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