International Scholarly Research Notices / 2014 / Article / Tab 1

Research Article

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 candleCalmar Open positionsPercentage (%)

300.08120.00272.41829310
400.07680.00191.40481209.68
500.11760.00242.40691348.65
600.23180.00395.39141538.23
700.22110.00324.78591768.11
800.23590.00295.10631967.9
900.30050.00338.65892217.92
1000.35480.003510.2212457.9
1100.32940.0039.49052627.68
1200.31720.00268.64792837.61
1500.26480.00184.62953457.42
2000.21940.00112.82444827.77
2500.20910.00082.23525747.41
3000.16840.00061.53457207.74
3500.13990.00041.04028047.41
4000.0730.00020.50749147.37