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results/window_03_equity_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2013",
   "train_start": "2008-01-02",
   "train_end": "2012-12-31",
-  "ftrl_total_return": 0.06456520080566408,
+  "ftrl_total_return": 0.2857438659667968,
   "agg_total_return": -0.018628863727054634,
-  "excess_return": 0.08319406453271871,
-  "ftrl_sharpe": 0.4519978953832715,
-  "ftrl_max_drawdown": -0.1801829191746489,
-  "live_ftrl_return": 0.6973229980468749,
+  "excess_return": 0.30437272969385143,
+  "ftrl_sharpe": 2.502600185318799,
+  "ftrl_max_drawdown": -0.05521779488653091,
+  "live_ftrl_return": 0.050269393920898464,
   "live_agg_return": 0.07207111526230459,
-  "live_excess_return": 0.6252518827845703,
-  "live_sharpe": 1.773452288807641,
-  "live_max_drawdown": -0.19138863581417312,
+  "live_excess_return": -0.02180172134140612,
+  "live_sharpe": 0.3168023529237878,
+  "live_max_drawdown": -0.15777755735726912,
   "live_n_days": 270,
   "live_start": "2025-01-01",
-  "best_train_epoch": 1,
-  "best_train_return": -23.845239639282227
+  "best_train_epoch": 4,
+  "best_train_return": -20.87225914001465
 }