Quantitative Trading on ETH/USDC 0.3% (period 2)
38.8Relative PnLDueling DDQN
Evaluation results
| Method | Links | |
|---|---|---|
| Dueling DDQNl0=1000, hedging=true2025.11 | 38.8 | |
| Mamba-DDQNl0=10002025.11 | 36.4 | |
| Dueling DDQNl0=500, hedging=true2025.11 | 27.3 | |
| Dueling DDQNl0=250, hedging=true2025.11 | 18.3 | |
| Mamba-DDQNl0=5002025.11 | 9.2 | |
| Mamba-DDQNl0=2502025.11 | 7.3 | |
| Dueling DDQNl0=1000, hedging=false2025.11 | 6.1 | |
| Dueling DDQNl0=500, hedging=false2025.11 | 4.3 | |
| Dueling DDQNl0=250, hedging=false2025.11 | 3.4 |