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results/window_11_fi_summary.json

@@ -3,19 +3,19 @@
   "test_year": "2021",
   "train_start": "2008-01-02",
   "train_end": "2020-12-31",
-  "trained_date": "2026-04-12",
-  "ftrl_total_return": 0.27521865844726556,
-  "agg_total_return": -0.01641251287249601,
-  "excess_return": 0.2916311713197616,
-  "ftrl_sharpe": 2.4966636183641415,
-  "ftrl_max_drawdown": -0.06859315308748667,
-  "live_ftrl_return": 0.09433235168457021,
-  "live_agg_return": 0.07810707380311244,
-  "live_excess_return": 0.016225277881457778,
-  "live_sharpe": 0.6452276117198915,
-  "live_max_drawdown": -0.1229338836546988,
-  "live_n_days": 276,
+  "trained_date": "2026-04-14",
+  "ftrl_total_return": 0.04219940185546878,
+  "agg_total_return": -0.01641213802544328,
+  "excess_return": 0.058611539880912056,
+  "ftrl_sharpe": 0.47253834517292664,
+  "ftrl_max_drawdown": -0.09235304874982703,
+  "live_ftrl_return": 0.60100341796875,
+  "live_agg_return": 0.07843197234565324,
+  "live_excess_return": 0.5225714456230968,
+  "live_sharpe": 1.8381088058270667,
+  "live_max_drawdown": -0.1849143000584631,
+  "live_n_days": 278,
   "live_start": "2025-01-01",
-  "best_train_epoch": 1,
-  "best_train_return": -23.72097396850586
+  "best_train_epoch": 13,
+  "best_train_return": -31.248014450073242
 }