Upload results/reverse_window_10_summary.json with huggingface_hub
Browse files
results/reverse_window_10_summary.json
ADDED
|
@@ -0,0 +1,16 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"window_id": 10,
|
| 3 |
+
"label": "R10: 2017\u20132024 \u2192 2025+",
|
| 4 |
+
"train_start": "2017-01-01",
|
| 5 |
+
"train_end": "2024-12-31",
|
| 6 |
+
"test_start": "2025-01-01",
|
| 7 |
+
"test_end": "2026-03-05",
|
| 8 |
+
"ftrl_total_return": 0.13006009388903883,
|
| 9 |
+
"agg_total_return": 0.07903286434406698,
|
| 10 |
+
"excess_return": 0.05102722954497185,
|
| 11 |
+
"ftrl_sharpe": 1.8688294826496128,
|
| 12 |
+
"ftrl_max_drawdown": -0.04241971195916869,
|
| 13 |
+
"best_train_epoch": 4,
|
| 14 |
+
"best_train_return": 0.3891084468848201,
|
| 15 |
+
"n_test_days": 293
|
| 16 |
+
}
|