Financial Trading on Dow Jones 30 (test)
14.52Cumulative Returnsa2c&sac ensemble
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| a2c&sac ensembleClassifier Group=1, τ=0.242025.02 | 14.52 | 0.6348 | 0.0025 | 27.87 | |
| a2c&ppo ensembleClassifier Group=1, τ=0.442025.02 | 12.06 | 0.5782 | 0.0026 | 22.55 | |
| a2c&sac ensembleClassifier Group=3, τ=0.222025.02 | 11.99 | 0.559 | 0.0023 | 25.98 | |
| a2c&ppo ensembleClassifier Group=4, τ=0.632025.02 | 11.85 | 0.5828 | 0.0026 | 21.66 | |
| a2c&ppo ensembleClassifier Group=2, τ=0.882025.02 | 11.47 | 0.5685 | 0.0026 | 21.72 | |
| a2cComparison Context=A2C/PPO Baseline2025.02 | 11.27 | 0.5351 | 0.0022 | 26.35 | |
| a2cComparison Context=A2C/SAC Baseline2025.02 | 10.9 | 0.5277 | 0.0022 | 25.62 | |
| a2c&sac ensembleClassifier Group=4, τ=0.322025.02 | 10.74 | 0.5236 | 0.0023 | 22.88 | |
| a2c&sac ensembleClassifier Group=5, τ=0.232025.02 | 10.72 | 0.5068 | 0.0021 | 26.31 | |
| a2c&ppo ensembleClassifier Group=3, τ=0.632025.02 | 10.36 | 0.5086 | 0.0021 | 25.75 | |
| ppo&sac ensembleClassifier Group=1, τ=0.282025.02 | 9.98 | 0.5226 | 0.0022 | 22.28 | |
| a2c&ppo ensembleClassifier Group=5, τ=0.892025.02 | 9.7 | 0.501 | 0.0023 | 21.77 | |
| ppo&sac ensembleClassifier Group=5, τ=0.292025.02 | 9.22 | 0.4897 | 0.0021 | 22.1 | |
| ppo&sac ensembleClassifier Group=4, τ=0.282025.02 | 9.14 | 0.4837 | 0.0021 | 22.02 | |
| a2c&sac ensembleClassifier Group=2, τ=0.072025.02 | 9.12 | 0.4629 | 0.0019 | 26.02 | |
| ppo&sac ensembleClassifier Group=2, τ=0.222025.02 | 8.87 | 0.4718 | 0.002 | 22.17 | |
| ppo&sac ensembleClassifier Group=3, τ=0.022025.02 | 6.4 | 0.3853 | 0.0016 | 22.5 | |
| sacComparison Context=PPO/SAC Baseline2025.02 | 5.12 | 0.3195 | 0.0013 | 25.42 | |
| ppoComparison Context=PPO/SAC Baseline2025.02 | 4.44 | 0.3051 | 0.0012 | 21.9 | |
| sacComparison Context=A2C/SAC Baseline2025.02 | 4.43 | 0.2934 | 0.0012 | 25.07 | |
| ppoComparison Context=A2C/PPO Baseline2025.02 | 4.14 | 0.2872 | 0.0012 | 22.1 |