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results/reverse_window_04_summary.json

@@ -5,12 +5,12 @@
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
   "test_end": "2026-03-27",
-  "ftrl_total_return": 0.8717009325022045,
+  "ftrl_total_return": 0.1213834931990041,
   "agg_total_return": 0.0641874035217671,
-  "excess_return": 0.8075135289804374,
-  "ftrl_sharpe": 3.522311814297833,
-  "ftrl_max_drawdown": -0.08698018119830943,
-  "best_train_epoch": 1,
-  "best_train_return": -33.954399566370995,
+  "excess_return": 0.057196089677236994,
+  "ftrl_sharpe": 2.044468561595565,
+  "ftrl_max_drawdown": -0.04507717775705607,
+  "best_train_epoch": 18,
+  "best_train_return": -22.384721894941123,
   "n_test_days": 309
 }