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   -17-800-8-8+16+32-35-28
2008+16+15-8+16+32-25-1+15+22+7+55+22+166
2009+39+7+63-1+22+8-33+39+37+7+37+24+249
2010+38+23+3000-17-2+15+24+23+36+27+197
2011+29+80-25+47+40+6+52+38+6+15+6+32+326
2012+6+31-42+39+37+47+80+13+32-11-27-11+194
2013+6+15-1+40-16+46+30+11+20-27+40-29+135
2014-3+7+23+69-1-18+28+15+43-26+70-4+203
2015+77+31-18-9-31-3-50+39-11-4-27+39
2016-420-10+30-18-41-25+6+23-34-16-60-187
2017+38+46-8-34-10-45-36+63+14-2+31+30+87
2018-18-1-1-18-3-11-27-36-8   -123
pairs: 2, The strategy opens trades alternately on two pairs and according to the latest it changes following trade