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+315-86-162+556+72+72-93-87+32+557+1 173
2010-88+474+151+781-165+467+1 032+309-493+789+151+550+3 958
2011+232-3-293+232-181+229+470-87+631+72+152+549+2 003
2012+312+716+73-10+644+395+550-83-169+793-496+1 039+3 764
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+634-418-84-85-5-31-87-245-324-409+72-245-1 227
2016+155-406-85-167-247+465-572+471+553-491+316+77+69
2017+70+394-4-249-91+391-261-498+159-254-89+233-199
2018+219-340-248+70-8-408+71-341+67   -918
pairs: 5, The strategy opens pullback trades on the daily pivot point lines