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Simulate all strategies we have with different bet sizes #424

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merged 2 commits into from
Sep 23, 2024

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@kongzii kongzii commented Sep 23, 2024

Agent Bet vs Simulated Bet Comparison

DeployablePredictionProphetGPT4TurboFinalAgent

Number of bets since 2024-09-13 00:00:00: 65

strategy bet_amount bet_profit roi start_balance end_balance
original 66.1787 -4.65621 -7.03581 nan nan
MaxAccuracyBettingStrategy(bet_amount=1) 65 -2.15394 -3.31376 50 47.8461
MaxAccuracyBettingStrategy(bet_amount=2) 130 -8.31847 -6.39882 50 41.6815
MaxAccuracyBettingStrategy(bet_amount=25) 1625 -403.879 -24.8541 50 -353.879
KellyBettingStrategy(max_bet_amount=1) 30.7067 4.27167 13.9112 50 54.2717
KellyBettingStrategy(max_bet_amount=2) 56.8793 6.57101 11.5526 50 56.571
KellyBettingStrategy(max_bet_amount=25) 251.432 -21.1678 -8.41889 50 28.8322
MaxAccuracyWithKellyScaledBetsStrategy(max_bet_amount=1) 48.3109 -3.04584 -6.30466 50 46.9542
MaxAccuracyWithKellyScaledBetsStrategy(max_bet_amount=2) 93.052 -8.91665 -9.58244 50 41.0834
MaxAccuracyWithKellyScaledBetsStrategy(max_bet_amount=25) 527.992 -208.725 -39.5318 50 -158.725
MaxExpectedValueBettingStrategy(bet_amount=1) 65 -6.17611 -9.50171 50 43.8239
MaxExpectedValueBettingStrategy(bet_amount=2) 130 -16.7567 -12.8897 50 33.2433
MaxExpectedValueBettingStrategy(bet_amount=25) 1625 -526.786 -32.4176 50 -476.786

DeployablePredictionProphetGPT4TurboPreviewAgent

Number of bets since 2024-09-13 00:00:00: 50

strategy bet_amount bet_profit roi start_balance end_balance
original 50 -6.03289 -12.0658 nan nan
MaxAccuracyBettingStrategy(bet_amount=1) 50 -5.03289 -10.0658 50 44.9671
MaxAccuracyBettingStrategy(bet_amount=2) 100 -12.7658 -12.7658 50 37.2342
MaxAccuracyBettingStrategy(bet_amount=25) 1250 -365.814 -29.2651 50 -315.814
KellyBettingStrategy(max_bet_amount=1) 21.169 4.42238 20.8909 50 54.4224
KellyBettingStrategy(max_bet_amount=2) 38.2423 5.92182 15.485 50 55.9218
KellyBettingStrategy(max_bet_amount=25) 197.756 -8.38456 -4.23985 50 41.6154
MaxAccuracyWithKellyScaledBetsStrategy(max_bet_amount=1) 39.5981 -6.37147 -16.0903 50 43.6285
MaxAccuracyWithKellyScaledBetsStrategy(max_bet_amount=2) 75.6413 -15.5492 -20.5564 50 34.4508
MaxAccuracyWithKellyScaledBetsStrategy(max_bet_amount=25) 539.881 -261.035 -48.3504 50 -211.035
MaxExpectedValueBettingStrategy(bet_amount=1) 50 -1.83901 -3.67803 50 48.161
MaxExpectedValueBettingStrategy(bet_amount=2) 100 -7.72302 -7.72302 50 42.277
MaxExpectedValueBettingStrategy(bet_amount=25) 1250 -373.374 -29.8699 50 -323.374

