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results/reverse_window_04_summary.json

@@ -4,13 +4,13 @@
   "train_start": "2011-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-03-25",
-  "ftrl_total_return": 0.12151132744176185,
-  "agg_total_return": 0.07034314220258131,
-  "excess_return": 0.05116818523918054,
-  "ftrl_sharpe": 1.7115634317910775,
-  "ftrl_max_drawdown": -0.036476618534413294,
-  "best_train_epoch": 8,
-  "best_train_return": -27.753884801503137,
-  "n_test_days": 307
+  "test_end": "2026-03-27",
+  "ftrl_total_return": 0.8717009325022045,
+  "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,
+  "n_test_days": 309
 }