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results/window_12_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2022",
   "train_start": "2008-01-02",
   "train_end": "2021-12-31",
-  "ftrl_total_return": -0.1409131926310646,
+  "ftrl_total_return": -0.20751416498032216,
   "agg_total_return": -0.12422832979666043,
-  "excess_return": -0.01668486283440418,
-  "ftrl_sharpe": -1.4284322697521907,
-  "ftrl_max_drawdown": -0.16579959724063983,
-  "live_ftrl_return": 0.12942534349052992,
+  "excess_return": -0.08328583518366173,
+  "ftrl_sharpe": -2.318528394468604,
+  "ftrl_max_drawdown": -0.22603262405459926,
+  "live_ftrl_return": 0.10342552024434348,
   "live_agg_return": 0.0641874035217671,
-  "live_excess_return": 0.06523793996876281,
-  "live_sharpe": 2.139757517043423,
-  "live_max_drawdown": -0.045102009177721315,
+  "live_excess_return": 0.03923811672257638,
+  "live_sharpe": 1.4760035803558813,
+  "live_max_drawdown": -0.035440967667292496,
   "live_n_days": 268,
   "live_start": "2025-01-01",
-  "best_train_epoch": 7,
-  "best_train_return": -19.77010968275316
+  "best_train_epoch": 11,
+  "best_train_return": -21.036178871153634
 }