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results/window_01_fi_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2011",
   "train_start": "2008-01-02",
   "train_end": "2010-12-31",
-  "ftrl_total_return": 0.04571949240929518,
+  "ftrl_total_return": 0.04737572179457383,
   "agg_total_return": 0.07819085358584132,
-  "excess_return": -0.03247136117654614,
-  "ftrl_sharpe": 0.5018861141854877,
-  "ftrl_max_drawdown": -0.08642490498495445,
-  "live_ftrl_return": 0.11054654595696789,
+  "excess_return": -0.03081513179126749,
+  "ftrl_sharpe": 0.5207651790555639,
+  "ftrl_max_drawdown": -0.08477507071601441,
+  "live_ftrl_return": 0.10792351791602717,
   "live_agg_return": 0.07207111526230459,
-  "live_excess_return": 0.038475430694663304,
-  "live_sharpe": 1.4509482917692338,
-  "live_max_drawdown": -0.04862685875011564,
+  "live_excess_return": 0.03585240265372258,
+  "live_sharpe": 1.4435101885534438,
+  "live_max_drawdown": -0.04679918220548844,
   "live_n_days": 270,
   "live_start": "2025-01-01",
-  "best_train_epoch": 1,
-  "best_train_return": -4.376323786703411
+  "best_train_epoch": 2,
+  "best_train_return": -5.496877945889835
 }