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results/reverse_window_08_summary.json

@@ -5,12 +5,12 @@
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
   "test_end": "2026-03-27",
-  "ftrl_total_return": 0.12301674579914801,
+  "ftrl_total_return": 0.12076355486958756,
   "agg_total_return": 0.0641874035217671,
-  "excess_return": 0.0588293422773809,
-  "ftrl_sharpe": 2.037427421123209,
-  "ftrl_max_drawdown": -0.04601473179768202,
-  "best_train_epoch": 9,
-  "best_train_return": -17.152498126478076,
+  "excess_return": 0.05657615134782046,
+  "ftrl_sharpe": 2.012283510961886,
+  "ftrl_max_drawdown": -0.0459509138809411,
+  "best_train_epoch": 18,
+  "best_train_return": -17.409416734990614,
   "n_test_days": 309
 }