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results/reverse_window_14_equity_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2021-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-14",
-  "trained_date": "2026-04-15",
-  "ftrl_total_return": 0.0727236270904541,
-  "agg_total_return": 0.08124953185463601,
-  "excess_return": -0.008525904764181913,
-  "ftrl_sharpe": 0.5448968514986048,
-  "ftrl_max_drawdown": -0.09584080250133477,
-  "live_excess_return": -0.008525904764181913,
-  "live_sharpe": 0.5448968514986048,
-  "live_n_days": 279,
-  "best_train_epoch": 3,
-  "best_train_return": -5.894159317016602,
-  "n_test_days": 320
+  "test_end": "2026-04-15",
+  "trained_date": "2026-04-16",
+  "ftrl_total_return": 0.0688178539276123,
+  "agg_total_return": 0.0795155826860734,
+  "excess_return": -0.01069772875846109,
+  "ftrl_sharpe": 0.41543759299482436,
+  "ftrl_max_drawdown": -0.14431175230490478,
+  "live_excess_return": -0.01069772875846109,
+  "live_sharpe": 0.41543759299482436,
+  "live_n_days": 280,
+  "best_train_epoch": 8,
+  "best_train_return": -6.313114166259766,
+  "n_test_days": 321
 }