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results/reverse_window_03_summary.json

@@ -4,13 +4,13 @@
   "train_start": "2010-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-03-26",
-  "ftrl_total_return": 0.09378225996497158,
-  "agg_total_return": 0.06429542206536243,
-  "excess_return": 0.029486837899609153,
-  "ftrl_sharpe": 1.6253096007392736,
-  "ftrl_max_drawdown": -0.045524599001946636,
-  "best_train_epoch": 24,
-  "best_train_return": -22.535720238624723,
-  "n_test_days": 308
+  "test_end": "2026-03-27",
+  "ftrl_total_return": 0.13764596206639457,
+  "agg_total_return": 0.0641874035217671,
+  "excess_return": 0.07345855854462746,
+  "ftrl_sharpe": 1.9083843620412537,
+  "ftrl_max_drawdown": -0.03815862306853904,
+  "best_train_epoch": 8,
+  "best_train_return": -28.27961941070627,
+  "n_test_days": 309
 }