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Algorithmic Trading on Core Synthetic Market
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48.6
Return
Ideal execution ablation
24.784
30.967
37.15
43.333
May 16, 2026
Return
Sharpe Ratio
Volatility
Maximum Drawdown
Fill Rate
Slippage
Updated 5d ago
Evaluation Results
Method
Method
Links
Return
Sharpe Ratio
Volatility
Maximum Drawdown
Fill Rate
Slippage
Ideal execution ablation
Seeds=3, 7, and 11, Se...
2026.05
48.6
8.878
9.5
-0.019
96.5
271
No-risk ablation
Seeds=3, 7, and 11, Se...
2026.05
46.8
7.949
10.3
-0.029
67.3
4,337.4
Risk-aware realistic agent
Seeds=3, 7, and 11, Se...
2026.05
42.3
7.696
9.8
-0.025
87.6
4,306.3
Buy-and-hold realistic
Seeds=3, 7, and 11, Se...
2026.05
25.7
2.913
17.2
-0.261
89.5
769.5
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