Machine Learning-Based Decision-Making for Stock Trading: Case Study for Automated Trading in Saudi Stock Exchange

Table 7

The performance of our method (rounded) for the period from January 2018 to August 2021 using seven different portfolio settings. The performance is compared to the buy-hold strategy and the returns by the market index (TASI). S/L and T/P represent the stop-loss and take-profit points, respectively.

Method	Portfolio settings		Returns
	S/L (%)	T/P (%)	2018 (%)	2019 (%)	2020 (%)	2021 (%)	Total (%)	#Trades	Win rate (%)
1	5	10	10	12	20	32	74	289	51
2	5	15	11	12	15	30	65	228	46
3	7.5	10	16	16	17	37	86	221	63
4	7.5	15	15	14	15	31	75	173	59
5	10	10	16	11	16	38	81	192	69
6	10	15	20	8	15	27	70	155	65
7	Optimal		25	23	26	45	119	265	66
Buy-hold			24	14	12	26	76	N/A
Market index (TASI)			8	7	4	30	49	N/A