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   -18-34-16+95+68+154+39+222+24+534
2008+231+169+235-36+55-114+176+162+69-93-115+90+829
2009+63+22+9+21+165+41+74-31+24+1+110+24+523
2010+219-26+60+59+163+15-38+94+130-9+68+285+1 020
2011-38+252+182+230+62-143+46+109+23+208+47+209+1 187
2012+220-56+9-33+118+169-77-110-43-80+9+198
2013+71+66-105+389-53+30+50+117+42+41+105+24+777
2014+30+31+171+39+12+189-23-54+178+110+108+37+828
2015+49+79+82-12+150+68+239+49-19+248+114-44+1 003
2016+59+86+316+80-46-98+129-109-52+25+46-54+382
2017-79           -79
pairs: 2, The strategy for diversification on different instruments GOLD and RUBL. For systems comparison, pips are divided to match with other strategies.