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Single-asset trading on AAPL (test)
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27.352
Cumulative Return (%)
FINCON
4.82768
10.67534
16.523
22.37066
Jul 9, 2024
Cumulative Return (%)
Sharpe Ratio
Max Drawdown (%)
Updated 4d ago
Evaluation Results
Method
Method
Links
Cumulative Return (%)
Sharpe Ratio
Max Drawdown (%)
FINCON
Category=Our Model
2024.07
27.352
1.597
15.266
B&H
Category=Market
2024.07
22.315
1.107
20.659
DQN
Category=DRL-based
2024.07
21.125
1.048
16.131
FinAgent
Category=LLM-based
2024.07
20.757
1.041
19.896
FinGPT
Category=LLM-based
2024.07
20.321
1.161
16.759
PPO
Category=DRL-based
2024.07
14.041
0.704
22.785
A2C
Category=DRL-based
2024.07
13.781
0.683
14.226
FinMem
Category=LLM-based
2024.07
12.397
0.994
11.268
GA
Category=LLM-based
2024.07
5.694
0.372
14.161
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