Study on the Effectiveness of the Investment Strategy Based on a Classifier with Rules Adapted by Machine Learning

Table 1

Final profits and Calmar ratio for the selected length of the test period for TewiMiC.

Size	Profit	Profit per candle	Calmar	Open positions	Percentage (%)
30	0.0812	0.0027	2.4182	93	10
40	0.0768	0.0019	1.4048	120	9.68
50	0.1176	0.0024	2.4069	134	8.65
60	0.2318	0.0039	5.3914	153	8.23
70	0.2211	0.0032	4.7859	176	8.11
80	0.2359	0.0029	5.1063	196	7.9
90	0.3005	0.0033	8.6589	221	7.92
100	0.3548	0.0035	10.221	245	7.9
110	0.3294	0.003	9.4905	262	7.68
120	0.3172	0.0026	8.6479	283	7.61
150	0.2648	0.0018	4.6295	345	7.42
200	0.2194	0.0011	2.8244	482	7.77
250	0.2091	0.0008	2.2352	574	7.41
300	0.1684	0.0006	1.5345	720	7.74
350	0.1399	0.0004	1.0402	804	7.41
400	0.073	0.0002	0.5074	914	7.37