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results/reverse_window_14_summary.json

@@ -5,12 +5,12 @@
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
   "test_end": "2026-03-27",
-  "ftrl_total_return": 0.15700840817121864,
+  "ftrl_total_return": 0.8401490272772583,
   "agg_total_return": 0.0641874035217671,
-  "excess_return": 0.09282100464945153,
-  "ftrl_sharpe": 2.1370519269549804,
-  "ftrl_max_drawdown": -0.04017656931854962,
+  "excess_return": 0.7759616237554912,
+  "ftrl_sharpe": 3.497369376237638,
+  "ftrl_max_drawdown": -0.08548076148532657,
   "best_train_epoch": 6,
-  "best_train_return": -11.260113678117227,
+  "best_train_return": -9.356229976850402,
   "n_test_days": 309
 }