Futures Trading on ETH Crypto Market
48.72Total Return (%)EHFT
Evaluation results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| EHFTModel Type=Hierarchical RL2025.12 | 48.72 | 1.49 | 3.33 | 10.66 | 5.65 | 48.33 | |
| FineFTModel Type=Proposed Method2025.12 | 39.05 | 1.74 | 5.78 | 14.45 | 2.96 | 16.96 | |
| WINOWModel Type=Hierarchical RL2025.12 | 26.36 | 1.06 | 3.55 | 6.98 | 6.59 | 37.55 | |
| RAQRModel Type=Distributional RL2025.12 | -5.94 | -4.1 | -2.65 | -13.75 | 0.21 | 6.08 | |
| EDQNModel Type=Ensemble RL2025.12 | -46 | -0.73 | -1.39 | -10.65 | 6.23 | 62.96 | |
| CRPModel Type=Value-based RL2025.12 | -46.06 | -0.95 | -1.69 | -11.36 | 5.88 | 62.96 | |
| PPOModel Type=Policy-based RL2025.12 | -46.08 | -0.74 | -1.39 | -10.68 | 6.23 | 63.01 | |
| DRAModel Type=Policy-based RL2025.12 | -46.56 | -0.77 | -1.44 | -10.86 | 6.18 | 63.2 | |
| IVModel Type=Rule-based2025.12 | -50.53 | -1.04 | -1.82 | -12.29 | 5.87 | 63.87 | |
| DQNModel Type=Value-based RL2025.12 | -73.15 | -3.94 | -3.88 | -27.31 | 3.89 | 75.48 | |
| MACDModel Type=Rule-based2025.12 | -73.93 | -2.78 | -3.49 | -21.52 | 5.3 | 80.85 | |
| MHFTModel Type=Hierarchical RL2025.12 | -75.16 | -2.21 | -3.26 | -15.37 | 6.32 | 81.79 | |
| SUNRISEModel Type=Ensemble RL2025.12 | -81.22 | -4.45 | -4.57 | -23.85 | 4.48 | 83.36 |