Trading & Backtesting on AAPL
51.67Directional AccuracyOptimized AFT
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| Optimized AFTTransaction Cost=0.05%2026.06 | 51.67 | 0.161 | 2.89 | 29.7 | |
| Random ForestTransaction Cost=0.05%2026.06 | 51.58 | 0.334 | 0.2 | 67.55 | |
| Baseline AFTTransaction Cost=0.05%2026.06 | 51.23 | 0.142 | 6.2 | 31.4 | |
| XGBoostTransaction Cost=0.05%2026.06 | 48.99 | 0.133 | 35.08 | 74.1 | |
| LSTMTransaction Cost=0.05%2026.06 | 47.85 | 0.143 | 35.74 | 78.27 | |
| Linear RegressionTransaction Cost=0.05%2026.06 | 46.7 | 0.398 | 49.44 | 69.44 | |
| GRUTransaction Cost=0.05%2026.06 | 44.13 | 0.8 | 65.16 | 85.05 |