Table 10. Performance comparison of reinforcement learning methods across markets.
| Metric | Market | Actor-Critic | PPO | DQN |
|---|---|---|---|---|
| Average gains (%) | Euro | 2.4 | 2.1 | 1.8 |
| Gold | 4.6 | 4.2 | 3.8 | |
| Crude oil | 5.0 | 4.8 | 4.2 | |
| Average losses (%) | Euro | 0.03 | 0.05 | 0.07 |
| Gold | 0.37 | 0.42 | 0.48 | |
| Crude oil | 0.21 | 0.25 | 0.31 | |
| Convergence time (episodes) | Euro | 1,200 | 1,500 | 2,000 |
| Gold | 1,000 | 1,300 | 1,800 | |
| Crude oil | 950 | 1,200 | 1,700 | |
| Stability (Standard deviation) | Euro | 0.8 | 1.2 | 1.5 |
| Gold | 0.6 | 1.0 | 1.4 | |
| Crude oil | 0.5 | 0.9 | 1.2 |