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results/reverse_window_02_fi_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2009-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-13",
-  "trained_date": "2026-04-14",
-  "ftrl_total_return": 0.5499690771102905,
-  "agg_total_return": 0.07843197234565324,
-  "excess_return": 0.4715371047646373,
-  "ftrl_sharpe": 1.8345999204692662,
-  "ftrl_max_drawdown": -0.17342077988855306,
-  "live_excess_return": 0.4715371047646373,
-  "live_sharpe": 1.8345999204692662,
-  "live_n_days": 278,
+  "test_end": "2026-04-14",
+  "trained_date": "2026-04-15",
+  "ftrl_total_return": 0.5480667352676392,
+  "agg_total_return": 0.08124953185463601,
+  "excess_return": 0.46681720341300315,
+  "ftrl_sharpe": 1.8249279955233488,
+  "ftrl_max_drawdown": -0.17643748984364516,
+  "live_excess_return": 0.46681720341300315,
+  "live_sharpe": 1.8249279955233488,
+  "live_n_days": 279,
   "best_train_epoch": 1,
-  "best_train_return": -33.58260726928711,
-  "n_test_days": 319
+  "best_train_return": -30.884410858154297,
+  "n_test_days": 320
 }