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results/window_07_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2017",
   "train_start": "2008-01-02",
   "train_end": "2016-12-31",
-  "ftrl_total_return": 0.06285457537402817,
-  "agg_total_return": 0.03447472821022335,
-  "excess_return": 0.028379847163804817,
-  "ftrl_sharpe": 0.839715210181955,
-  "ftrl_max_drawdown": -0.04988635228416335,
-  "live_ftrl_return": 0.0731936312263064,
-  "live_agg_return": 0.0641874035217671,
-  "live_excess_return": 0.009006227704539294,
-  "live_sharpe": 0.6522867454046386,
-  "live_max_drawdown": -0.08327440556153198,
+  "ftrl_total_return": 0.05803329946560387,
+  "agg_total_return": 0.03447446409108701,
+  "excess_return": 0.023558835374516862,
+  "ftrl_sharpe": 1.6414602882610927,
+  "ftrl_max_drawdown": -0.02542318081234108,
+  "live_ftrl_return": 0.11066675012700178,
+  "live_agg_return": 0.06418731583910953,
+  "live_excess_return": 0.04647943428789225,
+  "live_sharpe": 1.5679907474832493,
+  "live_max_drawdown": -0.03597775816590592,
   "live_n_days": 268,
   "live_start": "2025-01-01",
-  "best_train_epoch": 19,
-  "best_train_return": -13.996678623159166
+  "best_train_epoch": 24,
+  "best_train_return": -14.259729902987033
 }