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   -40+138-85-110+619-137-293-282+531+341
2008+188-98+1 102+868-165+389+430-28+91400+286+3 886
2009+525+423+465-443-286+1 229-175+48800+71+726+3 023
2010-174+360-2020+871-179+470-386+48-4430+142+507
2011+357+413+861+152+1 068+192+403-503+1920+634+241+4 010
2012+520+116+710-83-57+536+1 006-59+2230-211+631+3 332
2013-442+364+242+598-493+62-248+47+307+1330+52+622
2014-12+48-36+27-189-450-34+161+50-178+43-235-805
2015-60-92+112-229-83+9-64-43+200-379-162-16-807
2016+175-143+949+23-502+61-342+18700-418-74-84
2017+19           +19
pairs: 1, The strategy creates several fictitious trades in the background and trade on the basis of preceding results