P2SAMAPA commited on
Commit
141325e
·
verified ·
1 Parent(s): fc56e0f

Upload results/reverse_window_04_fi_summary.json with huggingface_hub

Browse files
results/reverse_window_04_fi_summary.json CHANGED
@@ -4,17 +4,17 @@
4
  "train_start": "2011-01-01",
5
  "train_end": "2024-12-31",
6
  "test_start": "2025-01-01",
7
- "test_end": "2026-04-09",
8
- "trained_date": "2026-04-12",
9
- "ftrl_total_return": 0.031871795654296875,
10
- "agg_total_return": 0.07810707380311244,
11
- "excess_return": -0.04623527814881556,
12
- "ftrl_sharpe": 0.3261443692855123,
13
- "ftrl_max_drawdown": -0.07457646013567483,
14
- "live_excess_return": -0.04623527814881556,
15
- "live_sharpe": 0.3261443692855123,
16
- "live_n_days": 276,
17
- "best_train_epoch": 8,
18
- "best_train_return": -34.29446792602539,
19
- "n_test_days": 317
20
  }
 
4
  "train_start": "2011-01-01",
5
  "train_end": "2024-12-31",
6
  "test_start": "2025-01-01",
7
+ "test_end": "2026-04-14",
8
+ "trained_date": "2026-04-15",
9
+ "ftrl_total_return": 0.548035740852356,
10
+ "agg_total_return": 0.08124953185463601,
11
+ "excess_return": 0.46678620899771994,
12
+ "ftrl_sharpe": 1.829010948901078,
13
+ "ftrl_max_drawdown": -0.17348053760242627,
14
+ "live_excess_return": 0.46678620899771994,
15
+ "live_sharpe": 1.829010948901078,
16
+ "live_n_days": 279,
17
+ "best_train_epoch": 1,
18
+ "best_train_return": -35.0086669921875,
19
+ "n_test_days": 320
20
  }