Quantitative Trading on ETH/USDC-0.3% period 1
0.946Relative PnLMamba-DDQN
Evaluation results
| Method | Links | |
|---|---|---|
| Mamba-DDQNl0=10002025.11 | 0.946 | |
| Dueling DDQNl0=1000, hedging=true2025.11 | 0.582 | |
| Dueling DDQNl0=500, hedging=true2025.11 | 0.305 | |
| Dueling DDQNl0=250, hedging=true2025.11 | 0.223 | |
| Mamba-DDQNl0=5002025.11 | 0.197 | |
| Mamba-DDQNl0=2502025.11 | 0.025 | |
| Dueling DDQNl0=250, hedging=false2025.11 | -0.259 | |
| Dueling DDQNl0=1000, hedging=false2025.11 | -0.283 | |
| Dueling DDQNl0=500, hedging=false2025.11 | -0.291 |