International Scholarly Research Notices / 2014 / Article / Tab 2

Research Article

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.

SizeProfitProfit per candleCalmarOpen positionsPercentage (%)

300.02490.00084.2953475.05
400.04010.0018.012604.84
500.04430.00098.868664.26
600.06360.001113.25834.46
700.07710.001116.0687954.38
800.09140.001119.03961184.76
900.08990.00110.52221304.66
1000.09350.000912.79341414.55
1100.09210.000812.65591504.4
1200.09490.000813.03371594.27
1300.09550.000713.12431784.42
2000.10110.00059.4642634.24
2500.09650.00049.03923284.23
3000.10080.00039.39834104.41
3500.09240.00037.29354674.3
4000.11050.00038.16555584.5