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ResearchFormerly WizWand

Quantitative Trading on ETH/USDT 0.3% (period 1)

0.948Relative PnLMamba-DDQN
-0.327040.003980.3350.66602Nov 27, 2025
Updated 8mo ago

Evaluation results

MethodLinks
Mamba-DDQNl0=10002025.110.948
Dueling DDQNl0=1000, hedging=true2025.110.525
Dueling DDQNl0=500, hedging=true2025.110.275
Mamba-DDQNl0=5002025.110.228
Dueling DDQNl0=250, hedging=true2025.110.186
Mamba-DDQNl0=2502025.110.022
Dueling DDQNl0=250, hedging=false2025.11-0.259
Dueling DDQNl0=500, hedging=false2025.11-0.27
Dueling DDQNl0=1000, hedging=false2025.11-0.278