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results/reverse_window_11_summary.json

@@ -5,12 +5,12 @@
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
   "test_end": "2026-03-27",
-  "ftrl_total_return": 0.1578557374081122,
+  "ftrl_total_return": 0.13869951834330152,
   "agg_total_return": 0.0641874035217671,
-  "excess_return": 0.0936683338863451,
-  "ftrl_sharpe": 1.1376536598164064,
-  "ftrl_max_drawdown": -0.11031155225295113,
-  "best_train_epoch": 1,
-  "best_train_return": -13.894435135768328,
+  "excess_return": 0.07451211482153441,
+  "ftrl_sharpe": 1.9191427734286566,
+  "ftrl_max_drawdown": -0.038192591374824954,
+  "best_train_epoch": 10,
+  "best_train_return": -14.377475279077789,
   "n_test_days": 309
 }