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results/window_02_fi_summary.json

@@ -3,19 +3,19 @@
   "test_year": "2012",
   "train_start": "2008-01-02",
   "train_end": "2011-12-31",
-  "trained_date": "2026-05-07",
-  "ftrl_total_return": 0.0876568603515624,
-  "agg_total_return": 0.03962445952879512,
-  "excess_return": 0.048032400822767274,
-  "ftrl_sharpe": 0.9799691649768101,
-  "ftrl_max_drawdown": -0.07364314118366874,
-  "live_ftrl_return": 0.11770843505859374,
-  "live_agg_return": 0.07844724219380228,
-  "live_excess_return": 0.03926119286479146,
-  "live_sharpe": 0.7385109936128413,
-  "live_max_drawdown": -0.12369277952864635,
-  "live_n_days": 295,
+  "trained_date": "2026-05-09",
+  "ftrl_total_return": -0.08744522094726559,
+  "agg_total_return": 0.03962405903674582,
+  "excess_return": -0.1270692799840114,
+  "ftrl_sharpe": -0.48127900987168315,
+  "ftrl_max_drawdown": -0.19572305322702324,
+  "live_ftrl_return": 1.1148973083496094,
+  "live_agg_return": 0.07833858301941943,
+  "live_excess_return": 1.03655872533019,
+  "live_sharpe": 1.7317296385440972,
+  "live_max_drawdown": -0.33653830556453634,
+  "live_n_days": 297,
   "live_start": "2025-01-01",
-  "best_train_epoch": 5,
-  "best_train_return": -7.622242450714111
+  "best_train_epoch": 1,
+  "best_train_return": -7.467774391174316
 }