Machine Learning Trading on Cryptocurrency data (2020/05/01 to 2023/11/01)
1.13Profit FactorMLP
Evaluation results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
| MLPTarget=returnRank22025.12 | 1.13 | 1.01 | 0.94 | 64.26 | 77.4 | 55.05 | 63.58 | |
| kNNTarget=returnRank2025.12 | 1.12 | 0.94 | 0.51 | 60.42 | 79.39 | 54.43 | 64.36 | |
| MLPTarget=returnRank2025.12 | 1.11 | 0.9 | 0.22 | 57.81 | 79.61 | 54.89 | 63.99 | |
| MLPTarget=returnRank32025.12 | 1.11 | 0.91 | 0.26 | 58.2 | 78.72 | 54.97 | 63.9 | |
| XGboostTarget=returnRank2025.12 | 1.11 | 0.9 | 0.32 | 58.75 | 80.16 | 54.97 | 65.18 | |
| RandomForestTarget=return2025.12 | 1.11 | 0.91 | 0.38 | 59.46 | 81.09 | 54.97 | 65.64 | |
| RandomForestTarget=returnRank2025.12 | 1.11 | 0.92 | 0.29 | 58.62 | 79.9 | 55.58 | 63.69 | |
| RandomForestTarget=returnRank22025.12 | 1.11 | 0.88 | 0.06 | 56.46 | 81.16 | 55.5 | 63.96 | |
| RandomForestTarget=returnRank32025.12 | 1.11 | 0.9 | 0.25 | 58.2 | 80.13 | 54.97 | 64.44 | |
| kNNTarget=return2025.12 | 1.11 | 0.89 | 0.27 | 58.23 | 81.78 | 54.43 | 65.24 | |
| kNNTarget=returnRank22025.12 | 1.11 | 0.91 | 0.31 | 58.66 | 79.25 | 54.66 | 64.32 | |
| kNNTarget=returnRank32025.12 | 1.11 | 0.89 | 0.19 | 57.6 | 79.84 | 55.2 | 64.53 | |
| MLPTarget=return2025.12 | 1.1 | 0.87 | 0.01 | 55.95 | 76.67 | 54.66 | 64.32 | |
| MLPTarget=returnRank42025.12 | 1.1 | 0.87 | -0.08 | 55.19 | 79.98 | 55.2 | 63.71 | |
| XGboostTarget=return2025.12 | 1.1 | 0.87 | 0.2 | 57.69 | 81.9 | 55.28 | 66.01 | |
| XGboostTarget=returnRank42025.12 | 1.1 | 0.87 | 0.07 | 56.54 | 79.16 | 54.66 | 65.28 | |
| RandomForestTarget=returnRank42025.12 | 1.1 | 0.86 | -0.03 | 55.58 | 81.52 | 55.05 | 64.41 | |
| kNNTarget=returnRank42025.12 | 1.1 | 0.86 | -0.01 | 55.77 | 80.46 | 55.2 | 64.56 | |
| XGboostTarget=returnRank22025.12 | 1.09 | 0.79 | -0.6 | 50.67 | 82.22 | 54.2 | 64.42 | |
| XGboostTarget=returnRank32025.12 | 1.09 | 0.81 | -0.36 | 52.72 | 81.05 | 54.59 | 64.74 |