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   -42-39-85-8+89+172+193+445+39+764
2008+287+61+182+10+94+34-96+19-27-21+60-39+564
2009+189+145+59-40+229-46-51-57-9+7+115+180+721
2010+116-31+289+49+25+77+257+198+125+7+158+173+1 443
2011+79+137+42+132+42-85+2-173+144+97+221+157+795
2012+287+64+489-104+76+71+228+327-128+420+70+56+1 856
2013+33+219+26-176-207+369+256-85-47-5-50-90+243
2014-130-153+174+85+13+199+72-44+133+70+194+129+742
2015+413+65+433-47+166-64+129+82-28-29+138+222+1 480
2016+62+129+20+121-133+68+116+20-14-110+67-35+311
2017+164-97+1580+201-174+66-98-58-47-102-3+10
2018-104-40+4-47+49-42-61-171+16   -396
pairs: 3, The strategy trades breakout on the eighth hour