P2SAMAPA commited on
Commit
2921c2b
·
verified ·
1 Parent(s): 7b8c90a

Upload results/reverse_window_02_equity_summary.json with huggingface_hub

Browse files
results/reverse_window_02_equity_summary.json CHANGED
@@ -4,17 +4,17 @@
4
  "train_start": "2009-01-01",
5
  "train_end": "2024-12-31",
6
  "test_start": "2025-01-01",
7
- "test_end": "2026-04-06",
8
- "trained_date": "2026-04-07",
9
- "ftrl_total_return": 0.2583019733428955,
10
- "agg_total_return": 0.07333914205668646,
11
- "excess_return": 0.18496283128620905,
12
- "ftrl_sharpe": 0.9679358870107627,
13
- "ftrl_max_drawdown": -0.17676840124133533,
14
- "live_excess_return": 0.18496283128620905,
15
- "live_sharpe": 0.9679358870107627,
16
- "live_n_days": 273,
17
- "best_train_epoch": 2,
18
- "best_train_return": -20.465608596801758,
19
- "n_test_days": 314
20
  }
 
4
  "train_start": "2009-01-01",
5
  "train_end": "2024-12-31",
6
  "test_start": "2025-01-01",
7
+ "test_end": "2026-04-14",
8
+ "trained_date": "2026-04-15",
9
+ "ftrl_total_return": 0.8906188011169434,
10
+ "agg_total_return": 0.08124953185463601,
11
+ "excess_return": 0.8093692692623073,
12
+ "ftrl_sharpe": 2.0167006353738026,
13
+ "ftrl_max_drawdown": -0.19585413214892183,
14
+ "live_excess_return": 0.8093692692623073,
15
+ "live_sharpe": 2.0167006353738026,
16
+ "live_n_days": 279,
17
+ "best_train_epoch": 1,
18
+ "best_train_return": -24.55573272705078,
19
+ "n_test_days": 320
20
  }