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results/reverse_window_08_equity_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2015-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-07",
-  "trained_date": "2026-04-08",
-  "ftrl_total_return": 0.05878710746765137,
-  "agg_total_return": 0.07463927180811081,
-  "excess_return": -0.01585216434045944,
-  "ftrl_sharpe": 0.34056605291199704,
-  "ftrl_max_drawdown": -0.16385848997384853,
-  "live_excess_return": -0.01585216434045944,
-  "live_sharpe": 0.34056605291199704,
-  "live_n_days": 274,
-  "best_train_epoch": 10,
-  "best_train_return": -14.752472877502441,
-  "n_test_days": 315
+  "test_end": "2026-04-13",
+  "trained_date": "2026-04-14",
+  "ftrl_total_return": 0.06030893325805664,
+  "agg_total_return": 0.07843197234565324,
+  "excess_return": -0.018123039087596604,
+  "ftrl_sharpe": 0.4624889886537444,
+  "ftrl_max_drawdown": -0.09493559989847469,
+  "live_excess_return": -0.018123039087596604,
+  "live_sharpe": 0.4624889886537444,
+  "live_n_days": 278,
+  "best_train_epoch": 5,
+  "best_train_return": -13.734298706054688,
+  "n_test_days": 319
 }