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results/reverse_window_12_summary.json

@@ -5,12 +5,12 @@
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
   "test_end": "2026-03-27",
-  "ftrl_total_return": 0.5046724450267934,
+  "ftrl_total_return": 0.14904766763461863,
   "agg_total_return": 0.0641874035217671,
-  "excess_return": 0.4404850415050263,
-  "ftrl_sharpe": 3.7085929611344643,
-  "ftrl_max_drawdown": -0.05236356369679967,
-  "best_train_epoch": 1,
-  "best_train_return": -12.655841892932065,
+  "excess_return": 0.08486026411285152,
+  "ftrl_sharpe": 2.0337025550431593,
+  "ftrl_max_drawdown": -0.038936715089604466,
+  "best_train_epoch": 11,
+  "best_train_return": -13.078968781556895,
   "n_test_days": 309
 }