Figure 4
A box-and-whisker plot showing the distribution of Sharpe ratios for different strategies across ten runs. The plot has eight box plots arranged horizontally. The horizontal axis represents the strategies: A2C, DDPG, EQUAL_WEIGHT, MINVAR, PPO, RECURRENT PPO, SAC, TD3, and TQC. The vertical axis represents the Sharpe ratio, ranging from 0.65 to 1.05. Each box plot shows the minimum, maximum, median, lower quartile, and upper quartile values for the Sharpe ratio of each strategy. The PPO strategy has the highest median Sharpe ratio and the lowest dispersion. Other strategies such as RecurrentPPO, SAC, and TD3 show wider variability in their Sharpe ratios. Outliers are present in several strategies, including PPO, RECURRENT PPO, SAC, and TD3.Distribution of Sharpe ratios across ten independent experimental runs. PPO attains the highest median and lowest dispersion, while other agents such as RecurrentPPO, SAC and TD3 show wider variability