Quantitative Trading on ETH/USDT 0.3% (period 1)
0.948Relative PnLMamba-DDQN
Evaluation Results
| Method | Links | |
|---|---|---|
| Mamba-DDQNl0=10002025.11 | 0.948 | |
| Dueling DDQNl0=1000, hedging=true2025.11 | 0.525 | |
| Dueling DDQNl0=500, hedging=true2025.11 | 0.275 | |
| Mamba-DDQNl0=5002025.11 | 0.228 | |
| Dueling DDQNl0=250, hedging=true2025.11 | 0.186 | |
| Mamba-DDQNl0=2502025.11 | 0.022 | |
| Dueling DDQNl0=250, hedging=false2025.11 | -0.259 | |
| Dueling DDQNl0=500, hedging=false2025.11 | -0.27 | |
| Dueling DDQNl0=1000, hedging=false2025.11 | -0.278 |