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results/reverse_window_09_fi_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2016-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-09",
-  "trained_date": "2026-04-12",
-  "ftrl_total_return": 0.5117573738098145,
-  "agg_total_return": 0.07810707380311244,
-  "excess_return": 0.433650300006702,
-  "ftrl_sharpe": 1.8344329359647307,
-  "ftrl_max_drawdown": -0.16342696045698268,
-  "live_excess_return": 0.433650300006702,
-  "live_sharpe": 1.8344329359647307,
-  "live_n_days": 276,
-  "best_train_epoch": 1,
-  "best_train_return": -17.343284606933594,
-  "n_test_days": 317
+  "test_end": "2026-04-14",
+  "trained_date": "2026-04-15",
+  "ftrl_total_return": 0.08796131610870361,
+  "agg_total_return": 0.08124953185463601,
+  "excess_return": 0.006711784254067599,
+  "ftrl_sharpe": 1.1827454859308106,
+  "ftrl_max_drawdown": -0.04296168044566605,
+  "live_excess_return": 0.006711784254067599,
+  "live_sharpe": 1.1827454859308106,
+  "live_n_days": 279,
+  "best_train_epoch": 10,
+  "best_train_return": -17.787338256835938,
+  "n_test_days": 320
 }