P2SAMAPA commited on
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185ea51
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1 Parent(s): a4dbac2

Upload results/reverse_window_09_summary.json with huggingface_hub

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results/reverse_window_09_summary.json CHANGED
@@ -5,12 +5,12 @@
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  "train_end": "2024-12-31",
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  "test_start": "2025-01-01",
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  "test_end": "2026-03-27",
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- "ftrl_total_return": 0.1369906550240585,
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  "agg_total_return": 0.0641874035217671,
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- "excess_return": 0.07280325150229139,
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- "ftrl_sharpe": 2.227113076705248,
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- "ftrl_max_drawdown": -0.04549854842193564,
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- "best_train_epoch": 8,
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- "best_train_return": -14.321028182053594,
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  "n_test_days": 309
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  }
 
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  "train_end": "2024-12-31",
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  "test_start": "2025-01-01",
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  "test_end": "2026-03-27",
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+ "ftrl_total_return": 0.19133038559748106,
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  "agg_total_return": 0.0641874035217671,
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+ "excess_return": 0.12714298207571395,
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+ "ftrl_sharpe": 2.489747617417998,
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+ "ftrl_max_drawdown": -0.0441014451818148,
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+ "best_train_epoch": 1,
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+ "best_train_return": -17.49628523103784,
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  "n_test_days": 309
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  }