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results/window_09_equity_summary.json

@@ -3,19 +3,19 @@
   "test_year": "2019",
   "train_start": "2008-01-02",
   "train_end": "2018-12-31",
-  "trained_date": "2026-05-08",
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-  "ftrl_max_drawdown": -0.10174813944421726,
-  "live_ftrl_return": 0.38659515380859366,
-  "live_agg_return": 0.07844724219380228,
-  "live_excess_return": 0.3081479116147914,
-  "live_sharpe": 1.403969165782059,
-  "live_max_drawdown": -0.16408227202775308,
-  "live_n_days": 295,
+  "trained_date": "2026-05-09",
+  "ftrl_total_return": 0.21951919555664068,
+  "agg_total_return": 0.0837430208920551,
+  "excess_return": 0.13577617466458558,
+  "ftrl_sharpe": 1.6959453338563681,
+  "ftrl_max_drawdown": -0.1016783692257472,
+  "live_ftrl_return": 0.4110250854492188,
+  "live_agg_return": 0.07833858301941943,
+  "live_excess_return": 0.33268650242979936,
+  "live_sharpe": 1.4633891339666651,
+  "live_max_drawdown": -0.16421288340626528,
+  "live_n_days": 297,
   "live_start": "2025-01-01",
-  "best_train_epoch": 2,
-  "best_train_return": -26.16938018798828
+  "best_train_epoch": 6,
+  "best_train_return": -26.35881996154785
 }