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results/window_11_fi_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2021",
   "train_start": "2008-01-02",
   "train_end": "2020-12-31",
-  "ftrl_total_return": -0.01130674622910477,
+  "ftrl_total_return": 0.03890780478078404,
   "agg_total_return": -0.016412258871234875,
-  "excess_return": 0.005105512642130106,
-  "ftrl_sharpe": -0.18342348460527705,
-  "ftrl_max_drawdown": -0.06310730372883358,
-  "live_ftrl_return": 0.1471907104781187,
+  "excess_return": 0.055320063652018914,
+  "ftrl_sharpe": 1.069552874142217,
+  "ftrl_max_drawdown": -0.023058602192002634,
+  "live_ftrl_return": 0.09696253290491663,
   "live_agg_return": 0.06958726531300985,
-  "live_excess_return": 0.07760344516510886,
-  "live_sharpe": 1.955379432201384,
-  "live_max_drawdown": -0.03969109128114608,
+  "live_excess_return": 0.027375267591906782,
+  "live_sharpe": 1.377590993832819,
+  "live_max_drawdown": -0.045781850448880744,
   "live_n_days": 269,
   "live_start": "2025-01-01",
-  "best_train_epoch": 3,
-  "best_train_return": -21.455391663910028
+  "best_train_epoch": 2,
+  "best_train_return": -19.00545215361431
 }