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results/window_11_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2021",
   "train_start": "2008-01-02",
   "train_end": "2020-12-31",
-  "ftrl_total_return": -0.05584973182213704,
+  "ftrl_total_return": 0.31558703343145367,
   "agg_total_return": -0.016412036212588688,
-  "excess_return": -0.03943769560954835,
-  "ftrl_sharpe": -0.5042911800721259,
-  "ftrl_max_drawdown": -0.13681027626785427,
-  "live_ftrl_return": 0.09364178571030113,
-  "live_agg_return": 0.07034314220258131,
-  "live_excess_return": 0.02329864350771982,
-  "live_sharpe": 0.8370226634654084,
-  "live_max_drawdown": -0.07743408927545027,
-  "live_n_days": 266,
+  "excess_return": 0.33199906964404235,
+  "ftrl_sharpe": 2.677652150208206,
+  "ftrl_max_drawdown": -0.07192267987933708,
+  "live_ftrl_return": 0.09660801998394564,
+  "live_agg_return": 0.06429542206536243,
+  "live_excess_return": 0.03231259791858321,
+  "live_sharpe": 0.6465511043263006,
+  "live_max_drawdown": -0.13288214194865433,
+  "live_n_days": 267,
   "live_start": "2025-01-01",
-  "best_train_epoch": 7,
-  "best_train_return": -22.437445862807703
+  "best_train_epoch": 8,
+  "best_train_return": -23.16589114316021
 }