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results/reverse_window_11_fi_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2018-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-07",
-  "trained_date": "2026-04-08",
-  "ftrl_total_return": 0.5542739629745483,
-  "agg_total_return": 0.07463927180811081,
-  "excess_return": 0.47963469116643753,
-  "ftrl_sharpe": 1.765681604812099,
-  "ftrl_max_drawdown": -0.18100037905406427,
-  "live_excess_return": 0.47963469116643753,
-  "live_sharpe": 1.765681604812099,
-  "live_n_days": 274,
-  "best_train_epoch": 10,
-  "best_train_return": -12.338435173034668,
-  "n_test_days": 315
+  "test_end": "2026-04-09",
+  "trained_date": "2026-04-12",
+  "ftrl_total_return": 0.13170719146728516,
+  "agg_total_return": 0.07810707380311244,
+  "excess_return": 0.05360011766417272,
+  "ftrl_sharpe": 1.7892262742822758,
+  "ftrl_max_drawdown": -0.04411403378854319,
+  "live_excess_return": 0.05360011766417272,
+  "live_sharpe": 1.7892262742822758,
+  "live_n_days": 276,
+  "best_train_epoch": 21,
+  "best_train_return": -11.853281021118164,
+  "n_test_days": 317
 }