Quantitative Trading on ETH/USDC 0.3% period 3
40Relative PnLDueling DDQN
Evaluation results
| Method | Links | |
|---|---|---|
| Dueling DDQNl0=1000, hedging=true2025.11 | 40 | |
| Mamba-DDQNl0=5002025.11 | 38.6 | |
| Dueling DDQNl0=500, hedging=true2025.11 | 30.2 | |
| Mamba-DDQNl0=10002025.11 | 18.4 | |
| Dueling DDQNl0=250, hedging=true2025.11 | 13 | |
| Mamba-DDQNl0=2502025.11 | 7.5 | |
| Dueling DDQNl0=1000, hedging=false2025.11 | -11.9 | |
| Dueling DDQNl0=250, hedging=false2025.11 | -13.1 | |
| Dueling DDQNl0=500, hedging=false2025.11 | -17.8 |