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   -27-39+50+25+89+172+193+445+86+994
2008+287+61+182+10+94+34-96+19-27-21+60-10+593
2009+189+145+59-40+229-47-51-57-9+7+115+195+735
2010+116-31+289+49+25+77+257+198+125+7+158+173+1 443
2011+79+137+42+132+42-85+2-173+144+97+221+157+795
2012+287+64+489-104+76+87+228+327-128+420+70+66+1 882
2013+33+219+26-176-189+369+256-85-47-5-50-90+261
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+20-300+67-35+405
2017+164           +164
pairs: 3, The strategy trades breakout on the eighth hour