Table 4.
Trade configuration | Test | P | FPR | P | FPR | P | FPR | P | FPR | P | FPR | P | FPR |
0.712 | 0.218 | 0.998 | 0.199 | 1 | 0.184 | 0.696 | 0.121 | 0.996 | 0.092 | 1 | 0.108 | ||
TS | 0.520 | 0.763 | 1 | 0.002 | 1 | 0.002 | 0.555 | 0.005 | 1 | 0.003 | 1 | 0.001 | |
0.876 | 0.189 | 1 | 0.188 | 1 | 0.145 | 0.891 | 0.095 | 1 | 0.083 | 1 | 0.081 | ||
TS | 0.972 | 0.008 | 1 | 0.004 | 1 | 0.000 | 0.980 | 0.001 | 1 | 0.003 | 1 | 0.001 | |
0.972 | 0.169 | 1 | 0.167 | 1 | 0.150 | 0.967 | 0.091 | 1 | 0.079 | 1 | 0.076 | ||
TS | 1 | 0.004 | 1 | 0.006 | 1 | 0.000 | 1 | 0.002 | 1 | 0.002 | 1 | 0.000 | |
1 | 0.171 | 1 | 0.158 | 1 | 0.176 | 1 | 0.078 | 1 | 0.094 | 1 | 0.071 | ||
TS | 1 | 0.006 | 1 | 0.000 | 1 | 0.000 | 1 | 0.002 | 1 | 0.003 | 1 | 0.003 |