Note: The percentage drawdown is calculated from the beginning of the equity with the expected return of 33 % p.a. of the initial endowment.
2009-241+238+315-86-323+238-86+71-93-87+156+557+659
2010-88+474-9+781-165+467+1 032+309-493+789+151+550+3 798
2011+232-3-293+232-181+228+470-87+631+232+152+549+2 162
2012+312+557+73-10+644+395+550-83-169+793-495+720+3 287
2013+155+62+151+234-88-651-327-249-653+153+73+474-666
2014+148-242+70-93+788-12-4-172-246-166+152-325-102
2015+634-418-166-85-5-31-87-245-324-409+72-245-1 309
2016+155-406-85-167-247+465-572+471    -386
pairs: 5, The strategy opens pullback trades on the daily pivot point lines