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results/reverse_window_13_summary.json
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{
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"window_id": 13,
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"label": "R13: 2020\u20132024 \u2192 2025+",
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"train_start": "2020-01-01",
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"train_end": "2024-12-31",
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"test_start": "2025-01-01",
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"test_end": "2026-03-05",
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"ftrl_total_return": 0.1577583522809538,
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"agg_total_return": 0.07903286434406698,
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"excess_return": 0.07872548793688683,
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"ftrl_sharpe": 1.8816594619728104,
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"ftrl_max_drawdown": -0.05964773932721732,
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"best_train_epoch": 8,
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"best_train_return": 0.22667388232222202,
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"n_test_days": 293
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}
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