SAC crypto agent - BTCUSDT - Sharpe -0.024
Browse files- best_model.zip +3 -0
- evaluations.npz +3 -0
- results.json +12 -0
- sac_crypto_final.zip +3 -0
- vec_normalize.pkl +3 -0
best_model.zip
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:1206144bfb8323856bfb33b69fcaec0aa56816fda72ecb6da52918eb9b027d10
|
| 3 |
+
size 170421
|
evaluations.npz
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:9acb7ac823902db7bc8d56ca5d1f1ff24bb551ecb72a1a49230a48928674f672
|
| 3 |
+
size 1250
|
results.json
ADDED
|
@@ -0,0 +1,12 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"total_return_pct": -4.57,
|
| 3 |
+
"sharpe_ratio": -0.024,
|
| 4 |
+
"sortino_ratio": -0.023,
|
| 5 |
+
"max_drawdown_pct": 29.54,
|
| 6 |
+
"final_portfolio": 95431.28,
|
| 7 |
+
"buy_hold_return_pct": -17.26,
|
| 8 |
+
"buy_hold_sharpe": -0.117,
|
| 9 |
+
"n_trades_buy": 209,
|
| 10 |
+
"n_trades_sell": 266,
|
| 11 |
+
"test_days": 476
|
| 12 |
+
}
|
sac_crypto_final.zip
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:59a6bd35f5a59566647b8c75847f62218d8999355699bd77f66ee7de82297299
|
| 3 |
+
size 170403
|
vec_normalize.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:8da9a3ba8581a86d174e6a440754479103d9940cc7f1abc08e0ee4865216b3bb
|
| 3 |
+
size 2043
|