Mapping Method | Fitness | Total Trades | Cumulative Returns | Annualized Returns | Annualized Volatility | Sharpe Ratio | Max Drawdown | Percent Profitable | Min Margin | Max Margin |
Points | 1.94 | 129 | 109.6% | 6.6% | 7.7% | 0.87 | 16.7% | 75.96% | $1,059 | $1483 |
Delta | 1.77 | 129 | 111.1% | 6.7% | 9.4% | 0.74 | 25.4% | 77.52% | $946 | $3703 |
Normalized | 2.13 | 126 | 120.1% | 7.1% | 7.5% | 0.95 | 14.8% | 80.16% | $648 | $2529 |
SPY | 1.42 | 1 | 122.7% | 7.2% | 19.8% | 0.45 | 55.2% | 100% | $54.77 | $198.40 |