results/reverse_window_04_equity_summary.json

{
  "window_id": 4,
  "label": "R4: 2011\u20132024 \u2192 2025+",
  "train_start": "2011-01-01",
  "train_end": "2024-12-31",
  "test_start": "2025-01-01",
  "test_end": "2026-04-24",
  "trained_date": "2026-04-26",
  "ftrl_total_return": 0.9662319421768188,
  "agg_total_return": 0.07919042323144843,
  "excess_return": 0.8870415189453704,
  "ftrl_sharpe": 2.043889162257732,
  "ftrl_max_drawdown": -0.19999617892434776,
  "live_excess_return": 0.8870415189453704,
  "live_sharpe": 2.043889162257732,
  "live_n_days": 287,
  "best_train_epoch": 1,
  "best_train_return": -21.812700271606445,
  "n_test_days": 328
}