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results/window_05_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2015",
   "train_start": "2008-01-02",
   "train_end": "2014-12-31",
-  "ftrl_total_return": -0.006012788770799804,
+  "ftrl_total_return": -0.004745691671282248,
   "agg_total_return": 0.0019869150037232775,
-  "excess_return": -0.007999703774523081,
-  "ftrl_sharpe": -0.10546386902096401,
-  "ftrl_max_drawdown": -0.07261889056841041,
-  "live_ftrl_return": 0.15716844627752247,
+  "excess_return": -0.006732606675005526,
+  "ftrl_sharpe": -0.07404296366954394,
+  "ftrl_max_drawdown": -0.07360107072155718,
+  "live_ftrl_return": 0.12438038029527765,
   "live_agg_return": 0.0641874035217671,
-  "live_excess_return": 0.09298104275575536,
-  "live_sharpe": 2.4844461521413996,
-  "live_max_drawdown": -0.045410292470433905,
+  "live_excess_return": 0.06019297677351054,
+  "live_sharpe": 2.0669351035842385,
+  "live_max_drawdown": -0.04565366854979723,
   "live_n_days": 268,
   "live_start": "2025-01-01",
-  "best_train_epoch": 8,
-  "best_train_return": -10.865369721962882
+  "best_train_epoch": 14,
+  "best_train_return": -10.042986335244885
 }