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results/window_05_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2015",
   "train_start": "2008-01-02",
   "train_end": "2014-12-31",
-  "ftrl_total_return": -0.00041488091805264027,
+  "ftrl_total_return": -0.006012788770799804,
   "agg_total_return": 0.0019869150037232775,
-  "excess_return": -0.0024017959217759177,
-  "ftrl_sharpe": 0.06532591907635726,
-  "ftrl_max_drawdown": -0.15307373461790774,
-  "live_ftrl_return": 0.14814417670628366,
-  "live_agg_return": 0.06429542206536243,
-  "live_excess_return": 0.08384875464092123,
-  "live_sharpe": 1.0131788116695941,
-  "live_max_drawdown": -0.12021117457108998,
-  "live_n_days": 267,
+  "excess_return": -0.007999703774523081,
+  "ftrl_sharpe": -0.10546386902096401,
+  "ftrl_max_drawdown": -0.07261889056841041,
+  "live_ftrl_return": 0.15716844627752247,
+  "live_agg_return": 0.0641874035217671,
+  "live_excess_return": 0.09298104275575536,
+  "live_sharpe": 2.4844461521413996,
+  "live_max_drawdown": -0.045410292470433905,
+  "live_n_days": 268,
   "live_start": "2025-01-01",
-  "best_train_epoch": 1,
-  "best_train_return": -12.155914743290342
+  "best_train_epoch": 8,
+  "best_train_return": -10.865369721962882
 }