Note: The percentage drawdown is calculated from the beginning of the equity with the expected return of 33 % p.a. of the initial endowment.
2007   +6+2-126+8+126+55+207+395+24+697
2008+261+75-31-8+146-38-110-2-28-19+59-51+254
2009+189+145+59-40+232-19-42-85-62-5+134+135+641
2010+112-3+234+10+34+24+606+243+13+37+160+177+1 647
2011+79+164+43+117+19-43+27-209+81+82+228+172+760
2012+73+67+489-103+78+71+229+328-128+382+77+44+1 607
2013+34+220+27-171-204+369+256-85-47-5-50-90+254
2014-130-153+174+85+13+199+72-44+133+70+194+129+742
2015+413+65+433-47+166-64+129+82-28-29+138+222+1 480
2016+62+129+20+121-133+68+116+20-14-110+67-35+311
2017+164-97+1580+201-174      +252
pairs: 3, The strategy trades breakout on the eighth hour