results/reverse_window_02_equity_summary.json

{
  "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": "2026-05-08",
  "trained_date": "2026-05-10",
  "ftrl_total_return": 0.3477749824523926,
  "agg_total_return": 0.07833858301941943,
  "excess_return": 0.26943639943297315,
  "ftrl_sharpe": 1.2428627683754487,
  "ftrl_max_drawdown": -0.17837389690324473,
  "live_excess_return": 0.26943639943297315,
  "live_sharpe": 1.2428627683754487,
  "live_n_days": 297,
  "best_train_epoch": 1,
  "best_train_return": -21.63685417175293,
  "n_test_days": 338
}