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results/reverse_window_01_summary.json
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{
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"window_id": 1,
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"label": "R1: 2008\u20132024 \u2192 2025+",
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"train_start": "2008-01-01",
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"train_end": "2024-12-31",
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"test_start": "2025-01-01",
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"test_end": "2026-03-05",
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"ftrl_total_return": 0.11478224550633764,
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"agg_total_return": 0.07903286434406698,
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"excess_return": 0.035749381162270666,
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"ftrl_sharpe": 0.8864345982941422,
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"ftrl_max_drawdown": -0.10981262172047332,
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"best_train_epoch": 15,
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"best_train_return": 1.132489403758502,
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"n_test_days": 293
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}
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