Hugging Face's logo

Adilbai
/
stock-trading-rl-agent

Reinforcement Learning
stable-baselines3
TensorBoard
trading
finance
stock-market
ppo
quantitative-finance
algorithmic-trading
deep-reinforcement-learning
portfolio-management
financial-ai
Eval Results
Model card Files
xet
Metrics Community
2
Adilbai commited on
Commit
bc917ac
·
verified ·
1 Parent(s): 75d28e8

Upload evaluation_results

Browse files
Files changed (1) hide show
  1. evaluation_results.json +162 -0
evaluation_results.json ADDED
@@ -0,0 +1,162 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "AMZN": {
3
+ "episode_reward": 11.109435579052564,
4
+ "metrics": {
5
+ "total_return": 1.6287093677877313,
6
+ "sharpe_ratio": 0.739193551106399,
7
+ "max_drawdown": 1.8710927727176354,
8
+ "win_rate": 0.06719022687609075,
9
+ "total_trades": 7,
10
+ "profitable_trades": 0,
11
+ "average_trade_return": 0.009694097363920216,
12
+ "volatility": 15.02912946470428,
13
+ "calmar_ratio": 5.937404997250279,
14
+ "sortino_ratio": 1.0550018027748367
15
+ },
16
+ "info": {
17
+ "total_return": 1.6287093677877313,
18
+ "sharpe_ratio": 0.739193551106399,
19
+ "sortino_ratio": 1.0550018027748367,
20
+ "calmar_ratio": 5.937404997250279,
21
+ "max_drawdown": 1.8710927727176354,
22
+ "volatility": 15.02912946470428,
23
+ "win_rate": 0.06719022687609075,
24
+ "total_trades": 7,
25
+ "buy_trades": 7,
26
+ "sell_trades": 0,
27
+ "final_balance": 0.01300779811849638,
28
+ "final_shares": 124195,
29
+ "final_net_worth": 26287.093677877314,
30
+ "total_transaction_costs": 9.989996995206672,
31
+ "average_reward": 0.009694097363920216
32
+ }
33
+ },
34
+ "MSFT": {
35
+ "episode_reward": 11.95399569538335,
36
+ "metrics": {
37
+ "total_return": 72.43443310657092,
38
+ "sharpe_ratio": 0.5599795982107786,
39
+ "max_drawdown": 1.6460016109351812,
40
+ "win_rate": 0.5211148648648649,
41
+ "total_trades": 14,
42
+ "profitable_trades": 7,
43
+ "average_trade_return": 0.01009628014812781,
44
+ "volatility": 0.5161636705400652,
45
+ "calmar_ratio": 0.17560196959698396,
46
+ "sortino_ratio": 0.8424128513579742
47
+ },
48
+ "info": {
49
+ "total_return": 72.43443310657092,
50
+ "sharpe_ratio": 0.5599795982107786,
51
+ "sortino_ratio": 0.8424128513579742,
52
+ "calmar_ratio": 0.17560196959698396,
53
+ "max_drawdown": 1.6460016109351812,
54
+ "volatility": 0.5161636705400652,
55
+ "win_rate": 0.5211148648648649,
56
+ "total_trades": 14,
57
+ "buy_trades": 14,
58
+ "sell_trades": 0,
59
+ "final_balance": 0.17643828387391275,
60
+ "final_shares": 219519,
61
+ "final_net_worth": 734344.3310657092,
62
+ "total_transaction_costs": 9.989833727988142,
63
+ "average_reward": 0.01009628014812781
64
+ }
65
+ },
66
+ "GOOGL": {
67
+ "episode_reward": 0.0,
68
+ "metrics": {
69
+ "total_return": 0.0,
70
+ "sharpe_ratio": 0,
71
+ "max_drawdown": 0.0,
72
+ "win_rate": 0.0,
73
+ "total_trades": 0,
74
+ "profitable_trades": 0,
75
+ "average_trade_return": 0.0,
76
+ "volatility": 0.0,
77
+ "calmar_ratio": 0,
78
+ "sortino_ratio": 0
79
+ },
80
+ "info": {
81
+ "total_return": 0.0,
82
+ "sharpe_ratio": 0,
83
+ "sortino_ratio": 0,
84
+ "calmar_ratio": 0,
85
+ "max_drawdown": 0.0,
86
+ "volatility": 0.0,
87
+ "win_rate": 0.0,
88
+ "total_trades": 0,
89
+ "buy_trades": 0,
90
+ "sell_trades": 0,
91
+ "final_balance": 10000,
92
+ "final_shares": 0,
93
+ "final_net_worth": 10000.0,
94
+ "total_transaction_costs": 0,
95
+ "average_reward": 0.0
96
+ }
97
+ },
98
+ "TSLA": {
99
+ "episode_reward": -7.565663727922827,
100
+ "metrics": {
101
+ "total_return": 1.0990946235670356,
102
+ "sharpe_ratio": -0.2233272750979019,
103
+ "max_drawdown": 1.4529314807683968,
104
+ "win_rate": 0.44763513513513514,
105
+ "total_trades": 25,
106
+ "profitable_trades": 11,
107
+ "average_trade_return": -0.006389918689123995,
108
+ "volatility": 20.364276981411518,
109
+ "calmar_ratio": -3.1301534503143675,
110
+ "sortino_ratio": -0.18237886330735803
111
+ },
112
+ "info": {
113
+ "total_return": 1.0990946235670356,
114
+ "sharpe_ratio": -0.2233272750979019,
115
+ "sortino_ratio": -0.18237886330735803,
116
+ "calmar_ratio": -3.1301534503143675,
117
+ "max_drawdown": 1.4529314807683968,
118
+ "volatility": 20.364276981411518,
119
+ "win_rate": 0.44763513513513514,
120
+ "total_trades": 25,
121
+ "buy_trades": 25,
122
+ "sell_trades": 0,
123
+ "final_balance": 0.37084402738801203,
124
+ "final_shares": 18452,
125
+ "final_net_worth": 20990.946235670355,
126
+ "total_transaction_costs": 9.989639516456156,
127
+ "average_reward": -0.006389918689123995
128
+ }
129
+ },
130
+ "AAPL": {
131
+ "episode_reward": 97.53875952044805,
132
+ "metrics": {
133
+ "total_return": -0.7402050298515699,
134
+ "sharpe_ratio": 0.6523007598346608,
135
+ "max_drawdown": 1.5706928971307803,
136
+ "win_rate": 0.07010135135135136,
137
+ "total_trades": 8,
138
+ "profitable_trades": 0,
139
+ "average_trade_return": 0.08238070905443251,
140
+ "volatility": 149.53034784931313,
141
+ "calmar_ratio": 62.099191827138405,
142
+ "sortino_ratio": 2.296915110553477
143
+ },
144
+ "info": {
145
+ "total_return": -0.7402050298515699,
146
+ "sharpe_ratio": 0.6523007598346608,
147
+ "sortino_ratio": 2.296915110553477,
148
+ "calmar_ratio": 62.099191827138405,
149
+ "max_drawdown": 1.5706928971307803,
150
+ "volatility": 149.53034784931313,
151
+ "win_rate": 0.07010135135135136,
152
+ "total_trades": 8,
153
+ "buy_trades": 8,
154
+ "sell_trades": 0,
155
+ "final_balance": 288.7035033728123,
156
+ "final_shares": 35084,
157
+ "final_net_worth": 2597.949701484301,
158
+ "total_transaction_costs": 9.701594901725464,
159
+ "average_reward": 0.08238070905443251
160
+ }
161
+ }
162
+ }