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results/reverse_window_10_summary.json

@@ -5,12 +5,12 @@
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
   "test_end": "2026-03-27",
-  "ftrl_total_return": 0.09783021177020212,
+  "ftrl_total_return": 0.16277120309246174,
   "agg_total_return": 0.0641874035217671,
-  "excess_return": 0.03364280824843502,
-  "ftrl_sharpe": 1.6952602616615673,
-  "ftrl_max_drawdown": -0.044997346140178265,
-  "best_train_epoch": 40,
-  "best_train_return": -13.026888364069162,
+  "excess_return": 0.09858379957069463,
+  "ftrl_sharpe": 2.1976448840570124,
+  "ftrl_max_drawdown": -0.04033041938374648,
+  "best_train_epoch": 3,
+  "best_train_return": -15.449273954739196,
   "n_test_days": 309
 }