Table 3: Results of 20 runs of the AT model of experiment 4. The best time increases to 320,494 ms, while the best theoretical net return decreases to 285,351 CLP (profitability of 57%). The difference in behavior is due to the temporal granularity on which the system operates.

Time (ms)ReturnsShortLongStopLossStopWin

401,775271,096323400.285258866
380,216174,172363700.160024324
386,456174,94081801.728610269
389,235176,805262700.090294426
399,316235,421323400.029627225
401,022162,7074611000.129552719
390,692175,168777801.195936443
388,487205,89650700.0003842080.382646993
382,833273,143303600.247501213
382,123169,675363700.109817783
375,669271,096323400.382314236
375,810216,33741760.0285219420.043130692
385,236247,521162101.373017833
387,552285,35144860.0002933380.414043995
394,574195,57076960.0025369850.801816572
389,934268,196578400.702944475
361,461268,196488800.316077957
320,494242,77529780.0282917290.029311713
325,625273,143303601.591565877
323,076206,52526390.0003722560.404751387