DeployablePredictionProphetGPT4oAgent

Number of bets since 2024-09-13 00:00:00: 65

strategy bet_amount bet_profit roi start_balance end_balance
original 65 0.528244 0.812684 nan nan
MaxAccuracyBettingStrategy(bet_amount=1) 65 1.70528 2.6235 50 51.7053
MaxAccuracyBettingStrategy(bet_amount=2) 130 -2.74146 -2.10882 50 47.2585
MaxAccuracyBettingStrategy(bet_amount=25) 1625 -394.656 -24.2865 50 -344.656
KellyBettingStrategy(max_bet_amount=1) 28.6311 5.17212 18.0647 50 55.1721
KellyBettingStrategy(max_bet_amount=2) 52.9558 6.07608 11.4739 50 56.0761
KellyBettingStrategy(max_bet_amount=25) 246.472 -30.9666 -12.564 50 19.0334
MaxAccuracyWithKellyScaledBetsStrategy(max_bet_amount=1) 50.1054 0.285979 0.570755 50 50.286
MaxAccuracyWithKellyScaledBetsStrategy(max_bet_amount=2) 96.1498 -5.06543 -5.26827 50 44.9346
MaxAccuracyWithKellyScaledBetsStrategy(max_bet_amount=25) 583.195 -222.547 -38.1599 50 -172.547
MaxExpectedValueBettingStrategy(bet_amount=1) 65 -2.18082 -3.35511 50 47.8192
MaxExpectedValueBettingStrategy(bet_amount=2) 130 -11.0116 -8.47048 50 38.9884
MaxExpectedValueBettingStrategy(bet_amount=25) 1625 -518.01 -31.8775 50 -468.01

DeployableOlasEmbeddingOAAgent

Number of bets since 2024-09-13 00:00:00: 61

strategy bet_amount bet_profit roi start_balance end_balance
original 61 6.45973 10.5897 nan nan
MaxAccuracyBettingStrategy(bet_amount=1) 61 7.86949 12.9008 50 57.8695
MaxAccuracyBettingStrategy(bet_amount=2) 122 8.3752 6.86492 50 58.3752
MaxAccuracyBettingStrategy(bet_amount=25) 1525 -346.513 -22.7222 50 -296.513
KellyBettingStrategy(max_bet_amount=1) 35.7184 13.0816 36.6243 50 63.0816
KellyBettingStrategy(max_bet_amount=2) 68.3292 18.2535 26.714 50 68.2535
KellyBettingStrategy(max_bet_amount=25) 293.334 -29.321 -9.99578 50 20.679
MaxAccuracyWithKellyScaledBetsStrategy(max_bet_amount=1) 45.0448 8.32276 18.4766 50 58.3228
MaxAccuracyWithKellyScaledBetsStrategy(max_bet_amount=2) 87.5638 9.68524 11.0608 50 59.6852
MaxAccuracyWithKellyScaledBetsStrategy(max_bet_amount=25) 406.723 -106.262 -26.1263 50 -56.2616
MaxExpectedValueBettingStrategy(bet_amount=1) 61 8.75301 14.3492 50 58.753
MaxExpectedValueBettingStrategy(bet_amount=2) 122 9.76093 8.00076 50 59.7609
MaxExpectedValueBettingStrategy(bet_amount=25) 1525 -343.811 -22.545 50 -293.811

DeployableKnownOutcomeAgent

Number of bets since 2024-09-13 00:00:00: 47

strategy bet_amount bet_profit roi start_balance end_balance
original 47 14.8038 31.4976 nan nan
MaxAccuracyBettingStrategy(bet_amount=1) 47 14.0869 29.9721 50 64.0869
MaxAccuracyBettingStrategy(bet_amount=2) 94 25.5885 27.2218 50 75.5885
MaxAccuracyBettingStrategy(bet_amount=25) 1175 93.6748 7.97232 50 143.675
KellyBettingStrategy(max_bet_amount=1) 46.4409 13.8786 29.8845 50 63.8786
KellyBettingStrategy(max_bet_amount=2) 83.2396 24.2841 29.1738 50 74.2841
KellyBettingStrategy(max_bet_amount=25) 387.852 53.2384 13.7265 50 103.238
MaxAccuracyWithKellyScaledBetsStrategy(max_bet_amount=1) 46.4409 13.8786 29.8845 50 63.8786
MaxAccuracyWithKellyScaledBetsStrategy(max_bet_amount=2) 83.2396 24.2841 29.1738 50 74.2841
MaxAccuracyWithKellyScaledBetsStrategy(max_bet_amount=25) 387.852 53.2384 13.7265 50 103.238
MaxExpectedValueBettingStrategy(bet_amount=1) 47 14.0869 29.9721 50 64.0869
MaxExpectedValueBettingStrategy(bet_amount=2) 94 25.5885 27.2218 50 75.5885
MaxExpectedValueBettingStrategy(bet_amount=25) 1175 93.6748 7.97232 50 143.675

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@kongzii kongzii merged commit 82c103b into evan/simulate-kelly-bets Sep 23, 2024
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@kongzii kongzii deleted the peter/evan/simulate-kelly-bets-2 branch September 23, 2024 13:38
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