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results/reverse_window_07_equity_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2014-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-09",
-  "trained_date": "2026-04-11",
-  "ftrl_total_return": 0.36654984951019287,
-  "agg_total_return": 0.07810707380311244,
-  "excess_return": 0.28844277570708043,
-  "ftrl_sharpe": 1.3919242007871877,
-  "ftrl_max_drawdown": -0.17632116038571452,
-  "live_excess_return": 0.28844277570708043,
-  "live_sharpe": 1.3919242007871877,
-  "live_n_days": 276,
-  "best_train_epoch": 5,
-  "best_train_return": -15.477608680725098,
-  "n_test_days": 317
+  "test_end": "2026-04-14",
+  "trained_date": "2026-04-15",
+  "ftrl_total_return": 0.29326462745666504,
+  "agg_total_return": 0.08124953185463601,
+  "excess_return": 0.21201509560202902,
+  "ftrl_sharpe": 1.1884087197124773,
+  "ftrl_max_drawdown": -0.15514506977850873,
+  "live_excess_return": 0.21201509560202902,
+  "live_sharpe": 1.1884087197124773,
+  "live_n_days": 279,
+  "best_train_epoch": 1,
+  "best_train_return": -15.760102272033691,
+  "n_test_days": 320
 }