Upload results/reverse_window_01_equity_summary.json with huggingface_hub
Browse files
results/reverse_window_01_equity_summary.json
ADDED
|
@@ -0,0 +1,19 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"window_id": 1,
|
| 3 |
+
"label": "R1: 2008\u20132024 \u2192 2025+",
|
| 4 |
+
"train_start": "2008-01-01",
|
| 5 |
+
"train_end": "2024-12-31",
|
| 6 |
+
"test_start": "2025-01-01",
|
| 7 |
+
"test_end": "2026-04-02",
|
| 8 |
+
"ftrl_total_return": 0.034787535667419434,
|
| 9 |
+
"agg_total_return": 0.07528968589489682,
|
| 10 |
+
"excess_return": -0.040502150227477385,
|
| 11 |
+
"ftrl_sharpe": 0.2643855785545028,
|
| 12 |
+
"ftrl_max_drawdown": -0.14303619383335264,
|
| 13 |
+
"live_excess_return": -0.040502150227477385,
|
| 14 |
+
"live_sharpe": 0.2643855785545028,
|
| 15 |
+
"live_n_days": 272,
|
| 16 |
+
"best_train_epoch": 1,
|
| 17 |
+
"best_train_return": -38.92830276489258,
|
| 18 |
+
"n_test_days": 313
|
| 19 |
+
}
|