Note: The percentage drawdown is calculated from the beginning of the equity with the expected return of 33 % p.a. of the initial endowment.
2009-241-1+316+476-81+556-171-6+232-5+77+558+1 710
2010-248+474+310+704-246+627+794+149-494+788+233+390+3 481
2011+232-3-131+69-181-252+715-7+791+312+345+713+2 603
2012+393+556+74-336+484+555+229-83-12+711-577+1 039+3 033
2013+155+62+151+234-88-652-408-249-653+153+73+474-748
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+553-491+316+77+69
2017+70+394-4-249-91+391      +511
pairs: 5, The strategy opens pullback trades on the daily pivot point lines