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results/reverse_window_10_fi_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2017-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-09",
-  "trained_date": "2026-04-12",
-  "ftrl_total_return": 1.0360262393951416,
-  "agg_total_return": 0.07810707380311244,
-  "excess_return": 0.9579191655920292,
-  "ftrl_sharpe": 1.7493855793704165,
-  "ftrl_max_drawdown": -0.3351554948937623,
-  "live_excess_return": 0.9579191655920292,
-  "live_sharpe": 1.7493855793704165,
-  "live_n_days": 276,
-  "best_train_epoch": 1,
-  "best_train_return": -17.711435317993164,
-  "n_test_days": 317
+  "test_end": "2026-04-14",
+  "trained_date": "2026-04-15",
+  "ftrl_total_return": 0.07103955745697021,
+  "agg_total_return": 0.08124953185463601,
+  "excess_return": -0.0102099743976658,
+  "ftrl_sharpe": 0.4836637837287935,
+  "ftrl_max_drawdown": -0.1344770812853804,
+  "live_excess_return": -0.0102099743976658,
+  "live_sharpe": 0.4836637837287935,
+  "live_n_days": 279,
+  "best_train_epoch": 15,
+  "best_train_return": -16.1341495513916,
+  "n_test_days": 320
 }