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results/reverse_window_03_fi_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2010-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-13",
-  "trained_date": "2026-04-14",
-  "ftrl_total_return": 0.08885538578033447,
-  "agg_total_return": 0.07843197234565324,
-  "excess_return": 0.010423413434681228,
-  "ftrl_sharpe": 1.370578631939406,
-  "ftrl_max_drawdown": -0.04642211913598279,
-  "live_excess_return": 0.010423413434681228,
-  "live_sharpe": 1.370578631939406,
-  "live_n_days": 278,
-  "best_train_epoch": 8,
-  "best_train_return": -22.77821922302246,
-  "n_test_days": 319
+  "test_end": "2026-04-14",
+  "trained_date": "2026-04-15",
+  "ftrl_total_return": 0.06888699531555176,
+  "agg_total_return": 0.08124953185463601,
+  "excess_return": -0.012362536539084257,
+  "ftrl_sharpe": 0.47343273959811843,
+  "ftrl_max_drawdown": -0.13417381285279356,
+  "live_excess_return": -0.012362536539084257,
+  "live_sharpe": 0.47343273959811843,
+  "live_n_days": 279,
+  "best_train_epoch": 7,
+  "best_train_return": -28.791810989379883,
+  "n_test_days": 320
 }