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Single Asset Trading on TSLA High Volatility Condition 2022-04-01 to 2022-10-15 v1.0 (test)
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0.2246
Calmar Ratio (CR)
FINCON
-0.820257
-0.548996
-0.277735
-0.006474
Jul 9, 2024
Calmar Ratio (CR)
Sharpe Ratio (SR)
Maximum Drawdown (MDD)
Updated 4d ago
Evaluation Results
Method
Method
Links
Calmar Ratio (CR)
Sharpe Ratio (SR)
Maximum Drawdown (MDD)
FINCON
2024.07
0.2246
0.695
0.4522
DQN
2024.07
-0.0845
-1.328
0.0846
FINGPT
2024.07
-0.2004
-0.805
0.322
FINAGENT
2024.07
-0.3112
-1.933
0.3322
FINMEM
2024.07
-0.4781
-1.549
0.4956
GA
2024.07
-0.5125
-1.547
0.4876
B&H
2024.07
-0.5674
-1.625
0.5208
A2C
2024.07
-0.7325
-2.142
0.57
PPO
2024.07
-0.7801
-2.284
0.59
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