Note: The percentage drawdown is calculated from the beginning of the equity with the expected return of 33 % p.a. of the initial endowment.
2007000+155+25+106+26+35+85-102-63+219+486
2008+74-5+251-158+21-116+154-1-59-112+381-300+130
2009+104+301+144-118-186+62+4+173-40+26-16+209+663
2010+195+49-222-107+55+122+353+143+27+8+76-3+696
2011-3+169+249+87+203-213+13+391+40+342-137+121+1 262
2012-42+152+178+1+215-50-109+283-140+87+229+259+1 063
2013+147-74+15+87+148+272+140-142+67-26-110+182+706
2014+53-48+106+124+93+204-35-155-104-55-202-19-38
2015+26-88-52+174+94-207+268+107+9-88+3+52+298
2016+151+22-50-303-138+89-45-70+16-267+51+90-454
2017-70-200-117+140+9-45      -283
pairs: 1, The main trading timer of this strategy is Greenwich midnight