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results/reverse_window_08_fi_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2015-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-05-06",
-  "trained_date": "2026-05-07",
-  "ftrl_total_return": 0.13261651992797852,
-  "agg_total_return": 0.07844724219380228,
-  "excess_return": 0.054169277734176235,
-  "ftrl_sharpe": 1.629321952650682,
-  "ftrl_max_drawdown": -0.04715771845260534,
-  "live_excess_return": 0.054169277734176235,
-  "live_sharpe": 1.629321952650682,
-  "live_n_days": 295,
-  "best_train_epoch": 1,
-  "best_train_return": -17.06302261352539,
-  "n_test_days": 336
+  "test_end": "2026-05-08",
+  "trained_date": "2026-05-09",
+  "ftrl_total_return": 0.5841778516769409,
+  "agg_total_return": 0.07833858301941943,
+  "excess_return": 0.5058392686575215,
+  "ftrl_sharpe": 1.6814220898663452,
+  "ftrl_max_drawdown": -0.18365606161289535,
+  "live_excess_return": 0.5058392686575215,
+  "live_sharpe": 1.6814220898663452,
+  "live_n_days": 297,
+  "best_train_epoch": 15,
+  "best_train_return": -19.7486572265625,
+  "n_test_days": 338
 }