File size: 483 Bytes
34ba574 d241a34 34ba574 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | {
"window_id": 2,
"label": "R2: 2009\u20132024 \u2192 2025+",
"train_start": "2009-01-01",
"train_end": "2024-12-31",
"test_start": "2025-01-01",
"test_end": "2026-03-27",
"ftrl_total_return": 0.13597295808279686,
"agg_total_return": 0.0641874035217671,
"excess_return": 0.07178555456102975,
"ftrl_sharpe": 1.8837515541909957,
"ftrl_max_drawdown": -0.03824721322871854,
"best_train_epoch": 7,
"best_train_return": -28.661363229258292,
"n_test_days": 309
} |