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results/window_06_equity_summary.json

@@ -3,19 +3,19 @@
   "test_year": "2016",
   "train_start": "2008-01-02",
   "train_end": "2015-12-31",
-  "trained_date": "2026-04-14",
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-  "ftrl_max_drawdown": -0.07846881090687752,
-  "live_ftrl_return": 0.05893081665039057,
-  "live_agg_return": 0.07843197234565324,
-  "live_excess_return": -0.019501155695262673,
-  "live_sharpe": 0.45326869109022044,
-  "live_max_drawdown": -0.09484107262646198,
-  "live_n_days": 278,
+  "trained_date": "2026-04-15",
+  "ftrl_total_return": 0.15933853149414068,
+  "agg_total_return": 0.02451737996979908,
+  "excess_return": 0.1348211515243416,
+  "ftrl_sharpe": 1.5018546061652778,
+  "ftrl_max_drawdown": -0.06643436657536812,
+  "live_ftrl_return": 0.27071647644042973,
+  "live_agg_return": 0.08124953185463601,
+  "live_excess_return": 0.18946694458579372,
+  "live_sharpe": 1.1140759314585058,
+  "live_max_drawdown": -0.15983924432065255,
+  "live_n_days": 279,
   "live_start": "2025-01-01",
-  "best_train_epoch": 10,
-  "best_train_return": -22.510927200317383
+  "best_train_epoch": 5,
+  "best_train_return": -23.924518585205078
 }