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 |