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Why these results?

Open ghaffari903 opened this issue 3 years ago • 5 comments

==============Get Backtest Results=========== Annual return 2.472023e+41 Cumulative returns 3.521431e+19 Annual volatility 4.801511e+16 Sharpe ratio 1.461367e+00 Calmar ratio 1.647381e+41 Stability NaN Max drawdown -1.500577e+00 Omega ratio 7.059300e+14 Sortino ratio 2.162858e+15 Skew NaN Kurtosis NaN Tail ratio 2.249360e+00 Daily value at risk -5.770892e+15 dtype: float64

account_value_erl.tail()

date	account_value

114 2021-12-25 3.071313e+25 115 2021-12-26 3.075764e+25 116 2021-12-27 3.473762e+25 117 2021-12-28 3.509064e+25 118 2021-12-29 3.521431e+25

please help me, what's wrong?

ghaffari903 avatar Jan 18 '22 07:01 ghaffari903

hi @ghaffari903 could you pls mention if the code is for mysql or what command are you trying to run

Satvik-web avatar Jan 18 '22 07:01 Satvik-web

FinRL_Compare_ElegantRL_RLlib_Stablebaseline3.ipynb

ghaffari903 avatar Jan 18 '22 07:01 ghaffari903

@ghaffari903 Can you explain a bit more, what is wrong with the results?

Athe-kunal avatar Jan 22 '22 21:01 Athe-kunal

@Athe-kunal 2.472023e+41 is very high in one year!

ghaffari903 avatar Jan 23 '22 07:01 ghaffari903

Is there any informative value in the data that make the calculation wrong?

YangletLiu avatar Feb 27 '22 23:02 YangletLiu