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results/reverse_window_03_equity_summary.json
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"train_start": "2010-01-01",
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"train_end": "2024-12-31",
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"test_start": "2025-01-01",
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"test_end": "2026-04-
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}
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"train_start": "2010-01-01",
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"train_end": "2024-12-31",
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"test_start": "2025-01-01",
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"test_end": "2026-04-02",
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"trained_date": "2026-04-04",
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"ftrl_total_return": 0.03798019886016846,
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"agg_total_return": 0.07528968589489682,
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"excess_return": -0.03730948703472836,
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"ftrl_sharpe": 0.3245082807851327,
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"ftrl_max_drawdown": -0.0958629480693832,
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"live_excess_return": -0.03730948703472836,
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"live_sharpe": 0.3245082807851327,
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"live_n_days": 272,
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"best_train_epoch": 4,
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"best_train_return": -19.01180076599121,
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"n_test_days": 313
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}
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