Futures Trading on BTC Crypto Market
76.9Total Return (%)FineFT
Evaluation Results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| FineFTModel Type=Proposed Method2025.12 | 76.9 | 2.13 | 7.44 | 39.51 | 4.29 | 23.51 | |
| EHFTModel Type=Hierarchical RL2025.12 | 33.44 | 1.42 | 2.73 | 10.78 | 4.29 | 42.61 | |
| EDQNModel Type=Ensemble RL2025.12 | 25.11 | 0.98 | 2.15 | 5.88 | 6.8 | 59.28 | |
| DRAModel Type=Policy-based RL2025.12 | 21.93 | 0.94 | 2.12 | 4.9 | 6.9 | 58.28 | |
| PPOModel Type=Policy-based RL2025.12 | 19.68 | 0.9 | 2.01 | 4.39 | 6.83 | 58.3 | |
| CRPModel Type=Value-based RL2025.12 | 19.61 | 0.85 | 1.79 | 4.62 | 6.44 | 58.3 | |
| RAQRModel Type=Distributional RL2025.12 | 2.84 | 0.57 | 1.1 | 0.71 | 5.19 | 51.19 | |
| SUNRISEModel Type=Ensemble RL2025.12 | -7.91 | 0.37 | 0.76 | -2.06 | 6.87 | 63.36 | |
| IVModel Type=Rule-based2025.12 | -17.26 | 0.01 | 0.02 | -4.26 | 5.8 | 63.25 | |
| MHFTModel Type=Hierarchical RL2025.12 | -25.85 | -0.32 | -0.57 | -7.27 | 4.46 | 47.97 | |
| MACDModel Type=Rule-based2025.12 | -26.28 | -0.17 | -0.31 | -9.44 | 5.91 | 60.17 | |
| WINOWModel Type=Hierarchical RL2025.12 | -34.03 | -0.23 | -0.56 | -8.62 | 7.09 | 55.3 | |
| DQNModel Type=Value-based RL2025.12 | -82.13 | -12.03 | -4.94 | -51.81 | 1.77 | 82.37 |