Optimizing the Pairs-Trading Strategy Using Deep Reinforcement Learning with Trading and Stop-Loss Boundaries

Figure 11

Average top-5 profits of PTDQN and PTA0 to PTA5 using TLS with the test dataset.

(a) MSFT/JPM

(b) MSFT/TXN

(c) BRKa/ABT

(d) BRKa/UTX

(e) JPM/T

(f) JPM/HON

(g) JPM/GE

(h) JNJ/WFC

(i) XOM/CVX

(j) HON/TXN

(k) GE/TXN