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results/reverse_window_01_equity_summary.json

@@ -4,16 +4,17 @@
   "train_start": "2008-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-02",
-  "ftrl_total_return": 0.034787535667419434,
-  "agg_total_return": 0.07528968589489682,
-  "excess_return": -0.040502150227477385,
-  "ftrl_sharpe": 0.2643855785545028,
-  "ftrl_max_drawdown": -0.14303619383335264,
-  "live_excess_return": -0.040502150227477385,
-  "live_sharpe": 0.2643855785545028,
-  "live_n_days": 272,
-  "best_train_epoch": 1,
-  "best_train_return": -38.92830276489258,
-  "n_test_days": 313
+  "test_end": "2026-04-15",
+  "trained_date": "2026-04-16",
+  "ftrl_total_return": 0.14403033256530762,
+  "agg_total_return": 0.0795155826860734,
+  "excess_return": 0.06451474987923422,
+  "ftrl_sharpe": 0.650131047747769,
+  "ftrl_max_drawdown": -0.15966651914907243,
+  "live_excess_return": 0.06451474987923422,
+  "live_sharpe": 0.650131047747769,
+  "live_n_days": 280,
+  "best_train_epoch": 3,
+  "best_train_return": -37.2872200012207,
+  "n_test_days": 321
 }