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You can export it here from QUANDL which also has an R package. I don't have too much experience with it but I guess you have to open a (free) account.
You have to be careful when saying "I would have done this". It's too easy in backtesting to make this mistake. From your description of the data, you have no way of knowing it was in a downtrend, until the downtrend was over or ,at least already in full swing. Nathan S's answer and radpin's comments are exactly what you have to do. I didn't answer just ...
It all depends to me on whether your system can categorize a price series as "upward trending." I want objective, programmed rules. If my system includes a market condition filter then not only can I ignore cases that would not pass it, but I must ignore them to measure the system. If I invent the rule to optimize performance that ran cold in some tested ...
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