Trading Strategy Performance Evaluation on Binance USD-M Futures 2025 (Out-of-Sample)
199.45CAGRAgent 2
Evaluation results
| Method | Links | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Agent 2Leverage=10x, Fee Rate=0.05%, Reward Function=StepPnLReward, Execution Mode=Autonomous, lambda=1.22026.06 | 199.45 | 70.68 | 35.27 | 816 | 299 | 73.18 | 13.62 | -30.62 | 1.76 | 33.0726 | 2.822 | 3.2494 | 5.6557 | |
| BaselineLeverage=10x, Fee Rate=0.05%2026.06 | 30.4 | 61.78 | 34.13 | 371 | 245 | 60.23 | 22.89 | -31.43 | 1.28 | 55.0406 | 0.4921 | 0.536 | 0.8908 | |
| BTC B&HFee Rate=0.05%, Strategy=Buy & Hold2026.06 | -6.43 | 44.36 | 34.75 | — | — | — | — | — | — | — | -0.1451 | -0.1848 | -0.1852 | |
| EWP B&HFee Rate=0.05%, Strategy=Buy & Hold2026.06 | -62.73 | 61.45 | 69.36 | — | — | — | — | — | — | — | -1.0208 | -1.2795 | -0.9044 |