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results/window_10_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2020",
   "train_start": "2008-01-02",
   "train_end": "2019-12-31",
-  "ftrl_total_return": 0.0030849354718918143,
+  "ftrl_total_return": -0.04032733681241585,
   "agg_total_return": 0.07180435294993792,
-  "excess_return": -0.06871941747804611,
-  "ftrl_sharpe": 0.11245845449726186,
-  "ftrl_max_drawdown": -0.217877327327707,
-  "live_ftrl_return": 0.10530860179845325,
-  "live_agg_return": 0.07034314220258131,
-  "live_excess_return": 0.03496545959587194,
-  "live_sharpe": 1.8079874340987472,
-  "live_max_drawdown": -0.045536094471567645,
-  "live_n_days": 266,
+  "excess_return": -0.11213168976235377,
+  "ftrl_sharpe": 0.05499857224399398,
+  "ftrl_max_drawdown": -0.36430525172832307,
+  "live_ftrl_return": 0.16993246697102782,
+  "live_agg_return": 0.0641874035217671,
+  "live_excess_return": 0.10574506344926071,
+  "live_sharpe": 1.123473487564079,
+  "live_max_drawdown": -0.1211507966472738,
+  "live_n_days": 268,
   "live_start": "2025-01-01",
-  "best_train_epoch": 18,
-  "best_train_return": -17.093063957747333
+  "best_train_epoch": 1,
+  "best_train_return": -21.77844279351344
 }