Machine Learning Trading on Cryptocurrency data (2020/05/01 to 2023/11/01) benchmark leaderboard · SOTA2 Research

Machine Learning Trading on Cryptocurrency data (2020/05/01 to 2023/11/01)

1.13Profit FactorMLP

Evaluation Results

Method	Links
MLP2025.12		1.13	1.01	0.94	64.26	77.4	55.05	63.58
kNN2025.12		1.12	0.94	0.51	60.42	79.39	54.43	64.36
MLP2025.12		1.11	0.9	0.22	57.81	79.61	54.89	63.99
MLP2025.12		1.11	0.91	0.26	58.2	78.72	54.97	63.9
XGboost2025.12		1.11	0.9	0.32	58.75	80.16	54.97	65.18
RandomForest2025.12		1.11	0.91	0.38	59.46	81.09	54.97	65.64
RandomForest2025.12		1.11	0.92	0.29	58.62	79.9	55.58	63.69
RandomForest2025.12		1.11	0.88	0.06	56.46	81.16	55.5	63.96
RandomForest2025.12		1.11	0.9	0.25	58.2	80.13	54.97	64.44
kNN2025.12		1.11	0.89	0.27	58.23	81.78	54.43	65.24
kNN2025.12		1.11	0.91	0.31	58.66	79.25	54.66	64.32
kNN2025.12		1.11	0.89	0.19	57.6	79.84	55.2	64.53
MLP2025.12		1.1	0.87	0.01	55.95	76.67	54.66	64.32
MLP2025.12		1.1	0.87	-0.08	55.19	79.98	55.2	63.71
XGboost2025.12		1.1	0.87	0.2	57.69	81.9	55.28	66.01
XGboost2025.12		1.1	0.87	0.07	56.54	79.16	54.66	65.28
RandomForest2025.12		1.1	0.86	-0.03	55.58	81.52	55.05	64.41
kNN2025.12		1.1	0.86	-0.01	55.77	80.46	55.2	64.56
XGboost2025.12		1.09	0.79	-0.6	50.67	82.22	54.2	64.42
XGboost2025.12		1.09	0.81	-0.36	52.72	81.05	54.59	64.74