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Upload results/window_03_summary.json with huggingface_hub

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  1. results/window_03_summary.json +10 -10
results/window_03_summary.json CHANGED
@@ -3,18 +3,18 @@
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  "test_year": "2013",
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  "train_start": "2008-01-02",
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  "train_end": "2012-12-31",
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- "ftrl_total_return": -0.09121055342846862,
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  "agg_total_return": -0.018628476534279126,
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- "excess_return": -0.0725820768941895,
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- "ftrl_sharpe": -0.8703690375692121,
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- "ftrl_max_drawdown": -0.15821268111612155,
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- "live_ftrl_return": 0.10108579744053636,
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  "live_agg_return": 0.0641874035217671,
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- "live_excess_return": 0.03689839391876926,
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- "live_sharpe": 0.8997072866390402,
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- "live_max_drawdown": -0.07607160864448793,
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  "live_n_days": 268,
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  "live_start": "2025-01-01",
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- "best_train_epoch": 17,
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- "best_train_return": -4.663289239244741
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  }
 
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  "test_year": "2013",
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  "train_start": "2008-01-02",
5
  "train_end": "2012-12-31",
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+ "ftrl_total_return": -0.033021192422870715,
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  "agg_total_return": -0.018628476534279126,
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+ "excess_return": -0.01439271588859159,
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+ "ftrl_sharpe": -0.5912031528005292,
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+ "ftrl_max_drawdown": -0.08887775996424484,
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+ "live_ftrl_return": 0.11730359467124996,
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  "live_agg_return": 0.0641874035217671,
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+ "live_excess_return": 0.05311619114948285,
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+ "live_sharpe": 1.6457818155370407,
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+ "live_max_drawdown": -0.03697968461351613,
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  "live_n_days": 268,
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  "live_start": "2025-01-01",
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+ "best_train_epoch": 20,
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+ "best_train_return": -5.977136754306935
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  }