Note: The percentage drawdown is calculated from the beginning of the equity with the expected return of 33 % p.a. of the initial endowment.
| 2003 | 0 | 0 | 0 | 0 | +71 | -94 | -12 | -7 | +145 | -1 | -100 | -132 | -130 |
| 2004 | +229 | +162 | -78 | -64 | -132 | +157 | +116 | +86 | +36 | -44 | +133 | +160 | +761 |
| 2005 | -207 | +9 | +88 | -34 | -132 | -186 | +214 | +23 | +54 | +291 | +65 | +265 | +450 |
| 2006 | +118 | +167 | -72 | -153 | +61 | -86 | +25 | -91 | -26 | +103 | +71 | -70 | +47 |
| 2007 | +218 | -52 | -39 | +35 | +22 | +22 | -48 | +253 | +271 | -13 | -215 | +118 | +572 |
| 2008 | -15 | +64 | +335 | -39 | -65 | +82 | -29 | +41 | +89 | -73 | +172 | -473 | +89 |
| 2009 | +73 | +288 | +2 | -180 | -119 | +80 | +156 | +245 | +3 | +162 | +117 | +154 | +981 |
| 2010 | +213 | -88 | -244 | +44 | -55 | +185 | +327 | -166 | +135 | +62 | +240 | -16 | +637 |
| 2011 | -3 | +218 | +218 | +87 | +123 | -133 | +93 | +359 | +72 | +342 | -57 | +201 | +1 520 |
| 2012 | -60 | +201 | +178 | +1 | +215 | -50 | -109 | +283 | -60 | +87 | +229 | +259 | +1 174 |
| 2013 | +129 | -92 | +46 | +87 | +117 | +272 | +78 | -142 | +66 | -26 | -110 | +182 | +607 |
| 2014 | +53 | -48 | +106 | +124 | +62 | +235 | -35 | -155 | -104 | -55 | -202 | +30 | +11 |
| 2015 | +26 | -88 | -52 | +143 | +94 | -207 | +268 | +107 | -70 | -88 | +3 | +52 | +188 |
| 2016 | +151 | +22 | -50 | -303 | -138 | +58 | -76 | -70 | +16 | -267 | +51 | +10 | -596 |
| 2017 | -70 | -200 | -117 | +140 | +9 | -45 | +9 | +70 | -85 | -205 | -58 | +95 | -457 |
| 2018 | -68 | +260 | -104 | +33 | +31 | +9 | +22 | +89 | +65 | +337 | |||
| pairs: 1, The main trading timer of this strategy is Greenwich midnight | |||||||||||||