Note: The percentage drawdown is calculated from the beginning of the equity with the expected return of 33 % p.a. of the initial endowment.
20030000+71-94-12-7+145-1-100-132-130
2004+229+162-78-64-132+157+116+86+36-44+133+160+761
2005-207+9+88-34-132-186+214+23+54+291+65+265+450
2006+118+167-72-153+61-86+25-91-26+103+71-70+47
2007+218-52-39+35+22+22-48+253+271-13-215+118+572
2008-15+64+335-39-65+82-29+41+89-73+172-473+89
2009+73+288+2-180-119+80+156+245+3+162+117+154+981
2010+213-88-244+44-55+185+327-166+135+62+240-16+637
2011-3+218+218+87+123-133+93+359+72+342-57+201+1 520
2012-60+201+178+1+215-50-109+283-60+87+229+259+1 174
2013+129-92+46+87+117+272+78-142+66-26-110+182+607
2014+53-48+106+124+62+235-35-155-104-55-202+30+11
2015+26-88-52+143+94-207+268+107-70-88+3+52+188
2016+151+22-50-303-138+58-76-70+16-267+51+10-596
2017-70-200-117+140+9-45+9+70-85-205-58+95-457
2018-68+260-104+33+31+9+22+89+65   +337
pairs: 1, The main trading timer of this strategy is Greenwich midnight