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

Table 2

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

Size	Profit	Profit per candle	Calmar	Open positions	Percentage (%)
30	0.0249	0.0008	4.2953	47	5.05
40	0.0401	0.001	8.012	60	4.84
50	0.0443	0.0009	8.868	66	4.26
60	0.0636	0.0011	13.25	83	4.46
70	0.0771	0.0011	16.0687	95	4.38
80	0.0914	0.0011	19.0396	118	4.76
90	0.0899	0.001	10.5222	130	4.66
100	0.0935	0.0009	12.7934	141	4.55
110	0.0921	0.0008	12.6559	150	4.4
120	0.0949	0.0008	13.0337	159	4.27
130	0.0955	0.0007	13.1243	178	4.42
200	0.1011	0.0005	9.464	263	4.24
250	0.0965	0.0004	9.0392	328	4.23
300	0.1008	0.0003	9.3983	410	4.41
350	0.0924	0.0003	7.2935	467	4.3
400	0.1105	0.0003	8.1655	558	4.5