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results/window_01_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2011",
   "train_start": "2008-01-02",
   "train_end": "2010-12-31",
-  "ftrl_total_return": 0.06775665406285358,
-  "agg_total_return": 0.07819052605790433,
-  "excess_return": -0.010433871995050747,
-  "ftrl_sharpe": 0.773025523941503,
-  "ftrl_max_drawdown": -0.08599516478630229,
-  "live_ftrl_return": 0.20624006301275388,
-  "live_agg_return": 0.0641874035217671,
-  "live_excess_return": 0.14205265949098678,
-  "live_sharpe": 2.941470696093886,
-  "live_max_drawdown": -0.04840312663132883,
+  "ftrl_total_return": 0.07200347906331817,
+  "agg_total_return": 0.07819213988864471,
+  "excess_return": -0.006188660825326542,
+  "ftrl_sharpe": 0.8359327023069895,
+  "ftrl_max_drawdown": -0.0830038382032548,
+  "live_ftrl_return": 0.20641823604382714,
+  "live_agg_return": 0.06418731583910953,
+  "live_excess_return": 0.14223092020471761,
+  "live_sharpe": 2.9132162087375293,
+  "live_max_drawdown": -0.047869082263260164,
   "live_n_days": 268,
   "live_start": "2025-01-01",
   "best_train_epoch": 1,
-  "best_train_return": -5.126735980275221
+  "best_train_return": -5.548007199134789
 }