrocket.zipline: INFO [chris_uptrend]  ███████---  71%  2018-01-02                  154%             0.7            -26%           $308386
2021-04-09 01:27:06 quantrocket.zipline: INFO [chris_uptrend]  ███████---  72%  2018-01-31                  177%            0.75            -26%           $354457
2021-04-09 01:31:27 quantrocket.zipline: INFO [chris_uptrend]  ███████---  73%  2018-02-28                  169%            0.72            -26%           $337762
2021-04-09 01:31:27 quantrocket.zipline: INFO [chris_uptrend]  ███████---  73%  2018-04-02                  156%            0.68            -26%           $312646
2021-04-09 01:31:27 quantrocket.zipline: INFO [chris_uptrend]  ███████---  74%  2018-04-30                  159%            0.68            -26%           $318676
2021-04-09 01:31:27 quantrocket.zipline: INFO [chris_uptrend]  ███████---  75%  2018-05-31                  165%            0.69            -26%           $330395
2021-04-09 01:31:28 quantrocket.zipline: INFO [chris_uptrend]  ████████--  76%  2018-07-02                  169%            0.69            -26%           $337311
2021-04-09 01:31:28 quantrocket.zipline: INFO [chris_uptrend]  ████████--  76%  2018-07-31                  158%            0.66            -26%           $316137
2021-04-09 01:35:59 quantrocket.zipline: INFO [chris_uptrend]  ████████--  77%  2018-08-31                  190%            0.72            -26%           $379258
2021-04-09 01:35:59 quantrocket.zipline: INFO [chris_uptrend]  ████████--  78%  2018-10-01                  200%            0.74            -26%           $402650
2021-04-09 01:35:59 quantrocket.zipline: INFO [chris_uptrend]  ████████--  79%  2018-10-31                  144%            0.61            -26%           $288827
2021-04-09 01:35:59 quantrocket.zipline: INFO [chris_uptrend]  ████████--  79%  2018-11-30                  145%             0.6            -26%           $290686
2021-04-09 01:36:00 quantrocket.zipline: INFO [chris_uptrend]  ████████--  80%  2018-12-31                  138%            0.58            -26%           $275593
2021-04-09 01:36:00 quantrocket.zipline: INFO [chris_uptrend]  ████████--  81%  2019-01-31                  137%            0.58            -26%           $273655
2021-04-09 01:40:34 quantrocket.zipline: INFO [chris_uptrend]  ████████--  81%  2019-02-28                  138%            0.58            -26%           $276312
2021-04-09 01:40:35 quantrocket.zipline: INFO [chris_uptrend]  ████████--  82%  2019-04-01                  149%             0.6            -26%           $298941
2021-04-09 01:40:35 quantrocket.zipline: INFO [chris_uptrend]  ████████--  83%  2019-04-30                  151%             0.6            -26%           $301775
2021-04-09 01:40:35 quantrocket.zipline: INFO [chris_uptrend]  ████████--  84%  2019-05-31                  145%            0.58            -26%           $289475
2021-04-09 01:40:35 quantrocket.zipline: INFO [chris_uptrend]  ████████--  84%  2019-07-01                  158%             0.6            -26%           $315529
2021-04-09 01:40:35 quantrocket.zipline: INFO [chris_uptrend]  █████████-  85%  2019-07-31                  168%            0.62            -26%           $335345
2021-04-09 01:45:20 quantrocket.zipline: INFO [chris_uptrend]  █████████-  86%  2019-09-03                  177%            0.63            -26%           $353314
2021-04-09 01:45:20 quantrocket.zipline: INFO [chris_uptrend]  █████████-  87%  2019-09-30                  159%            0.59            -26%           $317516
2021-04-09 01:45:20 quantrocket.zipline: INFO [chris_uptrend]  █████████-  87%  2019-10-31                  168%            0.61            -26%           $335793
2021-04-09 01:45:20 quantrocket.zipline: INFO [chris_uptrend]  █████████-  88%  2019-12-02                  167%             0.6            -26%           $334039
2021-04-09 01:45:20 quantrocket.zipline: INFO [chris_uptrend]  █████████-  89%  2019-12-31                  177%            0.62            -26%           $353806
2021-04-09 01:45:20 quantrocket.zipline: INFO [chris_uptrend]  █████████-  90%  2020-01-31                  174%            0.61            -26%           $348301
2021-04-09 01:50:03 quantrocket.zipline: INFO [chris_uptrend]  █████████-  90%  2020-03-02                  175%             0.6            -26%           $349614
2021-04-09 01:50:03 quantrocket.zipline: INFO [chris_uptrend]  █████████-  91%  2020-03-31                  166%            0.58            -26%           $332381
2021-04-09 01:50:03 quantrocket.zipline: INFO [chris_uptrend]  █████████-  92%  2020-04-30                  182%             0.6            -26%           $363194
2021-04-09 01:50:03 quantrocket.zipline: INFO [chris_uptrend]  █████████-  93%  2020-06-01                  192%            0.61            -26%           $383073
2021-04-09 01:50:03 quantrocket.zipline: INFO [chris_uptrend]  █████████-  93%  2020-06-30                  229%            0.66            -26%           $458652
2021-04-09 01:50:04 quantrocket.zipline: INFO [chris_uptrend]  █████████-  94%  2020-07-31                  284%            0.73            -26%           $567795
2021-04-09 01:54:26 quantrocket.zipline: INFO [chris_uptrend]  █████████-  95%  2020-08-31                  323%            0.76            -26%           $646370
2021-04-09 01:54:26 quantrocket.zipline: INFO [chris_uptrend]  ██████████  96%  2020-09-30                  361%            0.78            -26%           $722796
2021-04-09 01:54:26 quantrocket.zipline: INFO [chris_uptrend]  ██████████  96%  2020-11-02                  356%            0.77            -26%           $712919
2021-04-09 01:54:26 quantrocket.zipline: INFO [chris_uptrend]  ██████████  97%  2020-11-30                  413%            0.82            -26%           $828962
2021-04-09 01:54:26 quantrocket.zipline: INFO [chris_uptrend]  ██████████  98%  2020-12-31                  449%            0.84            -26%           $898321
2021-04-09 01:54:26 quantrocket.zipline: INFO [chris_uptrend]  ██████████  99%  2021-02-01                  503%            0.87            -26%          $1006576
2021-04-09 01:55:46 quantrocket.zipline: INFO [chris_uptrend]  ██████████  99%  2021-03-01                  537%            0.88            -26%          $1073124
2021-04-09 01:55:46 quantrocket.zipline: INFO [chris_uptrend]  ██████████ 100%  2021-03-31                  520%            0.85            -26%          $1039815