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results/window_05_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2015",
   "train_start": "2008-01-02",
   "train_end": "2014-12-31",
-  "ftrl_total_return": -0.004745691671282248,
-  "agg_total_return": 0.0019869150037232775,
-  "excess_return": -0.006732606675005526,
-  "ftrl_sharpe": -0.07404296366954394,
-  "ftrl_max_drawdown": -0.07360107072155718,
-  "live_ftrl_return": 0.12438038029527765,
-  "live_agg_return": 0.0641874035217671,
-  "live_excess_return": 0.06019297677351054,
-  "live_sharpe": 2.0669351035842385,
-  "live_max_drawdown": -0.04565366854979723,
+  "ftrl_total_return": -0.028150352690029745,
+  "agg_total_return": 0.0019868218970402474,
+  "excess_return": -0.030137174587069993,
+  "ftrl_sharpe": -0.1723060678886502,
+  "ftrl_max_drawdown": -0.1447634349061623,
+  "live_ftrl_return": 0.10965080856587028,
+  "live_agg_return": 0.06418731583910953,
+  "live_excess_return": 0.04546349272676076,
+  "live_sharpe": 0.9861193753991593,
+  "live_max_drawdown": -0.07218549341779477,
   "live_n_days": 268,
   "live_start": "2025-01-01",
-  "best_train_epoch": 14,
-  "best_train_return": -10.042986335244885
+  "best_train_epoch": 8,
+  "best_train_return": -10.960340646494561
 }