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   +35+22+22-48+253+271-13-135+118+525
2008-15+64+335-8-34+82-29+41+89+37+203-380+385
2009+135+319+64-118-88+160+235+244+3+162+117+154+1 387
2010+213-8-213+75-24+185+407-135+135+62+271+14+982
2011-3+218+249+87+155-102+44+439+72+373-57+201+1 676
2012-60+281+178+1+215+11-109+283-60+87+229+259+1 315
2013+129-92+46+87+68+272+140-142+67-26-110+182+621
2014+53-48+106+124+99+204-35-155-104-55-202-19-32
2015+26-88-52+174+94-207+268+107+9-88+3+52+298
2016+151+22-50-303-138+89-45-70+180+51+90-185
2017-70           -70
pairs: 1, The main trading timer of this strategy is Greenwich midnight