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results/window_02_fi_summary.json

@@ -3,19 +3,19 @@
   "test_year": "2012",
   "train_start": "2008-01-02",
   "train_end": "2011-12-31",
-  "trained_date": "2026-04-13",
-  "ftrl_total_return": 0.08409309387207031,
-  "agg_total_return": 0.03962384494038962,
-  "excess_return": 0.044469248931680694,
-  "ftrl_sharpe": 0.925614333731999,
-  "ftrl_max_drawdown": -0.07569727663387382,
-  "live_ftrl_return": 0.10644401550292959,
-  "live_agg_return": 0.07810707380311244,
-  "live_excess_return": 0.028336941699817153,
-  "live_sharpe": 0.6986675123923501,
-  "live_max_drawdown": -0.12504989622772938,
-  "live_n_days": 276,
+  "trained_date": "2026-04-14",
+  "ftrl_total_return": -0.08803047180175783,
+  "agg_total_return": 0.03962339737471554,
+  "excess_return": -0.12765386917647337,
+  "ftrl_sharpe": -0.4844355653292534,
+  "ftrl_max_drawdown": -0.19576553179151776,
+  "live_ftrl_return": 1.0534307861328127,
+  "live_agg_return": 0.07843197234565324,
+  "live_excess_return": 0.9749988137871595,
+  "live_sharpe": 1.75996217118011,
+  "live_max_drawdown": -0.33777599932224345,
+  "live_n_days": 278,
   "live_start": "2025-01-01",
-  "best_train_epoch": 11,
-  "best_train_return": -7.52992057800293
+  "best_train_epoch": 1,
+  "best_train_return": -6.959338665008545
 }