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results/reverse_window_05_summary.json

@@ -5,12 +5,12 @@
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
   "test_end": "2026-03-26",
-  "ftrl_total_return": 0.09627427850073,
+  "ftrl_total_return": 0.11394126314722963,
   "agg_total_return": 0.06429542206536243,
-  "excess_return": 0.031978856435367575,
-  "ftrl_sharpe": 1.6638352124405738,
-  "ftrl_max_drawdown": -0.045587091550497,
-  "best_train_epoch": 19,
-  "best_train_return": -21.45271939774577,
+  "excess_return": 0.049645841081867204,
+  "ftrl_sharpe": 1.0228018848896174,
+  "ftrl_max_drawdown": -0.07202743083773114,
+  "best_train_epoch": 4,
+  "best_train_return": -32.85511819912977,
   "n_test_days": 308
 }