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results/window_14_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2024",
   "train_start": "2008-01-02",
   "train_end": "2023-12-31",
-  "ftrl_total_return": 0.08992504421690639,
+  "ftrl_total_return": 0.1007433555623809,
   "agg_total_return": 0.01791285620293781,
-  "excess_return": 0.07201218801396858,
-  "ftrl_sharpe": 0.825597738463628,
-  "ftrl_max_drawdown": -0.07993370323955457,
-  "live_ftrl_return": 0.16374976228843852,
-  "live_agg_return": 0.07034314220258131,
-  "live_excess_return": 0.0934066200858572,
-  "live_sharpe": 1.0934012391458627,
-  "live_max_drawdown": -0.12204819901377925,
-  "live_n_days": 266,
+  "excess_return": 0.08283049935944309,
+  "ftrl_sharpe": 2.279718883585557,
+  "ftrl_max_drawdown": -0.01645274106326802,
+  "live_ftrl_return": 0.19119830946524918,
+  "live_agg_return": 0.0641874035217671,
+  "live_excess_return": 0.12701090594348208,
+  "live_sharpe": 2.9429215516685496,
+  "live_max_drawdown": -0.04270587432163733,
+  "live_n_days": 268,
   "live_start": "2025-01-01",
-  "best_train_epoch": 1,
-  "best_train_return": -32.95341056903114
+  "best_train_epoch": 18,
+  "best_train_return": -30.139230818259165
 }