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 | | | | -127 | -209 | +1 789 | +210 | +97 | +3 169 | +1 816 | -256 | +861 | +7 350 |
2008 | -449 | -403 | -97 | +1 165 | -321 | -6 | -674 | +2 646 | -753 | +2 994 | +1 709 | +1 034 | +6 845 |
2009 | +722 | +171 | +187 | +1 432 | +1 708 | +1 528 | -698 | -1 376 | +965 | -470 | +968 | +210 | +5 347 |
2010 | -437 | +1 016 | -1 191 | +2 297 | +610 | +1 667 | -118 | -794 | -485 | +282 | +66 | -771 | +2 142 |
2011 | +866 | -45 | +3 836 | +1 945 | +1 396 | +1 620 | +4 254 | +722 | -687 | +239 | +1 759 | +156 | +16 061 |
2012 | +1 911 | +1 129 | +67 | +355 | +3 581 | -80 | -122 | -152 | +194 | +100 | +1 585 | +3 915 | +12 483 |
2013 | +50 | +440 | -374 | -1 721 | +1 155 | +2 606 | -235 | +340 | -332 | -630 | +787 | +2 334 | +4 420 |
2014 | -541 | -1 713 | +2 184 | -959 | +630 | +635 | +561 | +1 568 | +5 654 | -863 | -2 092 | +3 197 | +8 261 |
2015 | +1 178 | -1 710 | +1 403 | +876 | -1 443 | -274 | -1 783 | -531 | -2 358 | +1 714 | -239 | +1 483 | -1 684 |
2016 | +112 | +378 | +1 705 | +725 | +346 | +3 369 | -28 | -421 | -928 | -115 | -459 | -741 | +3 943 |
2017 | +220 | -476 | -943 | +1 171 | -1 978 | -1 057 | -36 | +44 | -286 | -343 | -881 | +22 | -4 543 |
2018 | -226 | +1 123 | +353 | -876 | +2 601 | -1 142 | -320 | +2 636 | +441 | | | | +4 590 |
pairs: 18, The daily breakout strategy |