P2SAMAPA commited on
Commit
5dd892c
·
verified ·
1 Parent(s): ebf2e89

Upload results/reverse_window_08_fi_summary.json with huggingface_hub

Browse files
results/reverse_window_08_fi_summary.json ADDED
@@ -0,0 +1,19 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "window_id": 8,
3
+ "label": "R8: 2015\u20132024 \u2192 2025+",
4
+ "train_start": "2015-01-01",
5
+ "train_end": "2024-12-31",
6
+ "test_start": "2025-01-01",
7
+ "test_end": "2026-03-31",
8
+ "ftrl_total_return": 0.020386564755922265,
9
+ "agg_total_return": 0.07207111526230459,
10
+ "excess_return": -0.05168455050638232,
11
+ "ftrl_sharpe": 0.2035632727736433,
12
+ "ftrl_max_drawdown": -0.1231540508426133,
13
+ "live_excess_return": -0.05168455050638232,
14
+ "live_sharpe": 0.2035632727736433,
15
+ "live_n_days": 270,
16
+ "best_train_epoch": 2,
17
+ "best_train_return": -21.498765266665355,
18
+ "n_test_days": 311
19
+ }