Mapping

Method

Fitness

Total

Trades

Cumulative

Returns

Annualized

Returns

Annualized

Volatility

Sharpe

Ratio

Max

Drawdown

Percent

Profitable

Min

Margin

Max

Margin

Points

2.06

127

118.0%

7.0%

7.8%

0.90

16.3%

75.96%

$1,098

$1486

Delta

2.03

129

129.8%

7.5%

9.7%

0.80

22.9%

81.40%

$946

$3703

Normalized

2.61

126

184.3%

9.5%

11.5%

0.85

29.3%

77.78%

$704

$2912

SPY

1.42

1

122.7%

7.2%

19.8%

0.45

55.2%

100%

$54.77

$198.40