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   -127-10+3040+117-1200-205+557+516
2008+208-64+209+581-4+345+2930+420+780+30+2 096
2009+99+417+217-623-286+1 458-105+261-42-104+272+382+1 946
2010-64+314+1970+965-321+989+60+416-435+175+266+2 562
2011-45+285+646+203+1 252+739+501-514+154+793-89+184+4 109
2012+455-452+2350-128+338+496+14+203-192-88+637+1 518
2013-605+378+66+587-60+62-107+77+307+1330+52+890
2014-12-96-36+27-123-450-34+161+50-178+43-235-883
2015-60-92+112-229-83+9-64-43+200-379-162-16-807
2016+175-143+949+23-502+61-342+187+259+25-295-74+323
2017+19-79+98-207-7-191      -367
pairs: 1, The strategy creates several fictitious trades in the background and trade on the basis of preceding results