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results/window_02_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2012",
   "train_start": "2008-01-02",
   "train_end": "2011-12-31",
-  "ftrl_total_return": 0.10546933549402615,
-  "agg_total_return": 0.03962364482418801,
-  "excess_return": 0.06584569066983814,
-  "ftrl_sharpe": 2.6913785461945663,
-  "ftrl_max_drawdown": -0.028667901636516408,
-  "live_ftrl_return": 0.1636254740292118,
-  "live_agg_return": 0.0641874035217671,
-  "live_excess_return": 0.09943807050744469,
-  "live_sharpe": 2.2030613996986914,
-  "live_max_drawdown": -0.0406749858986262,
+  "ftrl_total_return": 0.08634284340315923,
+  "agg_total_return": 0.03962292655720456,
+  "excess_return": 0.04671991684595467,
+  "ftrl_sharpe": 0.5852419324340246,
+  "ftrl_max_drawdown": -0.22165471916332488,
+  "live_ftrl_return": 1.9719490907511745,
+  "live_agg_return": 0.06418731583910953,
+  "live_excess_return": 1.907761774912065,
+  "live_sharpe": 3.8287015608620414,
+  "live_max_drawdown": -0.10968391328784657,
   "live_n_days": 268,
   "live_start": "2025-01-01",
-  "best_train_epoch": 9,
-  "best_train_return": -5.041682564232324
+  "best_train_epoch": 1,
+  "best_train_return": -7.364980061102262
 }