Quantitative Trading on ETH/USDT-0.3% period 4
19Relative PnLMamba-DDQN
Evaluation results
| Method | Links | |
|---|---|---|
| Mamba-DDQNl0=5002025.11 | 19 | |
| Dueling DDQNl0=1000, hedging=true2025.11 | 18.9 | |
| Dueling DDQNl0=500, hedging=true2025.11 | 14.3 | |
| Mamba-DDQNl0=10002025.11 | 8.3 | |
| Dueling DDQNl0=500, hedging=false2025.11 | 8 | |
| Dueling DDQNl0=250, hedging=true2025.11 | 7.4 | |
| Dueling DDQNl0=1000, hedging=false2025.11 | 7.1 | |
| Mamba-DDQNl0=2502025.11 | 3.8 | |
| Dueling DDQNl0=250, hedging=false2025.11 | 2.9 |