Stock Trading Strategies Based on Deep Reinforcement Learning

Table 11

Comparison results of the reward function experiment.

Stock	Reward function with SR				Reward function without SR
	PR (%)	AR (%)	SR	MDD (%)	PR (%)	AR (%)	SR	MDD (%)
600746	595.93	28.18	0.52	28.18	528.31	25.72	0.46	33.39
601101	−9.28	0.95	0.03	46.44	−14.99	−2.31	−0.06	48.54
GOOGL	62.47	25.94	1.11	24.01	52.18	22.90	0.95	29.40
IBM	28.30	16.34	0.55	30.55	24.39	14.28	0.40	35.20