40% returns seems like a lot. Your quote, "FX.Machine builds profitable trading strategies by learning from historical data", is true for most of the strategies. What makes your strategy different? I would think that many people have tried both statistical and machine learning methods. I do not hear about any 40% returns from them. Your claim of 40% returns makes me doubt your testing strategy. Your forward test shows only 7.9% increase till now. There are a whole set of backward tests missing and a lot of information missing to consider your strategy seriously. For example, how is the risk being measured? Is it drawdown, Sharpe ratio etc?