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results/reverse_window_10_summary.json

@@ -4,13 +4,13 @@
   "train_start": "2017-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-03-25",
-  "ftrl_total_return": 0.8839737744613925,
-  "agg_total_return": 0.07034314220258131,
-  "excess_return": 0.8136306322588112,
-  "ftrl_sharpe": 3.3292055776752143,
-  "ftrl_max_drawdown": -0.09398572090676988,
-  "best_train_epoch": 12,
-  "best_train_return": -13.841923463184402,
-  "n_test_days": 307
+  "test_end": "2026-03-26",
+  "ftrl_total_return": 0.8632383823435961,
+  "agg_total_return": 0.06429542206536243,
+  "excess_return": 0.7989429602782336,
+  "ftrl_sharpe": 3.5056369534273153,
+  "ftrl_max_drawdown": -0.0867032815440945,
+  "best_train_epoch": 2,
+  "best_train_return": -14.033791110309851,
+  "n_test_days": 308
 }