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results/window_05_equity_summary.json

@@ -3,19 +3,19 @@
   "test_year": "2015",
   "train_start": "2008-01-02",
   "train_end": "2014-12-31",
-  "trained_date": "2026-04-11",
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-  "ftrl_sharpe": -0.8632364798852925,
-  "ftrl_max_drawdown": -0.3235102584259611,
-  "live_ftrl_return": 1.185550079345703,
-  "live_agg_return": 0.07810707380311244,
-  "live_excess_return": 1.1074430055425906,
-  "live_sharpe": 2.124925986638061,
-  "live_max_drawdown": -0.26310138847969605,
-  "live_n_days": 276,
+  "trained_date": "2026-04-14",
+  "ftrl_total_return": -0.004495697021484335,
+  "agg_total_return": 0.001986445442157425,
+  "excess_return": -0.00648214246364176,
+  "ftrl_sharpe": 0.042296202846971095,
+  "ftrl_max_drawdown": -0.1004546964185046,
+  "live_ftrl_return": 0.24671333312988275,
+  "live_agg_return": 0.07843197234565324,
+  "live_excess_return": 0.1682813607842295,
+  "live_sharpe": 1.4318753344354518,
+  "live_max_drawdown": -0.08830533524582036,
+  "live_n_days": 278,
   "live_start": "2025-01-01",
-  "best_train_epoch": 7,
-  "best_train_return": -21.81282615661621
+  "best_train_epoch": 5,
+  "best_train_return": -22.22076416015625
 }