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results/reverse_window_12_fi_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2019-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-13",
-  "trained_date": "2026-04-14",
-  "ftrl_total_return": 0.5672224760055542,
-  "agg_total_return": 0.07843197234565324,
-  "excess_return": 0.48879050365990095,
-  "ftrl_sharpe": 1.8397175112269981,
-  "ftrl_max_drawdown": -0.17650319426557515,
-  "live_excess_return": 0.48879050365990095,
-  "live_sharpe": 1.8397175112269981,
-  "live_n_days": 278,
-  "best_train_epoch": 6,
-  "best_train_return": -11.630669593811035,
-  "n_test_days": 319
+  "test_end": "2026-04-14",
+  "trained_date": "2026-04-15",
+  "ftrl_total_return": 0.11467099189758301,
+  "agg_total_return": 0.08124953185463601,
+  "excess_return": 0.03342146004294699,
+  "ftrl_sharpe": 1.4033736781701356,
+  "ftrl_max_drawdown": -0.05167464120770668,
+  "live_excess_return": 0.03342146004294699,
+  "live_sharpe": 1.4033736781701356,
+  "live_n_days": 279,
+  "best_train_epoch": 4,
+  "best_train_return": -13.216398239135742,
+  "n_test_days": 320
 }