Quantitative Trading on ETH/USDC-0.3% period 4
0.222Relative PnLDueling DDQN
Evaluation results
| Method | Links | |
|---|---|---|
| Dueling DDQNl0=1000, hedging=true2025.11 | 0.222 | |
| Mamba-DDQNl0=5002025.11 | 0.167 | |
| Dueling DDQNl0=500, hedging=true2025.11 | 0.159 | |
| Dueling DDQNl0=250, hedging=true2025.11 | 0.11 | |
| Mamba-DDQNl0=2502025.11 | 0.104 | |
| Dueling DDQNl0=1000, hedging=false2025.11 | 0.079 | |
| Mamba-DDQNl0=10002025.11 | 0.068 | |
| Dueling DDQNl0=250, hedging=false2025.11 | 0.062 | |
| Dueling DDQNl0=500, hedging=false2025.11 | 0.023 |