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results/window_06_equity_summary.json

@@ -3,19 +3,19 @@
   "test_year": "2016",
   "train_start": "2008-01-02",
   "train_end": "2015-12-31",
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-  "ftrl_max_drawdown": -0.07799967185049847,
-  "live_ftrl_return": 0.32108673095703133,
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-  "live_excess_return": 0.23907874838683618,
-  "live_sharpe": 1.2473409905180868,
-  "live_max_drawdown": -0.1595491260166348,
-  "live_n_days": 282,
+  "trained_date": "2026-04-21",
+  "ftrl_total_return": 0.2037561798095704,
+  "agg_total_return": 0.02451794526491513,
+  "excess_return": 0.17923823454465526,
+  "ftrl_sharpe": 1.8307127962614853,
+  "ftrl_max_drawdown": -0.06478158394186947,
+  "live_ftrl_return": 0.3247196960449219,
+  "live_agg_return": 0.08189959607635933,
+  "live_excess_return": 0.24282009996856257,
+  "live_sharpe": 1.4038269394877183,
+  "live_max_drawdown": -0.13558338330137873,
+  "live_n_days": 283,
   "live_start": "2025-01-01",
-  "best_train_epoch": 1,
-  "best_train_return": -23.455934524536133
+  "best_train_epoch": 13,
+  "best_train_return": -23.088762283325195
 }