Table 2: Results of 20 executions of the AT model of experiment 3. The best time is only 75,598 ms, whereas the best theoretical net return is 690,757 CLP (profitability of 138%). The gains are due to the increasing trend for the period of the experiment; the parameters are adjusted accordingly by the PSO algorithm.

Time (ms)Returns (CLP)ShortLongStopLossStopWin

78,892382,30442480.0041568520.00001
77,313570,68016370.4744341870.457211905
80,153422,71577780.0038767970.00001
102,842327,2701011280.0084260640.00001
88,634690,757479000.00001
94,216351,07170710.0073866030.00001
87,911640,351697400.00001
78,439647,545353900.00001
79,648381,70633340.0036893780.00001
79,306404,0351330.002578330.00001
78,836349,46847480.0078942280.00001
84,482384,969601060.0036256050.00001
77,942346,55578790.0072173440.00001
94,406373,79811700.0042260870.00001
82,992363,42813200.00001
89,537355,7871261270.0037976290.00001
75,598370,56813490.0038030330.00001
76,913651,456202800.00001
83,877386,28332370.0071868940.00001
93,201376,66631500.003672210.00001