Portfolio Management on 13 crypto assets (2023-03-01 to 2025-12-31)
440.1Calmar Ratio (CR)MRC
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| MRCCategory=Full System, Transaction Cost=0bps2026.05 | 440.1 | 1.51 | 34.1 | 0.47 | |
| CryptoTradeCategory=LLM Baselines, Transaction Cost=0bps2026.05 | 356.3 | 1.32 | 41.3 | 0.33 | |
| FinMemCategory=LLM Baselines, Transaction Cost=0bps2026.05 | 320.3 | 1.25 | 39.9 | 0.04 | |
| FSReasonCategory=LLM Baselines, Transaction Cost=0bps2026.05 | 282.6 | 1.2 | 38.4 | 0.14 | |
| EWCategory=Benchmarks, Transaction Cost=0bps2026.05 | 279.93 | 1.14 | 42.78 | 0 | |
| TradingAgentsCategory=LLM Baselines, Transaction Cost=0bps2026.05 | 277.7 | 1.19 | 38.6 | 0.23 | |
| BTCCategory=Benchmarks, Transaction Cost=0bps2026.05 | 270.94 | 1.23 | 32.02 | 0.07 | |
| FinConCategory=LLM Baselines, Transaction Cost=0bps2026.05 | 262.1 | 1.14 | 41.2 | 0.98 | |
| MAPPOCategory=DRL Baselines, Transaction Cost=0bps2026.05 | 254.5 | 1.14 | 39.9 | 1.14 | |
| MADDPGCategory=DRL Baselines, Transaction Cost=0bps2026.05 | 251.5 | 1.14 | 40.2 | 1.16 | |
| DQNCategory=DRL Baselines, Transaction Cost=0bps2026.05 | 249.7 | 1.16 | 34.6 | 0.45 | |
| PPOCategory=DRL Baselines, Transaction Cost=0bps2026.05 | 215.2 | 1.04 | 41.1 | 0.51 | |
| A2CCategory=DRL Baselines, Transaction Cost=0bps2026.05 | 196 | 1.03 | 38.5 | 0.53 | |
| ETHCategory=Benchmarks, Transaction Cost=0bps2026.05 | 78.45 | 0.63 | 63.75 | 0.59 |