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results/reverse_window_01_summary.json

@@ -5,12 +5,12 @@
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
   "test_end": "2026-03-27",
-  "ftrl_total_return": 0.09828080300078934,
+  "ftrl_total_return": 0.08928708568436039,
   "agg_total_return": 0.0641874035217671,
-  "excess_return": 0.034093399479022235,
-  "ftrl_sharpe": 0.6372476642279606,
-  "ftrl_max_drawdown": -0.13741771846787887,
-  "best_train_epoch": 8,
-  "best_train_return": -35.621208140940894,
+  "excess_return": 0.025099682162593284,
+  "ftrl_sharpe": 1.2749101122484618,
+  "ftrl_max_drawdown": -0.03537741704011772,
+  "best_train_epoch": 25,
+  "best_train_return": -32.05455816546918,
   "n_test_days": 309
 }